FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 26-Apr-2012
Day Change Summary
Previous Current
25-Apr-2012 26-Apr-2012 Change Change % Previous Week
Open 5,672.5 5,691.5 19.0 0.3% 5,590.5
High 5,709.0 5,737.0 28.0 0.5% 5,750.0
Low 5,657.0 5,655.0 -2.0 0.0% 5,575.5
Close 5,691.5 5,730.5 39.0 0.7% 5,719.0
Range 52.0 82.0 30.0 57.7% 174.5
ATR 85.6 85.3 -0.3 -0.3% 0.0
Volume 84,039 92,197 8,158 9.7% 531,562
Daily Pivots for day following 26-Apr-2012
Classic Woodie Camarilla DeMark
R4 5,953.5 5,924.0 5,775.5
R3 5,871.5 5,842.0 5,753.0
R2 5,789.5 5,789.5 5,745.5
R1 5,760.0 5,760.0 5,738.0 5,775.0
PP 5,707.5 5,707.5 5,707.5 5,715.0
S1 5,678.0 5,678.0 5,723.0 5,693.0
S2 5,625.5 5,625.5 5,715.5
S3 5,543.5 5,596.0 5,708.0
S4 5,461.5 5,514.0 5,685.5
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 5,737.5 5,593.0 144.5 2.5% 75.5 1.3% 95% False False 95,188
10 5,750.0 5,575.5 174.5 3.0% 82.0 1.4% 89% False False 100,342
20 5,860.0 5,490.0 370.0 6.5% 96.0 1.7% 65% False False 114,050
40 5,948.5 5,490.0 458.5 8.0% 81.5 1.4% 52% False False 90,957
60 5,948.5 5,490.0 458.5 8.0% 67.0 1.2% 52% False False 60,659
80 5,948.5 5,490.0 458.5 8.0% 56.5 1.0% 52% False False 45,501
100 5,948.5 5,277.5 671.0 11.7% 47.5 0.8% 68% False False 36,419
120 5,948.5 5,070.5 878.0 15.3% 40.5 0.7% 75% False False 30,353
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,085.5
2.618 5,951.5
1.618 5,869.5
1.000 5,819.0
0.618 5,787.5
HIGH 5,737.0
0.618 5,705.5
0.500 5,696.0
0.382 5,686.5
LOW 5,655.0
0.618 5,604.5
1.000 5,573.0
1.618 5,522.5
2.618 5,440.5
4.250 5,306.5
Fisher Pivots for day following 26-Apr-2012
Pivot 1 day 3 day
R1 5,719.0 5,712.0
PP 5,707.5 5,694.0
S1 5,696.0 5,676.0

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

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