FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 29-May-2012
Day Change Summary
Previous Current
28-May-2012 29-May-2012 Change Change % Previous Week
Open 5,348.0 5,328.5 -19.5 -0.4% 5,225.0
High 5,399.0 5,389.0 -10.0 -0.2% 5,393.5
Low 5,323.5 5,324.0 0.5 0.0% 5,224.0
Close 5,348.5 5,377.0 28.5 0.5% 5,319.0
Range 75.5 65.0 -10.5 -13.9% 169.5
ATR 94.8 92.7 -2.1 -2.2% 0.0
Volume 61,346 102,387 41,041 66.9% 605,094
Daily Pivots for day following 29-May-2012
Classic Woodie Camarilla DeMark
R4 5,558.5 5,532.5 5,413.0
R3 5,493.5 5,467.5 5,395.0
R2 5,428.5 5,428.5 5,389.0
R1 5,402.5 5,402.5 5,383.0 5,415.5
PP 5,363.5 5,363.5 5,363.5 5,370.0
S1 5,337.5 5,337.5 5,371.0 5,350.5
S2 5,298.5 5,298.5 5,365.0
S3 5,233.5 5,272.5 5,359.0
S4 5,168.5 5,207.5 5,341.0
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% 87.5 1.6% 87% False False 107,843
10 5,434.0 5,211.5 222.5 4.1% 94.5 1.8% 74% False False 121,109
20 5,786.5 5,211.5 575.0 10.7% 96.5 1.8% 29% False False 119,113
40 5,860.0 5,211.5 648.5 12.1% 95.5 1.8% 26% False False 115,201
60 5,948.5 5,211.5 737.0 13.7% 86.5 1.6% 22% False False 103,492
80 5,948.5 5,211.5 737.0 13.7% 75.5 1.4% 22% False False 77,656
100 5,948.5 5,211.5 737.0 13.7% 66.0 1.2% 22% False False 62,130
120 5,948.5 5,211.5 737.0 13.7% 57.0 1.1% 22% False False 51,791
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.2
Narrowest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 5,665.0
2.618 5,559.0
1.618 5,494.0
1.000 5,454.0
0.618 5,429.0
HIGH 5,389.0
0.618 5,364.0
0.500 5,356.5
0.382 5,349.0
LOW 5,324.0
0.618 5,284.0
1.000 5,259.0
1.618 5,219.0
2.618 5,154.0
4.250 5,048.0
Fisher Pivots for day following 29-May-2012
Pivot 1 day 3 day
R1 5,370.0 5,367.0
PP 5,363.5 5,357.0
S1 5,356.5 5,347.0

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

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