FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 23-May-2012
Day Change Summary
Previous Current
22-May-2012 23-May-2012 Change Change % Previous Week
Open 5,330.5 5,338.5 8.0 0.2% 5,499.0
High 5,393.5 5,350.0 -43.5 -0.8% 5,524.0
Low 5,312.0 5,232.5 -79.5 -1.5% 5,211.5
Close 5,350.0 5,315.5 -34.5 -0.6% 5,215.5
Range 81.5 117.5 36.0 44.2% 312.5
ATR 95.4 97.0 1.6 1.7% 0.0
Volume 114,028 138,859 24,831 21.8% 707,355
Daily Pivots for day following 23-May-2012
Classic Woodie Camarilla DeMark
R4 5,652.0 5,601.0 5,380.0
R3 5,534.5 5,483.5 5,348.0
R2 5,417.0 5,417.0 5,337.0
R1 5,366.0 5,366.0 5,326.5 5,333.0
PP 5,299.5 5,299.5 5,299.5 5,282.5
S1 5,248.5 5,248.5 5,304.5 5,215.0
S2 5,182.0 5,182.0 5,294.0
S3 5,064.5 5,131.0 5,283.0
S4 4,947.0 5,013.5 5,251.0
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 5,405.5 5,211.5 194.0 3.6% 105.0 2.0% 54% False False 131,946
10 5,566.0 5,211.5 354.5 6.7% 100.5 1.9% 29% False False 130,546
20 5,786.5 5,211.5 575.0 10.8% 95.0 1.8% 18% False False 117,443
40 5,894.5 5,211.5 683.0 12.8% 96.0 1.8% 15% False False 115,860
60 5,948.5 5,211.5 737.0 13.9% 85.0 1.6% 14% False False 96,850
80 5,948.5 5,211.5 737.0 13.9% 73.0 1.4% 14% False False 72,653
100 5,948.5 5,211.5 737.0 13.9% 63.0 1.2% 14% False False 58,127
120 5,948.5 5,211.5 737.0 13.9% 54.5 1.0% 14% False False 48,455
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 24.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,849.5
2.618 5,657.5
1.618 5,540.0
1.000 5,467.5
0.618 5,422.5
HIGH 5,350.0
0.618 5,305.0
0.500 5,291.0
0.382 5,277.5
LOW 5,232.5
0.618 5,160.0
1.000 5,115.0
1.618 5,042.5
2.618 4,925.0
4.250 4,733.0
Fisher Pivots for day following 23-May-2012
Pivot 1 day 3 day
R1 5,307.5 5,313.0
PP 5,299.5 5,311.0
S1 5,291.0 5,309.0

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

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