FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 27-Mar-2012
Day Change Summary
Previous Current
26-Mar-2012 27-Mar-2012 Change Change % Previous Week
Open 5,851.0 5,875.0 24.0 0.4% 5,926.0
High 5,866.0 5,894.5 28.5 0.5% 5,929.5
Low 5,806.5 5,808.0 1.5 0.0% 5,752.5
Close 5,860.5 5,810.5 -50.0 -0.9% 5,826.0
Range 59.5 86.5 27.0 45.4% 177.0
ATR 60.9 62.8 1.8 3.0% 0.0
Volume 89,570 91,199 1,629 1.8% 479,960
Daily Pivots for day following 27-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,097.0 6,040.5 5,858.0
R3 6,010.5 5,954.0 5,834.5
R2 5,924.0 5,924.0 5,826.5
R1 5,867.5 5,867.5 5,818.5 5,852.5
PP 5,837.5 5,837.5 5,837.5 5,830.0
S1 5,781.0 5,781.0 5,802.5 5,766.0
S2 5,751.0 5,751.0 5,794.5
S3 5,664.5 5,694.5 5,786.5
S4 5,578.0 5,608.0 5,763.0
Weekly Pivots for week ending 23-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,367.0 6,273.5 5,923.5
R3 6,190.0 6,096.5 5,874.5
R2 6,013.0 6,013.0 5,858.5
R1 5,919.5 5,919.5 5,842.0 5,878.0
PP 5,836.0 5,836.0 5,836.0 5,815.0
S1 5,742.5 5,742.5 5,810.0 5,701.0
S2 5,659.0 5,659.0 5,793.5
S3 5,482.0 5,565.5 5,777.5
S4 5,305.0 5,388.5 5,728.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,894.5 5,752.5 142.0 2.4% 68.5 1.2% 41% True False 97,386
10 5,948.5 5,752.5 196.0 3.4% 63.0 1.1% 30% False False 103,021
20 5,948.5 5,671.0 277.5 4.8% 66.5 1.1% 50% False False 67,863
40 5,948.5 5,645.5 303.0 5.2% 52.5 0.9% 54% False False 33,963
60 5,948.5 5,523.5 425.0 7.3% 43.0 0.7% 68% False False 22,651
80 5,948.5 5,277.5 671.0 11.5% 35.5 0.6% 79% False False 17,012
100 5,948.5 5,070.5 878.0 15.1% 29.5 0.5% 84% False False 13,613
120 5,948.5 5,070.5 878.0 15.1% 26.5 0.5% 84% False False 11,351
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.2
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,262.0
2.618 6,121.0
1.618 6,034.5
1.000 5,981.0
0.618 5,948.0
HIGH 5,894.5
0.618 5,861.5
0.500 5,851.0
0.382 5,841.0
LOW 5,808.0
0.618 5,754.5
1.000 5,721.5
1.618 5,668.0
2.618 5,581.5
4.250 5,440.5
Fisher Pivots for day following 27-Mar-2012
Pivot 1 day 3 day
R1 5,851.0 5,823.5
PP 5,837.5 5,819.0
S1 5,824.0 5,815.0

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

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