FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 30-May-2012
Day Change Summary
Previous Current
29-May-2012 30-May-2012 Change Change % Previous Week
Open 5,328.5 5,376.0 47.5 0.9% 5,225.0
High 5,389.0 5,377.0 -12.0 -0.2% 5,393.5
Low 5,324.0 5,270.5 -53.5 -1.0% 5,224.0
Close 5,377.0 5,275.5 -101.5 -1.9% 5,319.0
Range 65.0 106.5 41.5 63.8% 169.5
ATR 92.7 93.7 1.0 1.1% 0.0
Volume 102,387 137,355 34,968 34.2% 605,094
Daily Pivots for day following 30-May-2012
Classic Woodie Camarilla DeMark
R4 5,627.0 5,558.0 5,334.0
R3 5,520.5 5,451.5 5,305.0
R2 5,414.0 5,414.0 5,295.0
R1 5,345.0 5,345.0 5,285.5 5,326.0
PP 5,307.5 5,307.5 5,307.5 5,298.5
S1 5,238.5 5,238.5 5,265.5 5,220.0
S2 5,201.0 5,201.0 5,256.0
S3 5,094.5 5,132.0 5,246.0
S4 4,988.0 5,025.5 5,217.0
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 5,250.5 148.5 2.8% 85.5 1.6% 17% False False 107,542
10 5,405.5 5,211.5 194.0 3.7% 95.5 1.8% 33% False False 119,744
20 5,786.5 5,211.5 575.0 10.9% 97.5 1.9% 11% False False 124,314
40 5,860.0 5,211.5 648.5 12.3% 97.0 1.8% 10% False False 115,738
60 5,948.5 5,211.5 737.0 14.0% 87.5 1.7% 9% False False 105,727
80 5,948.5 5,211.5 737.0 14.0% 75.5 1.4% 9% False False 79,373
100 5,948.5 5,211.5 737.0 14.0% 67.0 1.3% 9% False False 63,504
120 5,948.5 5,211.5 737.0 14.0% 57.5 1.1% 9% False False 52,934
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.0
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,829.5
2.618 5,656.0
1.618 5,549.5
1.000 5,483.5
0.618 5,443.0
HIGH 5,377.0
0.618 5,336.5
0.500 5,324.0
0.382 5,311.0
LOW 5,270.5
0.618 5,204.5
1.000 5,164.0
1.618 5,098.0
2.618 4,991.5
4.250 4,818.0
Fisher Pivots for day following 30-May-2012
Pivot 1 day 3 day
R1 5,324.0 5,335.0
PP 5,307.5 5,315.0
S1 5,291.5 5,295.0

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

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