FTSE 100 Index Future June 2013

Trading Metrics calculated at close of trading on 20-Jun-2013

Day Change Summary
	Previous	Current
	19-Jun-2013	20-Jun-2013	Change	Change %	Previous Week
Open	6,378.0	6,304.5	-73.5	-1.2%	6,381.0
High	6,388.0	6,306.0	-82.0	-1.3%	6,408.0
Low	6,311.0	6,114.5	-196.5	-3.1%	6,197.0
Close	6,351.0	6,175.5	-175.5	-2.8%	6,310.5
Range	77.0	191.5	114.5	148.7%	211.0
ATR	94.3	104.4	10.2	10.8%	0.0
Volume	196,612	225,626	29,014	14.8%	846,542

Daily Pivots for day following 20-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,773.0	6,666.0	6,281.0
R3	6,581.5	6,474.5	6,228.0
R2	6,390.0	6,390.0	6,210.5
R1	6,283.0	6,283.0	6,193.0	6,241.0
PP	6,198.5	6,198.5	6,198.5	6,177.5
S1	6,091.5	6,091.5	6,158.0	6,049.0
S2	6,007.0	6,007.0	6,140.5
S3	5,815.5	5,900.0	6,123.0
S4	5,624.0	5,708.5	6,070.0

Weekly Pivots for week ending 14-Jun-2013
	Classic	Woodie	Camarilla	DeMark
R4	6,938.0	6,835.5	6,426.5
R3	6,727.0	6,624.5	6,368.5
R2	6,516.0	6,516.0	6,349.0
R1	6,413.5	6,413.5	6,330.0	6,359.0
PP	6,305.0	6,305.0	6,305.0	6,278.0
S1	6,202.5	6,202.5	6,291.0	6,148.0
S2	6,094.0	6,094.0	6,272.0
S3	5,883.0	5,991.5	6,252.5
S4	5,672.0	5,780.5	6,194.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,394.0	6,114.5	279.5	4.5%	101.5	1.6%	22%	False	True	253,814
10	6,408.5	6,114.5	294.0	4.8%	102.5	1.7%	21%	False	True	195,136
20	6,779.5	6,114.5	665.0	10.8%	104.0	1.7%	9%	False	True	155,073
40	6,861.5	6,114.5	747.0	12.1%	83.5	1.4%	8%	False	True	121,465
60	6,861.5	6,114.5	747.0	12.1%	83.5	1.4%	8%	False	True	114,112
80	6,861.5	6,114.5	747.0	12.1%	79.0	1.3%	8%	False	True	108,423
100	6,861.5	6,114.5	747.0	12.1%	71.5	1.2%	8%	False	True	86,851
120	6,861.5	5,793.5	1,068.0	17.3%	64.0	1.0%	36%	False	False	72,403

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	18.6
Widest range in 164 trading days

Fibonacci Retracements and Extensions
4.250	7,120.0
2.618	6,807.5
1.618	6,616.0
1.000	6,497.5
0.618	6,424.5
HIGH	6,306.0
0.618	6,233.0
0.500	6,210.0
0.382	6,187.5
LOW	6,114.5
0.618	5,996.0
1.000	5,923.0
1.618	5,804.5
2.618	5,613.0
4.250	5,300.5

Fisher Pivots for day following 20-Jun-2013
Pivot	1 day	3 day
R1	6,210.0	6,254.0
PP	6,198.5	6,228.0
S1	6,187.0	6,202.0

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

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