FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 17-May-2012
Day Change Summary
Previous Current
16-May-2012 17-May-2012 Change Change % Previous Week
Open 5,391.0 5,381.5 -9.5 -0.2% 5,631.0
High 5,434.0 5,405.5 -28.5 -0.5% 5,635.5
Low 5,338.0 5,278.0 -60.0 -1.1% 5,442.5
Close 5,364.5 5,278.0 -86.5 -1.6% 5,510.5
Range 96.0 127.5 31.5 32.8% 193.0
ATR 92.7 95.2 2.5 2.7% 0.0
Volume 151,007 142,615 -8,392 -5.6% 526,840
Daily Pivots for day following 17-May-2012
Classic Woodie Camarilla DeMark
R4 5,703.0 5,618.0 5,348.0
R3 5,575.5 5,490.5 5,313.0
R2 5,448.0 5,448.0 5,301.5
R1 5,363.0 5,363.0 5,289.5 5,342.0
PP 5,320.5 5,320.5 5,320.5 5,310.0
S1 5,235.5 5,235.5 5,266.5 5,214.0
S2 5,193.0 5,193.0 5,254.5
S3 5,065.5 5,108.0 5,243.0
S4 4,938.0 4,980.5 5,208.0
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 5,278.0 288.0 5.5% 106.0 2.0% 0% False True 134,113
10 5,768.0 5,278.0 490.0 9.3% 104.0 2.0% 0% False True 131,469
20 5,786.5 5,278.0 508.5 9.6% 91.5 1.7% 0% False True 113,157
40 5,907.0 5,278.0 629.0 11.9% 93.0 1.8% 0% False True 113,007
60 5,948.5 5,278.0 670.5 12.7% 80.5 1.5% 0% False True 88,243
80 5,948.5 5,278.0 670.5 12.7% 71.5 1.4% 0% False True 66,192
100 5,948.5 5,278.0 670.5 12.7% 59.0 1.1% 0% False True 52,956
120 5,948.5 5,070.5 878.0 16.6% 52.0 1.0% 24% False False 44,146
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.8
Widest range in 24 trading days
Fibonacci Retracements and Extensions
4.250 5,947.5
2.618 5,739.5
1.618 5,612.0
1.000 5,533.0
0.618 5,484.5
HIGH 5,405.5
0.618 5,357.0
0.500 5,342.0
0.382 5,326.5
LOW 5,278.0
0.618 5,199.0
1.000 5,150.5
1.618 5,071.5
2.618 4,944.0
4.250 4,736.0
Fisher Pivots for day following 17-May-2012
Pivot 1 day 3 day
R1 5,342.0 5,382.5
PP 5,320.5 5,347.5
S1 5,299.0 5,313.0

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

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