FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 24-Apr-2012
Day Change Summary
Previous Current
23-Apr-2012 24-Apr-2012 Change Change % Previous Week
Open 5,713.0 5,635.0 -78.0 -1.4% 5,590.5
High 5,718.5 5,673.5 -45.0 -0.8% 5,750.0
Low 5,593.0 5,614.5 21.5 0.4% 5,575.5
Close 5,634.0 5,657.0 23.0 0.4% 5,719.0
Range 125.5 59.0 -66.5 -53.0% 174.5
ATR 90.4 88.2 -2.2 -2.5% 0.0
Volume 109,890 77,444 -32,446 -29.5% 531,562
Daily Pivots for day following 24-Apr-2012
Classic Woodie Camarilla DeMark
R4 5,825.5 5,800.0 5,689.5
R3 5,766.5 5,741.0 5,673.0
R2 5,707.5 5,707.5 5,668.0
R1 5,682.0 5,682.0 5,662.5 5,695.0
PP 5,648.5 5,648.5 5,648.5 5,654.5
S1 5,623.0 5,623.0 5,651.5 5,636.0
S2 5,589.5 5,589.5 5,646.0
S3 5,530.5 5,564.0 5,641.0
S4 5,471.5 5,505.0 5,624.5
Weekly Pivots for week ending 20-Apr-2012
Classic Woodie Camarilla DeMark
R4 6,205.0 6,136.5 5,815.0
R3 6,030.5 5,962.0 5,767.0
R2 5,856.0 5,856.0 5,751.0
R1 5,787.5 5,787.5 5,735.0 5,822.0
PP 5,681.5 5,681.5 5,681.5 5,698.5
S1 5,613.0 5,613.0 5,703.0 5,647.0
S2 5,507.0 5,507.0 5,687.0
S3 5,332.5 5,438.5 5,671.0
S4 5,158.0 5,264.0 5,623.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,750.0 5,593.0 157.0 2.8% 77.0 1.4% 41% False False 104,735
10 5,750.0 5,493.5 256.5 4.5% 93.0 1.6% 64% False False 110,058
20 5,894.5 5,490.0 404.5 7.2% 97.0 1.7% 41% False False 114,277
40 5,948.5 5,490.0 458.5 8.1% 80.0 1.4% 36% False False 86,554
60 5,948.5 5,490.0 458.5 8.1% 66.0 1.2% 36% False False 57,722
80 5,948.5 5,490.0 458.5 8.1% 54.5 1.0% 36% False False 43,298
100 5,948.5 5,277.5 671.0 11.9% 46.5 0.8% 57% False False 34,657
120 5,948.5 5,070.5 878.0 15.5% 40.0 0.7% 67% False False 28,885
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,924.0
2.618 5,828.0
1.618 5,769.0
1.000 5,732.5
0.618 5,710.0
HIGH 5,673.5
0.618 5,651.0
0.500 5,644.0
0.382 5,637.0
LOW 5,614.5
0.618 5,578.0
1.000 5,555.5
1.618 5,519.0
2.618 5,460.0
4.250 5,364.0
Fisher Pivots for day following 24-Apr-2012
Pivot 1 day 3 day
R1 5,652.5 5,665.0
PP 5,648.5 5,662.5
S1 5,644.0 5,660.0

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

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