FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 10-May-2012
Day Change Summary
Previous Current
09-May-2012 10-May-2012 Change Change % Previous Week
Open 5,564.0 5,500.0 -64.0 -1.2% 5,742.0
High 5,564.0 5,546.0 -18.0 -0.3% 5,786.5
Low 5,442.5 5,469.5 27.0 0.5% 5,603.0
Close 5,506.0 5,523.0 17.0 0.3% 5,616.5
Range 121.5 76.5 -45.0 -37.0% 183.5
ATR 91.0 90.0 -1.0 -1.1% 0.0
Volume 156,498 117,777 -38,721 -24.7% 473,652
Daily Pivots for day following 10-May-2012
Classic Woodie Camarilla DeMark
R4 5,742.5 5,709.0 5,565.0
R3 5,666.0 5,632.5 5,544.0
R2 5,589.5 5,589.5 5,537.0
R1 5,556.0 5,556.0 5,530.0 5,573.0
PP 5,513.0 5,513.0 5,513.0 5,521.0
S1 5,479.5 5,479.5 5,516.0 5,496.0
S2 5,436.5 5,436.5 5,509.0
S3 5,360.0 5,403.0 5,502.0
S4 5,283.5 5,326.5 5,481.0
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 5,768.0 5,442.5 325.5 5.9% 102.0 1.9% 25% False False 128,824
10 5,786.5 5,442.5 344.0 6.2% 92.0 1.7% 23% False False 107,715
20 5,786.5 5,442.5 344.0 6.2% 89.5 1.6% 23% False False 105,934
40 5,948.5 5,442.5 506.0 9.2% 87.0 1.6% 16% False False 112,266
60 5,948.5 5,442.5 506.0 9.2% 75.0 1.4% 16% False False 77,073
80 5,948.5 5,442.5 506.0 9.2% 65.5 1.2% 16% False False 57,810
100 5,948.5 5,277.5 671.0 12.1% 55.0 1.0% 37% False False 46,251
120 5,948.5 5,070.5 878.0 15.9% 47.5 0.9% 52% False False 38,558
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,871.0
2.618 5,746.5
1.618 5,670.0
1.000 5,622.5
0.618 5,593.5
HIGH 5,546.0
0.618 5,517.0
0.500 5,508.0
0.382 5,498.5
LOW 5,469.5
0.618 5,422.0
1.000 5,393.0
1.618 5,345.5
2.618 5,269.0
4.250 5,144.5
Fisher Pivots for day following 10-May-2012
Pivot 1 day 3 day
R1 5,518.0 5,539.0
PP 5,513.0 5,533.5
S1 5,508.0 5,528.5

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

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