FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 09-May-2012
Day Change Summary
Previous Current
08-May-2012 09-May-2012 Change Change % Previous Week
Open 5,631.0 5,564.0 -67.0 -1.2% 5,742.0
High 5,635.5 5,564.0 -71.5 -1.3% 5,786.5
Low 5,513.5 5,442.5 -71.0 -1.3% 5,603.0
Close 5,562.5 5,506.0 -56.5 -1.0% 5,616.5
Range 122.0 121.5 -0.5 -0.4% 183.5
ATR 88.7 91.0 2.3 2.6% 0.0
Volume 140,705 156,498 15,793 11.2% 473,652
Daily Pivots for day following 09-May-2012
Classic Woodie Camarilla DeMark
R4 5,868.5 5,809.0 5,573.0
R3 5,747.0 5,687.5 5,539.5
R2 5,625.5 5,625.5 5,528.5
R1 5,566.0 5,566.0 5,517.0 5,535.0
PP 5,504.0 5,504.0 5,504.0 5,489.0
S1 5,444.5 5,444.5 5,495.0 5,413.5
S2 5,382.5 5,382.5 5,483.5
S3 5,261.0 5,323.0 5,472.5
S4 5,139.5 5,201.5 5,439.0
Weekly Pivots for week ending 04-May-2012
Classic Woodie Camarilla DeMark
R4 6,219.0 6,101.5 5,717.5
R3 6,035.5 5,918.0 5,667.0
R2 5,852.0 5,852.0 5,650.0
R1 5,734.5 5,734.5 5,633.5 5,701.5
PP 5,668.5 5,668.5 5,668.5 5,652.0
S1 5,551.0 5,551.0 5,599.5 5,518.0
S2 5,485.0 5,485.0 5,583.0
S3 5,301.5 5,367.5 5,566.0
S4 5,118.0 5,184.0 5,515.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,786.5 5,442.5 344.0 6.2% 104.0 1.9% 18% False True 128,624
10 5,786.5 5,442.5 344.0 6.2% 89.5 1.6% 18% False True 104,341
20 5,786.5 5,442.5 344.0 6.2% 91.0 1.7% 18% False True 107,200
40 5,948.5 5,442.5 506.0 9.2% 86.5 1.6% 13% False True 110,672
60 5,948.5 5,442.5 506.0 9.2% 74.0 1.3% 13% False True 75,111
80 5,948.5 5,442.5 506.0 9.2% 65.0 1.2% 13% False True 56,338
100 5,948.5 5,277.5 671.0 12.2% 54.5 1.0% 34% False False 45,074
120 5,948.5 5,070.5 878.0 15.9% 46.5 0.8% 50% False False 37,577
Crabel Price Patterns
NR True
NR4 False
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 19.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,080.5
2.618 5,882.0
1.618 5,760.5
1.000 5,685.5
0.618 5,639.0
HIGH 5,564.0
0.618 5,517.5
0.500 5,503.0
0.382 5,489.0
LOW 5,442.5
0.618 5,367.5
1.000 5,321.0
1.618 5,246.0
2.618 5,124.5
4.250 4,926.0
Fisher Pivots for day following 09-May-2012
Pivot 1 day 3 day
R1 5,505.0 5,585.5
PP 5,504.0 5,559.0
S1 5,503.0 5,532.5

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

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