FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 14-May-2012
Day Change Summary
Previous Current
11-May-2012 14-May-2012 Change Change % Previous Week
Open 5,502.5 5,499.0 -3.5 -0.1% 5,631.0
High 5,566.0 5,524.0 -42.0 -0.8% 5,635.5
Low 5,477.0 5,415.0 -62.0 -1.1% 5,442.5
Close 5,510.5 5,421.0 -89.5 -1.6% 5,510.5
Range 89.0 109.0 20.0 22.5% 193.0
ATR 89.9 91.3 1.4 1.5% 0.0
Volume 111,860 128,804 16,944 15.1% 526,840
Daily Pivots for day following 14-May-2012
Classic Woodie Camarilla DeMark
R4 5,780.5 5,709.5 5,481.0
R3 5,671.5 5,600.5 5,451.0
R2 5,562.5 5,562.5 5,441.0
R1 5,491.5 5,491.5 5,431.0 5,472.5
PP 5,453.5 5,453.5 5,453.5 5,444.0
S1 5,382.5 5,382.5 5,411.0 5,363.5
S2 5,344.5 5,344.5 5,401.0
S3 5,235.5 5,273.5 5,391.0
S4 5,126.5 5,164.5 5,361.0
Weekly Pivots for week ending 11-May-2012
Classic Woodie Camarilla DeMark
R4 6,108.5 6,002.5 5,616.5
R3 5,915.5 5,809.5 5,563.5
R2 5,722.5 5,722.5 5,546.0
R1 5,616.5 5,616.5 5,528.0 5,573.0
PP 5,529.5 5,529.5 5,529.5 5,508.0
S1 5,423.5 5,423.5 5,493.0 5,380.0
S2 5,336.5 5,336.5 5,475.0
S3 5,143.5 5,230.5 5,457.5
S4 4,950.5 5,037.5 5,404.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,635.5 5,415.0 220.5 4.1% 103.5 1.9% 3% False True 131,128
10 5,786.5 5,415.0 371.5 6.9% 95.0 1.8% 2% False True 112,929
20 5,786.5 5,415.0 371.5 6.9% 88.0 1.6% 2% False True 106,037
40 5,929.5 5,415.0 514.5 9.5% 88.0 1.6% 1% False True 109,981
60 5,948.5 5,415.0 533.5 9.8% 76.5 1.4% 1% False True 81,080
80 5,948.5 5,415.0 533.5 9.8% 67.5 1.2% 1% False True 60,818
100 5,948.5 5,277.5 671.0 12.4% 56.5 1.0% 21% False False 48,658
120 5,948.5 5,070.5 878.0 16.2% 49.0 0.9% 40% False False 40,564
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,987.0
2.618 5,809.5
1.618 5,700.5
1.000 5,633.0
0.618 5,591.5
HIGH 5,524.0
0.618 5,482.5
0.500 5,469.5
0.382 5,456.5
LOW 5,415.0
0.618 5,347.5
1.000 5,306.0
1.618 5,238.5
2.618 5,129.5
4.250 4,952.0
Fisher Pivots for day following 14-May-2012
Pivot 1 day 3 day
R1 5,469.5 5,490.5
PP 5,453.5 5,467.5
S1 5,437.0 5,444.0

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

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