FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 15-May-2012
Day Change Summary
Previous Current
14-May-2012 15-May-2012 Change Change % Previous Week
Open 5,499.0 5,431.5 -67.5 -1.2% 5,631.0
High 5,524.0 5,487.0 -37.0 -0.7% 5,635.5
Low 5,415.0 5,379.5 -35.5 -0.7% 5,442.5
Close 5,421.0 5,382.0 -39.0 -0.7% 5,510.5
Range 109.0 107.5 -1.5 -1.4% 193.0
ATR 91.3 92.5 1.2 1.3% 0.0
Volume 128,804 136,280 7,476 5.8% 526,840
Daily Pivots for day following 15-May-2012
Classic Woodie Camarilla DeMark
R4 5,738.5 5,668.0 5,441.0
R3 5,631.0 5,560.5 5,411.5
R2 5,523.5 5,523.5 5,401.5
R1 5,453.0 5,453.0 5,392.0 5,434.5
PP 5,416.0 5,416.0 5,416.0 5,407.0
S1 5,345.5 5,345.5 5,372.0 5,327.0
S2 5,308.5 5,308.5 5,362.5
S3 5,201.0 5,238.0 5,352.5
S4 5,093.5 5,130.5 5,323.0
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 5,566.0 5,379.5 186.5 3.5% 100.5 1.9% 1% False True 130,243
10 5,786.5 5,379.5 407.0 7.6% 99.0 1.8% 1% False True 117,116
20 5,786.5 5,379.5 407.0 7.6% 89.5 1.7% 1% False True 107,719
40 5,929.5 5,379.5 550.0 10.2% 89.5 1.7% 0% False True 110,371
60 5,948.5 5,379.5 569.0 10.6% 77.5 1.4% 0% False True 83,350
80 5,948.5 5,379.5 569.0 10.6% 68.5 1.3% 0% False True 62,521
100 5,948.5 5,277.5 671.0 12.5% 58.0 1.1% 16% False False 50,020
120 5,948.5 5,070.5 878.0 16.3% 50.0 0.9% 35% False False 41,699
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 21.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,944.0
2.618 5,768.5
1.618 5,661.0
1.000 5,594.5
0.618 5,553.5
HIGH 5,487.0
0.618 5,446.0
0.500 5,433.0
0.382 5,420.5
LOW 5,379.5
0.618 5,313.0
1.000 5,272.0
1.618 5,205.5
2.618 5,098.0
4.250 4,922.5
Fisher Pivots for day following 15-May-2012
Pivot 1 day 3 day
R1 5,433.0 5,473.0
PP 5,416.0 5,442.5
S1 5,399.0 5,412.0

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

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