FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 13-Jun-2011
Day Change Summary
Previous Current
10-Jun-2011 13-Jun-2011 Change Change % Previous Week
Open 5,844.0 5,771.0 -73.0 -1.2% 5,837.0
High 5,869.0 5,795.5 -73.5 -1.3% 5,892.0
Low 5,737.0 5,741.0 4.0 0.1% 5,737.0
Close 5,765.0 5,754.0 -11.0 -0.2% 5,765.0
Range 132.0 54.5 -77.5 -58.7% 155.0
ATR 86.8 84.5 -2.3 -2.7% 0.0
Volume 152,689 193,483 40,794 26.7% 620,611
Daily Pivots for day following 13-Jun-2011
Classic Woodie Camarilla DeMark
R4 5,927.0 5,895.0 5,784.0
R3 5,872.5 5,840.5 5,769.0
R2 5,818.0 5,818.0 5,764.0
R1 5,786.0 5,786.0 5,759.0 5,775.0
PP 5,763.5 5,763.5 5,763.5 5,758.0
S1 5,731.5 5,731.5 5,749.0 5,720.0
S2 5,709.0 5,709.0 5,744.0
S3 5,654.5 5,677.0 5,739.0
S4 5,600.0 5,622.5 5,724.0
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,263.0 6,169.0 5,850.0
R3 6,108.0 6,014.0 5,807.5
R2 5,953.0 5,953.0 5,793.5
R1 5,859.0 5,859.0 5,779.0 5,828.5
PP 5,798.0 5,798.0 5,798.0 5,783.0
S1 5,704.0 5,704.0 5,751.0 5,673.5
S2 5,643.0 5,643.0 5,736.5
S3 5,488.0 5,549.0 5,722.5
S4 5,333.0 5,394.0 5,680.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,892.0 5,737.0 155.0 2.7% 84.5 1.5% 11% False False 144,472
10 5,996.5 5,737.0 259.5 4.5% 81.0 1.4% 7% False False 125,811
20 6,006.0 5,737.0 269.0 4.7% 79.5 1.4% 6% False False 116,490
40 6,068.5 5,737.0 331.5 5.8% 80.0 1.4% 5% False False 105,965
60 6,068.5 5,458.5 610.0 10.6% 80.0 1.4% 48% False False 103,269
80 6,068.5 5,458.5 610.0 10.6% 79.5 1.4% 48% False False 82,926
100 6,068.5 5,458.5 610.0 10.6% 70.5 1.2% 48% False False 66,359
120 6,068.5 5,458.5 610.0 10.6% 61.0 1.1% 48% False False 55,304
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.9
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,027.0
2.618 5,938.0
1.618 5,883.5
1.000 5,850.0
0.618 5,829.0
HIGH 5,795.5
0.618 5,774.5
0.500 5,768.0
0.382 5,762.0
LOW 5,741.0
0.618 5,707.5
1.000 5,686.5
1.618 5,653.0
2.618 5,598.5
4.250 5,509.5
Fisher Pivots for day following 13-Jun-2011
Pivot 1 day 3 day
R1 5,768.0 5,811.0
PP 5,763.5 5,792.0
S1 5,759.0 5,773.0

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

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