FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 11-Jun-2013

Day Change Summary
	Previous	Current
	10-Jun-2013	11-Jun-2013	Change	Change %	Previous Week
Open	6,381.0	6,369.5	-11.5	-0.2%	6,531.5
High	6,408.0	6,375.5	-32.5	-0.5%	6,562.5
Low	6,363.5	6,264.5	-99.0	-1.6%	6,271.0
Close	6,382.0	6,331.0	-51.0	-0.8%	6,396.5
Range	44.5	111.0	66.5	149.4%	291.5
ATR	93.6	95.3	1.7	1.8%	0.0
Volume	129,391	118,570	-10,821	-8.4%	570,203

Daily Pivots for day following 11-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,656.5	6,605.0	6,392.0
R3	6,545.5	6,494.0	6,361.5
R2	6,434.5	6,434.5	6,351.5
R1	6,383.0	6,383.0	6,341.0	6,353.0
PP	6,323.5	6,323.5	6,323.5	6,309.0
S1	6,272.0	6,272.0	6,321.0	6,242.0
S2	6,212.5	6,212.5	6,310.5
S3	6,101.5	6,161.0	6,300.5
S4	5,990.5	6,050.0	6,270.0

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	6,521.0	6,264.5	256.5	4.1%	111.0	1.8%	26%	False	True	120,534
10	6,726.0	6,264.5	461.5	7.3%	100.5	1.6%	14%	False	True	115,922
20	6,861.5	6,264.5	597.0	9.4%	92.0	1.5%	11%	False	True	110,333
40	6,861.5	6,173.5	688.0	10.9%	81.0	1.3%	23%	False	False	100,283
60	6,861.5	6,159.5	702.0	11.1%	80.0	1.3%	24%	False	False	99,026
80	6,861.5	6,157.0	704.5	11.1%	72.5	1.1%	25%	False	False	88,468
100	6,861.5	5,993.0	868.5	13.7%	65.5	1.0%	39%	False	False	70,850
120	6,861.5	5,784.5	1,077.0	17.0%	58.5	0.9%	51%	False	False	59,060

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.4
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,847.0
2.618	6,666.0
1.618	6,555.0
1.000	6,486.5
0.618	6,444.0
HIGH	6,375.5
0.618	6,333.0
0.500	6,320.0
0.382	6,307.0
LOW	6,264.5
0.618	6,196.0
1.000	6,153.5
1.618	6,085.0
2.618	5,974.0
4.250	5,793.0

Fisher Pivots for day following 11-Jun-2013
Pivot	1 day	3 day
R1	6,327.5	6,336.5
PP	6,323.5	6,334.5
S1	6,320.0	6,333.0

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

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