FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 30-Mar-2012
Day Change Summary
Previous Current
29-Mar-2012 30-Mar-2012 Change Change % Previous Week
Open 5,752.0 5,716.0 -36.0 -0.6% 5,851.0
High 5,767.0 5,750.0 -17.0 -0.3% 5,894.5
Low 5,679.0 5,705.5 26.5 0.5% 5,679.0
Close 5,715.5 5,726.5 11.0 0.2% 5,726.5
Range 88.0 44.5 -43.5 -49.4% 215.5
ATR 67.5 65.8 -1.6 -2.4% 0.0
Volume 135,226 115,847 -19,379 -14.3% 542,576
Daily Pivots for day following 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 5,861.0 5,838.0 5,751.0
R3 5,816.5 5,793.5 5,738.5
R2 5,772.0 5,772.0 5,734.5
R1 5,749.0 5,749.0 5,730.5 5,760.5
PP 5,727.5 5,727.5 5,727.5 5,733.0
S1 5,704.5 5,704.5 5,722.5 5,716.0
S2 5,683.0 5,683.0 5,718.5
S3 5,638.5 5,660.0 5,714.5
S4 5,594.0 5,615.5 5,702.0
Weekly Pivots for week ending 30-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,413.0 6,285.5 5,845.0
R3 6,197.5 6,070.0 5,786.0
R2 5,982.0 5,982.0 5,766.0
R1 5,854.5 5,854.5 5,746.5 5,810.5
PP 5,766.5 5,766.5 5,766.5 5,745.0
S1 5,639.0 5,639.0 5,706.5 5,595.0
S2 5,551.0 5,551.0 5,687.0
S3 5,335.5 5,423.5 5,667.0
S4 5,120.0 5,208.0 5,608.0
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 5,679.0 215.5 3.8% 77.0 1.3% 22% False False 108,515
10 5,929.5 5,679.0 250.5 4.4% 71.5 1.3% 19% False False 102,253
20 5,948.5 5,671.0 277.5 4.8% 69.0 1.2% 20% False False 85,704
40 5,948.5 5,671.0 277.5 4.8% 54.0 0.9% 20% False False 43,008
60 5,948.5 5,523.5 425.0 7.4% 47.0 0.8% 48% False False 28,681
80 5,948.5 5,277.5 671.0 11.7% 38.0 0.7% 67% False False 21,532
100 5,948.5 5,070.5 878.0 15.3% 32.0 0.6% 75% False False 17,230
120 5,948.5 5,070.5 878.0 15.3% 28.5 0.5% 75% False False 14,366
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 7 trading days
Fibonacci Retracements and Extensions
4.250 5,939.0
2.618 5,866.5
1.618 5,822.0
1.000 5,794.5
0.618 5,777.5
HIGH 5,750.0
0.618 5,733.0
0.500 5,728.0
0.382 5,722.5
LOW 5,705.5
0.618 5,678.0
1.000 5,661.0
1.618 5,633.5
2.618 5,589.0
4.250 5,516.5
Fisher Pivots for day following 30-Mar-2012
Pivot 1 day 3 day
R1 5,728.0 5,756.0
PP 5,727.5 5,746.0
S1 5,727.0 5,736.5

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

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