FTSE 100 Index Future June 2014

Trading Metrics calculated at close of trading on 03-Jun-2014

Day Change Summary
	Previous	Current
	02-Jun-2014	03-Jun-2014	Change	Change %	Previous Week
Open	6,842.0	6,847.0	5.0	0.1%	6,813.5
High	6,864.0	6,847.5	-16.5	-0.2%	6,872.0
Low	6,836.5	6,804.0	-32.5	-0.5%	6,813.5
Close	6,860.5	6,816.5	-44.0	-0.6%	6,822.5
Range	27.5	43.5	16.0	58.2%	58.5
ATR	51.2	51.5	0.4	0.7%	0.0
Volume	75,979	72,396	-3,583	-4.7%	265,423

Daily Pivots for day following 03-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,953.0	6,928.5	6,840.5
R3	6,909.5	6,885.0	6,828.5
R2	6,866.0	6,866.0	6,824.5
R1	6,841.5	6,841.5	6,820.5	6,832.0
PP	6,822.5	6,822.5	6,822.5	6,818.0
S1	6,798.0	6,798.0	6,812.5	6,788.5
S2	6,779.0	6,779.0	6,808.5
S3	6,735.5	6,754.5	6,804.5
S4	6,692.0	6,711.0	6,792.5

Weekly Pivots for week ending 30-May-2014
	Classic	Woodie	Camarilla	DeMark
R4	7,011.5	6,975.5	6,854.5
R3	6,953.0	6,917.0	6,838.5
R2	6,894.5	6,894.5	6,833.0
R1	6,858.5	6,858.5	6,828.0	6,876.5
PP	6,836.0	6,836.0	6,836.0	6,845.0
S1	6,800.0	6,800.0	6,817.0	6,818.0
S2	6,777.5	6,777.5	6,812.0
S3	6,719.0	6,741.5	6,806.5
S4	6,660.5	6,683.0	6,790.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,872.0	6,804.0	68.0	1.0%	37.5	0.6%	18%	False	True	71,097
10	6,872.0	6,762.5	109.5	1.6%	41.0	0.6%	49%	False	False	67,793
20	6,880.0	6,734.5	145.5	2.1%	45.0	0.7%	56%	False	False	82,194
40	6,880.0	6,452.0	428.0	6.3%	56.0	0.8%	85%	False	False	90,836
60	6,880.0	6,431.5	448.5	6.6%	61.5	0.9%	86%	False	False	91,547
80	6,880.0	6,360.5	519.5	7.6%	61.0	0.9%	88%	False	False	68,800
100	6,880.0	6,310.5	569.5	8.4%	57.0	0.8%	89%	False	False	55,052
120	6,880.0	6,310.5	569.5	8.4%	48.5	0.7%	89%	False	False	45,885

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	True
Bear Hook	False
Bull Hook	False
Stretch	4.3
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,032.5
2.618	6,961.5
1.618	6,918.0
1.000	6,891.0
0.618	6,874.5
HIGH	6,847.5
0.618	6,831.0
0.500	6,826.0
0.382	6,820.5
LOW	6,804.0
0.618	6,777.0
1.000	6,760.5
1.618	6,733.5
2.618	6,690.0
4.250	6,619.0

Fisher Pivots for day following 03-Jun-2014
Pivot	1 day	3 day
R1	6,826.0	6,835.5
PP	6,822.5	6,829.0
S1	6,819.5	6,823.0

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

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