FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 12-May-2011
Day Change Summary
Previous Current
11-May-2011 12-May-2011 Change Change % Previous Week
Open 6,010.0 5,930.5 -79.5 -1.3% 6,051.5
High 6,024.0 5,963.5 -60.5 -1.0% 6,068.5
Low 5,903.5 5,863.0 -40.5 -0.7% 5,841.5
Close 5,957.5 5,926.0 -31.5 -0.5% 5,951.5
Range 120.5 100.5 -20.0 -16.6% 227.0
ATR 81.6 83.0 1.3 1.6% 0.0
Volume 96,766 106,234 9,468 9.8% 433,057
Daily Pivots for day following 12-May-2011
Classic Woodie Camarilla DeMark
R4 6,219.0 6,173.0 5,981.5
R3 6,118.5 6,072.5 5,953.5
R2 6,018.0 6,018.0 5,944.5
R1 5,972.0 5,972.0 5,935.0 5,945.0
PP 5,917.5 5,917.5 5,917.5 5,904.0
S1 5,871.5 5,871.5 5,917.0 5,844.0
S2 5,817.0 5,817.0 5,907.5
S3 5,716.5 5,771.0 5,898.5
S4 5,616.0 5,670.5 5,870.5
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6,635.0 6,520.0 6,076.5
R3 6,408.0 6,293.0 6,014.0
R2 6,181.0 6,181.0 5,993.0
R1 6,066.0 6,066.0 5,972.5 6,010.0
PP 5,954.0 5,954.0 5,954.0 5,926.0
S1 5,839.0 5,839.0 5,930.5 5,783.0
S2 5,727.0 5,727.0 5,910.0
S3 5,500.0 5,612.0 5,889.0
S4 5,273.0 5,385.0 5,826.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,024.0 5,841.5 182.5 3.1% 103.0 1.7% 46% False False 102,603
10 6,068.5 5,841.5 227.0 3.8% 85.0 1.4% 37% False False 98,672
20 6,068.5 5,817.0 251.5 4.2% 77.0 1.3% 43% False False 93,627
40 6,068.5 5,458.5 610.0 10.3% 79.5 1.3% 77% False False 99,480
60 6,068.5 5,458.5 610.0 10.3% 78.0 1.3% 77% False False 70,007
80 6,068.5 5,458.5 610.0 10.3% 66.5 1.1% 77% False False 52,528
100 6,068.5 5,458.5 610.0 10.3% 56.5 0.9% 77% False False 42,029
120 6,068.5 5,458.5 610.0 10.3% 51.0 0.9% 77% False False 35,032
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 False
Bear Hook False
Bull Hook False
Stretch 20.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,390.5
2.618 6,226.5
1.618 6,126.0
1.000 6,064.0
0.618 6,025.5
HIGH 5,963.5
0.618 5,925.0
0.500 5,913.0
0.382 5,901.5
LOW 5,863.0
0.618 5,801.0
1.000 5,762.5
1.618 5,700.5
2.618 5,600.0
4.250 5,436.0
Fisher Pivots for day following 12-May-2011
Pivot 1 day 3 day
R1 5,922.0 5,943.5
PP 5,917.5 5,937.5
S1 5,913.0 5,932.0

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

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