FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 16-May-2012
Day Change Summary
Previous Current
15-May-2012 16-May-2012 Change Change % Previous Week
Open 5,431.5 5,391.0 -40.5 -0.7% 5,631.0
High 5,487.0 5,434.0 -53.0 -1.0% 5,635.5
Low 5,379.5 5,338.0 -41.5 -0.8% 5,442.5
Close 5,382.0 5,364.5 -17.5 -0.3% 5,510.5
Range 107.5 96.0 -11.5 -10.7% 193.0
ATR 92.5 92.7 0.3 0.3% 0.0
Volume 136,280 151,007 14,727 10.8% 526,840
Daily Pivots for day following 16-May-2012
Classic Woodie Camarilla DeMark
R4 5,667.0 5,611.5 5,417.5
R3 5,571.0 5,515.5 5,391.0
R2 5,475.0 5,475.0 5,382.0
R1 5,419.5 5,419.5 5,373.5 5,399.0
PP 5,379.0 5,379.0 5,379.0 5,368.5
S1 5,323.5 5,323.5 5,355.5 5,303.0
S2 5,283.0 5,283.0 5,347.0
S3 5,187.0 5,227.5 5,338.0
S4 5,091.0 5,131.5 5,311.5
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 5,338.0 228.0 4.3% 95.5 1.8% 12% False True 129,145
10 5,786.5 5,338.0 448.5 8.4% 100.0 1.9% 6% False True 128,885
20 5,786.5 5,338.0 448.5 8.4% 88.0 1.6% 6% False True 110,641
40 5,929.5 5,338.0 591.5 11.0% 91.0 1.7% 4% False True 111,366
60 5,948.5 5,338.0 610.5 11.4% 79.0 1.5% 4% False True 85,866
80 5,948.5 5,338.0 610.5 11.4% 69.5 1.3% 4% False True 64,409
100 5,948.5 5,286.5 662.0 12.3% 58.5 1.1% 12% False False 51,530
120 5,948.5 5,070.5 878.0 16.4% 50.5 0.9% 33% False False 42,957
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 24.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,842.0
2.618 5,685.5
1.618 5,589.5
1.000 5,530.0
0.618 5,493.5
HIGH 5,434.0
0.618 5,397.5
0.500 5,386.0
0.382 5,374.5
LOW 5,338.0
0.618 5,278.5
1.000 5,242.0
1.618 5,182.5
2.618 5,086.5
4.250 4,930.0
Fisher Pivots for day following 16-May-2012
Pivot 1 day 3 day
R1 5,386.0 5,431.0
PP 5,379.0 5,409.0
S1 5,371.5 5,386.5

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

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