FTSE 100 Index Future June 2008

Trading Metrics calculated at close of trading on 13-Jun-2008

Day Change Summary
	Previous	Current
	12-Jun-2008	13-Jun-2008	Change	Change %	Previous Week
Open	5,736.0	5,786.0	50.0	0.9%	5,900.0
High	5,804.5	5,825.0	20.5	0.4%	5,950.5
Low	5,725.0	5,723.0	-2.0	0.0%	5,711.5
Close	5,789.5	5,810.0	20.5	0.4%	5,810.0
Range	79.5	102.0	22.5	28.3%	239.0
ATR	104.1	104.0	-0.2	-0.1%	0.0
Volume	146,265	134,333	-11,932	-8.2%	633,301

Daily Pivots for day following 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,092.0	6,053.0	5,866.0
R3	5,990.0	5,951.0	5,838.0
R2	5,888.0	5,888.0	5,828.5
R1	5,849.0	5,849.0	5,819.5	5,868.5
PP	5,786.0	5,786.0	5,786.0	5,796.0
S1	5,747.0	5,747.0	5,800.5	5,766.5
S2	5,684.0	5,684.0	5,791.5
S3	5,582.0	5,645.0	5,782.0
S4	5,480.0	5,543.0	5,754.0

Weekly Pivots for week ending 13-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,541.0	6,414.5	5,941.5
R3	6,302.0	6,175.5	5,875.5
R2	6,063.0	6,063.0	5,854.0
R1	5,936.5	5,936.5	5,832.0	5,880.0
PP	5,824.0	5,824.0	5,824.0	5,796.0
S1	5,697.5	5,697.5	5,788.0	5,641.0
S2	5,585.0	5,585.0	5,766.0
S3	5,346.0	5,458.5	5,744.5
S4	5,107.0	5,219.5	5,678.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,950.5	5,711.5	239.0	4.1%	101.0	1.7%	41%	False	False	126,660
10	6,087.5	5,711.5	376.0	6.5%	105.0	1.8%	26%	False	False	108,448
20	6,396.0	5,711.5	684.5	11.8%	101.0	1.7%	14%	False	False	100,796
40	6,396.0	5,711.5	684.5	11.8%	95.0	1.6%	14%	False	False	90,375
60	6,396.0	5,473.0	923.0	15.9%	97.0	1.7%	37%	False	False	98,628
80	6,396.0	5,424.5	971.5	16.7%	99.5	1.7%	40%	False	False	78,195
100	6,396.0	5,424.5	971.5	16.7%	102.0	1.8%	40%	False	False	62,633
120	6,559.5	5,325.0	1,234.5	21.2%	101.0	1.7%	39%	False	False	52,216

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	22.6
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,258.5
2.618	6,092.0
1.618	5,990.0
1.000	5,927.0
0.618	5,888.0
HIGH	5,825.0
0.618	5,786.0
0.500	5,774.0
0.382	5,762.0
LOW	5,723.0
0.618	5,660.0
1.000	5,621.0
1.618	5,558.0
2.618	5,456.0
4.250	5,289.5

Fisher Pivots for day following 13-Jun-2008
Pivot	1 day	3 day
R1	5,798.0	5,802.5
PP	5,786.0	5,794.5
S1	5,774.0	5,787.0

Download as Excel Spreadsheet

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

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