FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 10-Jun-2013

Day Change Summary
	Previous	Current
	07-Jun-2013	10-Jun-2013	Change	Change %	Previous Week
Open	6,335.0	6,381.0	46.0	0.7%	6,531.5
High	6,408.5	6,408.0	-0.5	0.0%	6,562.5
Low	6,298.0	6,363.5	65.5	1.0%	6,271.0
Close	6,396.5	6,382.0	-14.5	-0.2%	6,396.5
Range	110.5	44.5	-66.0	-59.7%	291.5
ATR	97.4	93.6	-3.8	-3.9%	0.0
Volume	102,058	129,391	27,333	26.8%	570,203

Daily Pivots for day following 10-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,518.0	6,494.5	6,406.5
R3	6,473.5	6,450.0	6,394.0
R2	6,429.0	6,429.0	6,390.0
R1	6,405.5	6,405.5	6,386.0	6,417.0
PP	6,384.5	6,384.5	6,384.5	6,390.5
S1	6,361.0	6,361.0	6,378.0	6,373.0
S2	6,340.0	6,340.0	6,374.0
S3	6,295.5	6,316.5	6,370.0
S4	6,251.0	6,272.0	6,357.5

Weekly Pivots for week ending 07-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	7,284.5	7,132.0	6,557.0
R3	6,993.0	6,840.5	6,476.5
R2	6,701.5	6,701.5	6,450.0
R1	6,549.0	6,549.0	6,423.0	6,479.5
PP	6,410.0	6,410.0	6,410.0	6,375.0
S1	6,257.5	6,257.5	6,370.0	6,188.0
S2	6,118.5	6,118.5	6,343.0
S3	5,827.0	5,966.0	6,316.5
S4	5,535.5	5,674.5	6,236.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,560.0	6,271.0	289.0	4.5%	102.5	1.6%	38%	False	False	122,975
10	6,779.5	6,271.0	508.5	8.0%	99.5	1.6%	22%	False	False	115,913
20	6,861.5	6,271.0	590.5	9.3%	88.5	1.4%	19%	False	False	109,401
40	6,861.5	6,173.5	688.0	10.8%	79.0	1.2%	30%	False	False	100,054
60	6,861.5	6,159.5	702.0	11.0%	79.0	1.2%	32%	False	False	99,096
80	6,861.5	6,157.0	704.5	11.0%	72.0	1.1%	32%	False	False	87,002
100	6,861.5	5,975.0	886.5	13.9%	65.0	1.0%	46%	False	False	69,669
120	6,861.5	5,784.5	1,077.0	16.9%	57.5	0.9%	55%	False	False	58,073

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.3
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	6,597.0
2.618	6,524.5
1.618	6,480.0
1.000	6,452.5
0.618	6,435.5
HIGH	6,408.0
0.618	6,391.0
0.500	6,386.0
0.382	6,380.5
LOW	6,363.5
0.618	6,336.0
1.000	6,319.0
1.618	6,291.5
2.618	6,247.0
4.250	6,174.5

Fisher Pivots for day following 10-Jun-2013
Pivot	1 day	3 day
R1	6,386.0	6,370.0
PP	6,384.5	6,358.5
S1	6,383.0	6,347.0

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These figures are updated between 7pm and 10pm EST after a trading day.

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