FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 25-May-2012
Day Change Summary
Previous Current
24-May-2012 25-May-2012 Change Change % Previous Week
Open 5,283.0 5,339.5 56.5 1.1% 5,225.0
High 5,356.5 5,369.5 13.0 0.2% 5,393.5
Low 5,250.5 5,295.0 44.5 0.8% 5,224.0
Close 5,333.5 5,319.0 -14.5 -0.3% 5,319.0
Range 106.0 74.5 -31.5 -29.7% 169.5
ATR 97.6 96.0 -1.7 -1.7% 0.0
Volume 125,532 111,092 -14,440 -11.5% 605,094
Daily Pivots for day following 25-May-2012
Classic Woodie Camarilla DeMark
R4 5,551.5 5,509.5 5,360.0
R3 5,477.0 5,435.0 5,339.5
R2 5,402.5 5,402.5 5,332.5
R1 5,360.5 5,360.5 5,326.0 5,344.0
PP 5,328.0 5,328.0 5,328.0 5,319.5
S1 5,286.0 5,286.0 5,312.0 5,270.0
S2 5,253.5 5,253.5 5,305.5
S3 5,179.0 5,211.5 5,298.5
S4 5,104.5 5,137.0 5,278.0
Weekly Pivots for week ending 25-May-2012
Classic Woodie Camarilla DeMark
R4 5,820.5 5,739.5 5,412.0
R3 5,651.0 5,570.0 5,365.5
R2 5,481.5 5,481.5 5,350.0
R1 5,400.5 5,400.5 5,334.5 5,441.0
PP 5,312.0 5,312.0 5,312.0 5,332.5
S1 5,231.0 5,231.0 5,303.5 5,271.5
S2 5,142.5 5,142.5 5,288.0
S3 4,973.0 5,061.5 5,272.5
S4 4,803.5 4,892.0 5,226.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,393.5 5,224.0 169.5 3.2% 98.0 1.8% 56% False False 121,018
10 5,524.0 5,211.5 312.5 5.9% 102.0 1.9% 34% False False 131,244
20 5,786.5 5,211.5 575.0 10.8% 97.5 1.8% 19% False False 120,463
40 5,860.0 5,211.5 648.5 12.2% 96.5 1.8% 17% False False 117,256
60 5,948.5 5,211.5 737.0 13.9% 86.5 1.6% 15% False False 100,792
80 5,948.5 5,211.5 737.0 13.9% 74.5 1.4% 15% False False 75,610
100 5,948.5 5,211.5 737.0 13.9% 64.5 1.2% 15% False False 60,493
120 5,948.5 5,211.5 737.0 13.9% 56.0 1.1% 15% False False 50,427
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 25.0
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5,686.0
2.618 5,564.5
1.618 5,490.0
1.000 5,444.0
0.618 5,415.5
HIGH 5,369.5
0.618 5,341.0
0.500 5,332.0
0.382 5,323.5
LOW 5,295.0
0.618 5,249.0
1.000 5,220.5
1.618 5,174.5
2.618 5,100.0
4.250 4,978.5
Fisher Pivots for day following 25-May-2012
Pivot 1 day 3 day
R1 5,332.0 5,313.0
PP 5,328.0 5,307.0
S1 5,323.5 5,301.0

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

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