FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 01-May-2012
Day Change Summary
Previous Current
30-Apr-2012 01-May-2012 Change Change % Previous Week
Open 5,742.0 5,716.0 -26.0 -0.5% 5,713.0
High 5,760.5 5,785.0 24.5 0.4% 5,754.5
Low 5,689.0 5,699.0 10.0 0.2% 5,593.0
Close 5,718.0 5,769.0 51.0 0.9% 5,746.5
Range 71.5 86.0 14.5 20.3% 161.5
ATR 84.2 84.4 0.1 0.2% 0.0
Volume 94,410 33,323 -61,087 -64.7% 459,894
Daily Pivots for day following 01-May-2012
Classic Woodie Camarilla DeMark
R4 6,009.0 5,975.0 5,816.5
R3 5,923.0 5,889.0 5,792.5
R2 5,837.0 5,837.0 5,785.0
R1 5,803.0 5,803.0 5,777.0 5,820.0
PP 5,751.0 5,751.0 5,751.0 5,759.5
S1 5,717.0 5,717.0 5,761.0 5,734.0
S2 5,665.0 5,665.0 5,753.0
S3 5,579.0 5,631.0 5,745.5
S4 5,493.0 5,545.0 5,721.5
Weekly Pivots for week ending 27-Apr-2012
Classic Woodie Camarilla DeMark
R4 6,182.5 6,126.0 5,835.5
R3 6,021.0 5,964.5 5,791.0
R2 5,859.5 5,859.5 5,776.0
R1 5,803.0 5,803.0 5,761.5 5,831.0
PP 5,698.0 5,698.0 5,698.0 5,712.0
S1 5,641.5 5,641.5 5,731.5 5,670.0
S2 5,536.5 5,536.5 5,717.0
S3 5,375.0 5,480.0 5,702.0
S4 5,213.5 5,318.5 5,657.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,785.0 5,655.0 130.0 2.3% 75.0 1.3% 88% True False 80,058
10 5,785.0 5,593.0 192.0 3.3% 76.0 1.3% 92% True False 92,397
20 5,860.0 5,490.0 370.0 6.4% 96.5 1.7% 75% False False 107,163
40 5,948.5 5,490.0 458.5 7.9% 83.0 1.4% 61% False False 96,434
60 5,948.5 5,490.0 458.5 7.9% 68.0 1.2% 61% False False 64,393
80 5,948.5 5,490.0 458.5 7.9% 59.5 1.0% 61% False False 48,301
100 5,948.5 5,277.5 671.0 11.6% 49.5 0.9% 73% False False 38,658
120 5,948.5 5,070.5 878.0 15.2% 42.5 0.7% 80% False False 32,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.3
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,150.5
2.618 6,010.0
1.618 5,924.0
1.000 5,871.0
0.618 5,838.0
HIGH 5,785.0
0.618 5,752.0
0.500 5,742.0
0.382 5,732.0
LOW 5,699.0
0.618 5,646.0
1.000 5,613.0
1.618 5,560.0
2.618 5,474.0
4.250 5,333.5
Fisher Pivots for day following 01-May-2012
Pivot 1 day 3 day
R1 5,760.0 5,755.5
PP 5,751.0 5,741.5
S1 5,742.0 5,728.0

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

View Archives - Comment on this page... - Back to Index of Symbols