FTSE 100 Index Future June 2014

Trading Metrics calculated at close of trading on 04-Jun-2014

Day Change Summary
	Previous	Current
	03-Jun-2014	04-Jun-2014	Change	Change %	Previous Week
Open	6,847.0	6,832.0	-15.0	-0.2%	6,813.5
High	6,847.5	6,834.0	-13.5	-0.2%	6,872.0
Low	6,804.0	6,791.0	-13.0	-0.2%	6,813.5
Close	6,816.5	6,807.5	-9.0	-0.1%	6,822.5
Range	43.5	43.0	-0.5	-1.1%	58.5
ATR	51.5	50.9	-0.6	-1.2%	0.0
Volume	72,396	98,302	25,906	35.8%	265,423

Daily Pivots for day following 04-Jun-2014
	Classic	Woodie	Camarilla	DeMark
R4	6,940.0	6,916.5	6,831.0
R3	6,897.0	6,873.5	6,819.5
R2	6,854.0	6,854.0	6,815.5
R1	6,830.5	6,830.5	6,811.5	6,821.0
PP	6,811.0	6,811.0	6,811.0	6,806.0
S1	6,787.5	6,787.5	6,803.5	6,778.0
S2	6,768.0	6,768.0	6,799.5
S3	6,725.0	6,744.5	6,795.5
S4	6,682.0	6,701.5	6,784.0

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	6,791.0	81.0	1.2%	41.5	0.6%	20%	False	True	79,670
10	6,872.0	6,771.5	100.5	1.5%	38.0	0.6%	36%	False	False	69,814
20	6,880.0	6,734.5	145.5	2.1%	44.5	0.7%	50%	False	False	81,554
40	6,880.0	6,452.0	428.0	6.3%	55.5	0.8%	83%	False	False	90,844
60	6,880.0	6,431.5	448.5	6.6%	62.0	0.9%	84%	False	False	93,142
80	6,880.0	6,431.5	448.5	6.6%	60.5	0.9%	84%	False	False	70,023
100	6,880.0	6,310.5	569.5	8.4%	56.5	0.8%	87%	False	False	56,035
120	6,880.0	6,310.5	569.5	8.4%	48.5	0.7%	87%	False	False	46,704

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	4.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	7,017.0
2.618	6,946.5
1.618	6,903.5
1.000	6,877.0
0.618	6,860.5
HIGH	6,834.0
0.618	6,817.5
0.500	6,812.5
0.382	6,807.5
LOW	6,791.0
0.618	6,764.5
1.000	6,748.0
1.618	6,721.5
2.618	6,678.5
4.250	6,608.0

Fisher Pivots for day following 04-Jun-2014
Pivot	1 day	3 day
R1	6,812.5	6,827.5
PP	6,811.0	6,821.0
S1	6,809.0	6,814.0

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

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