FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 28-Mar-2012
Day Change Summary
Previous Current
27-Mar-2012 28-Mar-2012 Change Change % Previous Week
Open 5,875.0 5,811.0 -64.0 -1.1% 5,926.0
High 5,894.5 5,833.0 -61.5 -1.0% 5,929.5
Low 5,808.0 5,726.5 -81.5 -1.4% 5,752.5
Close 5,810.5 5,747.5 -63.0 -1.1% 5,826.0
Range 86.5 106.5 20.0 23.1% 177.0
ATR 62.8 65.9 3.1 5.0% 0.0
Volume 91,199 110,734 19,535 21.4% 479,960
Daily Pivots for day following 28-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,088.5 6,024.5 5,806.0
R3 5,982.0 5,918.0 5,777.0
R2 5,875.5 5,875.5 5,767.0
R1 5,811.5 5,811.5 5,757.5 5,790.0
PP 5,769.0 5,769.0 5,769.0 5,758.5
S1 5,705.0 5,705.0 5,737.5 5,684.0
S2 5,662.5 5,662.5 5,728.0
S3 5,556.0 5,598.5 5,718.0
S4 5,449.5 5,492.0 5,689.0
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 5,726.5 168.0 2.9% 81.5 1.4% 13% False True 100,463
10 5,929.5 5,726.5 203.0 3.5% 67.0 1.2% 10% False True 100,338
20 5,948.5 5,671.0 277.5 4.8% 68.0 1.2% 28% False False 73,384
40 5,948.5 5,671.0 277.5 4.8% 54.0 0.9% 28% False False 36,731
60 5,948.5 5,523.5 425.0 7.4% 45.0 0.8% 53% False False 24,496
80 5,948.5 5,277.5 671.0 11.7% 36.5 0.6% 70% False False 18,396
100 5,948.5 5,070.5 878.0 15.3% 30.5 0.5% 77% False False 14,720
120 5,948.5 5,070.5 878.0 15.3% 27.5 0.5% 77% False False 12,274
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 13.0
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,285.5
2.618 6,112.0
1.618 6,005.5
1.000 5,939.5
0.618 5,899.0
HIGH 5,833.0
0.618 5,792.5
0.500 5,780.0
0.382 5,767.0
LOW 5,726.5
0.618 5,660.5
1.000 5,620.0
1.618 5,554.0
2.618 5,447.5
4.250 5,274.0
Fisher Pivots for day following 28-Mar-2012
Pivot 1 day 3 day
R1 5,780.0 5,810.5
PP 5,769.0 5,789.5
S1 5,758.0 5,768.5

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

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