FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 05-Apr-2012
Day Change Summary
Previous Current
04-Apr-2012 05-Apr-2012 Change Change % Previous Week
Open 5,788.5 5,652.5 -136.0 -2.3% 5,851.0
High 5,788.5 5,684.5 -104.0 -1.8% 5,894.5
Low 5,636.0 5,613.5 -22.5 -0.4% 5,679.0
Close 5,663.5 5,669.0 5.5 0.1% 5,726.5
Range 152.5 71.0 -81.5 -53.4% 215.5
ATR 79.3 78.7 -0.6 -0.7% 0.0
Volume 161,973 111,910 -50,063 -30.9% 542,576
Daily Pivots for day following 05-Apr-2012
Classic Woodie Camarilla DeMark
R4 5,868.5 5,840.0 5,708.0
R3 5,797.5 5,769.0 5,688.5
R2 5,726.5 5,726.5 5,682.0
R1 5,698.0 5,698.0 5,675.5 5,712.0
PP 5,655.5 5,655.5 5,655.5 5,663.0
S1 5,627.0 5,627.0 5,662.5 5,641.0
S2 5,584.5 5,584.5 5,656.0
S3 5,513.5 5,556.0 5,649.5
S4 5,442.5 5,485.0 5,630.0
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 5,860.0 5,613.5 246.5 4.3% 103.5 1.8% 23% False True 125,044
10 5,894.5 5,613.5 281.0 5.0% 93.5 1.6% 20% False True 115,530
20 5,948.5 5,613.5 335.0 5.9% 77.0 1.4% 17% False True 110,190
40 5,948.5 5,613.5 335.0 5.9% 62.5 1.1% 17% False True 55,741
60 5,948.5 5,523.5 425.0 7.5% 54.0 1.0% 34% False False 37,167
80 5,948.5 5,277.5 671.0 11.8% 43.0 0.8% 58% False False 27,886
100 5,948.5 5,070.5 878.0 15.5% 36.5 0.6% 68% False False 22,322
120 5,948.5 5,070.5 878.0 15.5% 32.5 0.6% 68% False False 18,610
Crabel Price Patterns
NR True
NR4 True
NR5 False
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 18.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,986.0
2.618 5,870.5
1.618 5,799.5
1.000 5,755.5
0.618 5,728.5
HIGH 5,684.5
0.618 5,657.5
0.500 5,649.0
0.382 5,640.5
LOW 5,613.5
0.618 5,569.5
1.000 5,542.5
1.618 5,498.5
2.618 5,427.5
4.250 5,312.0
Fisher Pivots for day following 05-Apr-2012
Pivot 1 day 3 day
R1 5,662.5 5,731.0
PP 5,655.5 5,710.5
S1 5,649.0 5,690.0

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

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