FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 21-Mar-2012
Day Change Summary
Previous Current
20-Mar-2012 21-Mar-2012 Change Change % Previous Week
Open 5,904.5 5,842.0 -62.5 -1.1% 5,822.5
High 5,907.0 5,874.0 -33.0 -0.6% 5,948.5
Low 5,824.5 5,832.0 7.5 0.1% 5,804.0
Close 5,848.0 5,836.5 -11.5 -0.2% 5,916.0
Range 82.5 42.0 -40.5 -49.1% 144.5
ATR 59.8 58.5 -1.3 -2.1% 0.0
Volume 96,840 95,347 -1,493 -1.5% 617,995
Daily Pivots for day following 21-Mar-2012
Classic Woodie Camarilla DeMark
R4 5,973.5 5,947.0 5,859.5
R3 5,931.5 5,905.0 5,848.0
R2 5,889.5 5,889.5 5,844.0
R1 5,863.0 5,863.0 5,840.5 5,855.0
PP 5,847.5 5,847.5 5,847.5 5,843.5
S1 5,821.0 5,821.0 5,832.5 5,813.0
S2 5,805.5 5,805.5 5,829.0
S3 5,763.5 5,779.0 5,825.0
S4 5,721.5 5,737.0 5,813.5
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,323.0 6,264.0 5,995.5
R3 6,178.5 6,119.5 5,955.5
R2 6,034.0 6,034.0 5,942.5
R1 5,975.0 5,975.0 5,929.0 6,004.5
PP 5,889.5 5,889.5 5,889.5 5,904.0
S1 5,830.5 5,830.5 5,903.0 5,860.0
S2 5,745.0 5,745.0 5,889.5
S3 5,600.5 5,686.0 5,876.5
S4 5,456.0 5,541.5 5,836.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,929.5 5,824.5 105.0 1.8% 53.0 0.9% 11% False False 100,212
10 5,948.5 5,730.0 218.5 3.7% 61.0 1.0% 49% False False 94,974
20 5,948.5 5,671.0 277.5 4.8% 59.0 1.0% 60% False False 48,301
40 5,948.5 5,563.0 385.5 6.6% 49.5 0.8% 71% False False 24,177
60 5,948.5 5,434.5 514.0 8.8% 38.5 0.7% 78% False False 16,125
80 5,948.5 5,162.5 786.0 13.5% 33.0 0.6% 86% False False 12,117
100 5,948.5 5,070.5 878.0 15.0% 27.0 0.5% 87% False False 9,699
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 12.4
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,052.5
2.618 5,984.0
1.618 5,942.0
1.000 5,916.0
0.618 5,900.0
HIGH 5,874.0
0.618 5,858.0
0.500 5,853.0
0.382 5,848.0
LOW 5,832.0
0.618 5,806.0
1.000 5,790.0
1.618 5,764.0
2.618 5,722.0
4.250 5,653.5
Fisher Pivots for day following 21-Mar-2012
Pivot 1 day 3 day
R1 5,853.0 5,877.0
PP 5,847.5 5,863.5
S1 5,842.0 5,850.0

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

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