FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 21-May-2012
Day Change Summary
Previous Current
18-May-2012 21-May-2012 Change Change % Previous Week
Open 5,288.0 5,225.0 -63.0 -1.2% 5,499.0
High 5,300.0 5,335.0 35.0 0.7% 5,524.0
Low 5,211.5 5,224.0 12.5 0.2% 5,211.5
Close 5,215.5 5,333.5 118.0 2.3% 5,215.5
Range 88.5 111.0 22.5 25.4% 312.5
ATR 94.7 96.5 1.8 1.9% 0.0
Volume 148,649 115,583 -33,066 -22.2% 707,355
Daily Pivots for day following 21-May-2012
Classic Woodie Camarilla DeMark
R4 5,630.5 5,593.0 5,394.5
R3 5,519.5 5,482.0 5,364.0
R2 5,408.5 5,408.5 5,354.0
R1 5,371.0 5,371.0 5,343.5 5,390.0
PP 5,297.5 5,297.5 5,297.5 5,307.0
S1 5,260.0 5,260.0 5,323.5 5,279.0
S2 5,186.5 5,186.5 5,313.0
S3 5,075.5 5,149.0 5,303.0
S4 4,964.5 5,038.0 5,272.5
Weekly Pivots for week ending 18-May-2012
Classic Woodie Camarilla DeMark
R4 6,254.5 6,047.5 5,387.5
R3 5,942.0 5,735.0 5,301.5
R2 5,629.5 5,629.5 5,273.0
R1 5,422.5 5,422.5 5,244.0 5,370.0
PP 5,317.0 5,317.0 5,317.0 5,290.5
S1 5,110.0 5,110.0 5,187.0 5,057.0
S2 5,004.5 5,004.5 5,158.0
S3 4,692.0 4,797.5 5,129.5
S4 4,379.5 4,485.0 5,043.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,487.0 5,211.5 275.5 5.2% 106.0 2.0% 44% False False 138,826
10 5,635.5 5,211.5 424.0 7.9% 105.0 2.0% 29% False False 134,977
20 5,786.5 5,211.5 575.0 10.8% 94.0 1.8% 21% False False 114,166
40 5,894.5 5,211.5 683.0 12.8% 95.0 1.8% 18% False False 114,808
60 5,948.5 5,211.5 737.0 13.8% 83.0 1.6% 17% False False 92,639
80 5,948.5 5,211.5 737.0 13.8% 72.0 1.4% 17% False False 69,493
100 5,948.5 5,211.5 737.0 13.8% 61.0 1.1% 17% False False 55,598
120 5,948.5 5,162.5 786.0 14.7% 53.5 1.0% 22% False False 46,348
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 21.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,807.0
2.618 5,625.5
1.618 5,514.5
1.000 5,446.0
0.618 5,403.5
HIGH 5,335.0
0.618 5,292.5
0.500 5,279.5
0.382 5,266.5
LOW 5,224.0
0.618 5,155.5
1.000 5,113.0
1.618 5,044.5
2.618 4,933.5
4.250 4,752.0
Fisher Pivots for day following 21-May-2012
Pivot 1 day 3 day
R1 5,315.5 5,325.0
PP 5,297.5 5,317.0
S1 5,279.5 5,308.5

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

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