FTSE 100 Index Future June 2008

Trading Metrics calculated at close of trading on 11-Jun-2008

Day Change Summary
	Previous	Current
	10-Jun-2008	11-Jun-2008	Change	Change %	Previous Week
Open	5,861.5	5,854.0	-7.5	-0.1%	6,043.0
High	5,882.5	5,862.5	-20.0	-0.3%	6,087.5
Low	5,821.0	5,711.5	-109.5	-1.9%	5,862.0
Close	5,848.5	5,735.0	-113.5	-1.9%	5,918.5
Range	61.5	151.0	89.5	145.5%	225.5
ATR	102.6	106.0	3.5	3.4%	0.0
Volume	115,785	119,011	3,226	2.8%	451,185

Daily Pivots for day following 11-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,222.5	6,130.0	5,818.0
R3	6,071.5	5,979.0	5,776.5
R2	5,920.5	5,920.5	5,762.5
R1	5,828.0	5,828.0	5,749.0	5,799.0
PP	5,769.5	5,769.5	5,769.5	5,755.0
S1	5,677.0	5,677.0	5,721.0	5,648.0
S2	5,618.5	5,618.5	5,707.5
S3	5,467.5	5,526.0	5,693.5
S4	5,316.5	5,375.0	5,652.0

Weekly Pivots for week ending 06-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,632.5	6,501.0	6,042.5
R3	6,407.0	6,275.5	5,980.5
R2	6,181.5	6,181.5	5,960.0
R1	6,050.0	6,050.0	5,939.0	6,003.0
PP	5,956.0	5,956.0	5,956.0	5,932.5
S1	5,824.5	5,824.5	5,898.0	5,777.5
S2	5,730.5	5,730.5	5,877.0
S3	5,505.0	5,599.0	5,856.5
S4	5,279.5	5,373.5	5,794.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,087.5	5,711.5	376.0	6.6%	125.0	2.2%	6%	False	True	108,502
10	6,135.0	5,711.5	423.5	7.4%	104.5	1.8%	6%	False	True	95,233
20	6,396.0	5,711.5	684.5	11.9%	101.0	1.8%	3%	False	True	97,896
40	6,396.0	5,711.5	684.5	11.9%	97.0	1.7%	3%	False	True	88,697
60	6,396.0	5,424.5	971.5	16.9%	98.0	1.7%	32%	False	False	97,474
80	6,396.0	5,424.5	971.5	16.9%	100.0	1.7%	32%	False	False	74,712
100	6,396.0	5,325.0	1,071.0	18.7%	106.5	1.9%	38%	False	False	59,831
120	6,559.5	5,325.0	1,234.5	21.5%	99.5	1.7%	33%	False	False	49,878

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	23.6
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,504.0
2.618	6,258.0
1.618	6,107.0
1.000	6,013.5
0.618	5,956.0
HIGH	5,862.5
0.618	5,805.0
0.500	5,787.0
0.382	5,769.0
LOW	5,711.5
0.618	5,618.0
1.000	5,560.5
1.618	5,467.0
2.618	5,316.0
4.250	5,070.0

Fisher Pivots for day following 11-Jun-2008
Pivot	1 day	3 day
R1	5,787.0	5,831.0
PP	5,769.5	5,799.0
S1	5,752.5	5,767.0

Download as Excel Spreadsheet

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

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