FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 28-May-2012
Day Change Summary
Previous Current
25-May-2012 28-May-2012 Change Change % Previous Week
Open 5,339.5 5,348.0 8.5 0.2% 5,225.0
High 5,369.5 5,399.0 29.5 0.5% 5,393.5
Low 5,295.0 5,323.5 28.5 0.5% 5,224.0
Close 5,319.0 5,348.5 29.5 0.6% 5,319.0
Range 74.5 75.5 1.0 1.3% 169.5
ATR 96.0 94.8 -1.1 -1.2% 0.0
Volume 111,092 61,346 -49,746 -44.8% 605,094
Daily Pivots for day following 28-May-2012
Classic Woodie Camarilla DeMark
R4 5,583.5 5,541.5 5,390.0
R3 5,508.0 5,466.0 5,369.5
R2 5,432.5 5,432.5 5,362.5
R1 5,390.5 5,390.5 5,355.5 5,411.5
PP 5,357.0 5,357.0 5,357.0 5,367.5
S1 5,315.0 5,315.0 5,341.5 5,336.0
S2 5,281.5 5,281.5 5,334.5
S3 5,206.0 5,239.5 5,327.5
S4 5,130.5 5,164.0 5,307.0
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 5,399.0 5,232.5 166.5 3.1% 91.0 1.7% 70% True False 110,171
10 5,487.0 5,211.5 275.5 5.2% 98.5 1.8% 50% False False 124,499
20 5,786.5 5,211.5 575.0 10.8% 97.0 1.8% 24% False False 118,714
40 5,860.0 5,211.5 648.5 12.1% 96.0 1.8% 21% False False 116,022
60 5,948.5 5,211.5 737.0 13.8% 86.5 1.6% 19% False False 101,809
80 5,948.5 5,211.5 737.0 13.8% 75.0 1.4% 19% False False 76,377
100 5,948.5 5,211.5 737.0 13.8% 65.5 1.2% 19% False False 61,106
120 5,948.5 5,211.5 737.0 13.8% 56.5 1.1% 19% False False 50,938
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 24.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,720.0
2.618 5,596.5
1.618 5,521.0
1.000 5,474.5
0.618 5,445.5
HIGH 5,399.0
0.618 5,370.0
0.500 5,361.0
0.382 5,352.5
LOW 5,323.5
0.618 5,277.0
1.000 5,248.0
1.618 5,201.5
2.618 5,126.0
4.250 5,002.5
Fisher Pivots for day following 28-May-2012
Pivot 1 day 3 day
R1 5,361.0 5,340.5
PP 5,357.0 5,332.5
S1 5,353.0 5,325.0

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

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