FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 5,817.0 5,822.5 5.5 0.1% 5,821.0
High 5,843.0 5,849.5 6.5 0.1% 5,843.0
Low 5,788.5 5,804.0 15.5 0.3% 5,671.0
Close 5,829.0 5,844.5 15.5 0.3% 5,829.0
Range 54.5 45.5 -9.0 -16.5% 172.0
ATR 58.2 57.3 -0.9 -1.6% 0.0
Volume 53,896 54,019 123 0.2% 73,568
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 5,969.0 5,952.5 5,869.5
R3 5,923.5 5,907.0 5,857.0
R2 5,878.0 5,878.0 5,853.0
R1 5,861.5 5,861.5 5,848.5 5,870.0
PP 5,832.5 5,832.5 5,832.5 5,837.0
S1 5,816.0 5,816.0 5,840.5 5,824.0
S2 5,787.0 5,787.0 5,836.0
S3 5,741.5 5,770.5 5,832.0
S4 5,696.0 5,725.0 5,819.5
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,297.0 6,235.0 5,923.5
R3 6,125.0 6,063.0 5,876.5
R2 5,953.0 5,953.0 5,860.5
R1 5,891.0 5,891.0 5,845.0 5,922.0
PP 5,781.0 5,781.0 5,781.0 5,796.5
S1 5,719.0 5,719.0 5,813.0 5,750.0
S2 5,609.0 5,609.0 5,797.5
S3 5,437.0 5,547.0 5,781.5
S4 5,265.0 5,375.0 5,734.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,849.5 5,671.0 178.5 3.1% 78.0 1.3% 97% True False 25,129
10 5,878.5 5,671.0 207.5 3.6% 63.5 1.1% 84% False False 13,264
20 5,890.0 5,671.0 219.0 3.7% 50.5 0.9% 79% False False 6,687
40 5,890.0 5,563.0 327.0 5.6% 44.0 0.8% 86% False False 3,354
60 5,890.0 5,277.5 612.5 10.5% 33.5 0.6% 93% False False 2,241
80 5,890.0 5,070.5 819.5 14.0% 27.5 0.5% 94% False False 1,704
100 5,890.0 5,070.5 819.5 14.0% 24.5 0.4% 94% False False 1,373
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 9.5
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,043.0
2.618 5,968.5
1.618 5,923.0
1.000 5,895.0
0.618 5,877.5
HIGH 5,849.5
0.618 5,832.0
0.500 5,827.0
0.382 5,821.5
LOW 5,804.0
0.618 5,776.0
1.000 5,758.5
1.618 5,730.5
2.618 5,685.0
4.250 5,610.5
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 5,838.5 5,826.0
PP 5,832.5 5,808.0
S1 5,827.0 5,790.0

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

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