FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 18-Apr-2012
Day Change Summary
Previous Current
17-Apr-2012 18-Apr-2012 Change Change % Previous Week
Open 5,623.0 5,720.0 97.0 1.7% 5,618.0
High 5,730.5 5,741.0 10.5 0.2% 5,682.5
Low 5,605.5 5,687.0 81.5 1.5% 5,490.0
Close 5,718.5 5,709.5 -9.0 -0.2% 5,595.0
Range 125.0 54.0 -71.0 -56.8% 192.5
ATR 92.8 90.0 -2.8 -3.0% 0.0
Volume 92,582 92,278 -304 -0.3% 514,699
Daily Pivots for day following 18-Apr-2012
Classic Woodie Camarilla DeMark
R4 5,874.5 5,846.0 5,739.0
R3 5,820.5 5,792.0 5,724.5
R2 5,766.5 5,766.5 5,719.5
R1 5,738.0 5,738.0 5,714.5 5,725.0
PP 5,712.5 5,712.5 5,712.5 5,706.0
S1 5,684.0 5,684.0 5,704.5 5,671.0
S2 5,658.5 5,658.5 5,699.5
S3 5,604.5 5,630.0 5,694.5
S4 5,550.5 5,576.0 5,680.0
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 6,166.5 6,073.5 5,701.0
R3 5,974.0 5,881.0 5,648.0
R2 5,781.5 5,781.5 5,630.5
R1 5,688.5 5,688.5 5,612.5 5,639.0
PP 5,589.0 5,589.0 5,589.0 5,564.5
S1 5,496.0 5,496.0 5,577.5 5,446.0
S2 5,396.5 5,396.5 5,559.5
S3 5,204.0 5,303.5 5,542.0
S4 5,011.5 5,111.0 5,489.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,741.0 5,553.0 188.0 3.3% 96.5 1.7% 83% True False 105,219
10 5,849.0 5,490.0 359.0 6.3% 106.0 1.9% 61% False False 117,589
20 5,907.0 5,490.0 417.0 7.3% 94.0 1.6% 53% False False 112,857
40 5,948.5 5,490.0 458.5 8.0% 75.0 1.3% 48% False False 75,785
60 5,948.5 5,490.0 458.5 8.0% 64.5 1.1% 48% False False 50,536
80 5,948.5 5,371.5 577.0 10.1% 51.0 0.9% 59% False False 37,906
100 5,948.5 5,070.5 878.0 15.4% 44.0 0.8% 73% False False 30,344
120 5,948.5 5,070.5 878.0 15.4% 38.0 0.7% 73% False False 25,291
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 15.6
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 5,970.5
2.618 5,882.5
1.618 5,828.5
1.000 5,795.0
0.618 5,774.5
HIGH 5,741.0
0.618 5,720.5
0.500 5,714.0
0.382 5,707.5
LOW 5,687.0
0.618 5,653.5
1.000 5,633.0
1.618 5,599.5
2.618 5,545.5
4.250 5,457.5
Fisher Pivots for day following 18-Apr-2012
Pivot 1 day 3 day
R1 5,714.0 5,692.5
PP 5,712.5 5,675.5
S1 5,711.0 5,658.0

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

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