FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 06-Jun-2012
Day Change Summary
Previous Current
01-Jun-2012 06-Jun-2012 Change Change % Previous Week
Open 5,324.0 5,275.0 -49.0 -0.9% 5,348.0
High 5,342.5 5,416.5 74.0 1.4% 5,399.0
Low 5,215.0 5,265.0 50.0 1.0% 5,215.0
Close 5,238.5 5,408.5 170.0 3.2% 5,238.5
Range 127.5 151.5 24.0 18.8% 184.0
ATR 95.9 101.8 5.9 6.1% 0.0
Volume 154,102 148,340 -5,762 -3.7% 618,094
Daily Pivots for day following 06-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,818.0 5,764.5 5,492.0
R3 5,666.5 5,613.0 5,450.0
R2 5,515.0 5,515.0 5,436.5
R1 5,461.5 5,461.5 5,422.5 5,488.0
PP 5,363.5 5,363.5 5,363.5 5,376.5
S1 5,310.0 5,310.0 5,394.5 5,337.0
S2 5,212.0 5,212.0 5,380.5
S3 5,060.5 5,158.5 5,367.0
S4 4,909.0 5,007.0 5,325.0
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,836.0 5,721.5 5,339.5
R3 5,652.0 5,537.5 5,289.0
R2 5,468.0 5,468.0 5,272.0
R1 5,353.5 5,353.5 5,255.5 5,319.0
PP 5,284.0 5,284.0 5,284.0 5,267.0
S1 5,169.5 5,169.5 5,221.5 5,135.0
S2 5,100.0 5,100.0 5,205.0
S3 4,916.0 4,985.5 5,188.0
S4 4,732.0 4,801.5 5,137.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,416.5 5,215.0 201.5 3.7% 108.5 2.0% 96% True False 141,017
10 5,416.5 5,215.0 201.5 3.7% 99.5 1.8% 96% True False 125,594
20 5,635.5 5,211.5 424.0 7.8% 102.0 1.9% 46% False False 130,286
40 5,786.5 5,211.5 575.0 10.6% 96.0 1.8% 34% False False 117,436
60 5,948.5 5,211.5 737.0 13.6% 90.0 1.7% 27% False False 113,300
80 5,948.5 5,211.5 737.0 13.6% 79.0 1.5% 27% False False 85,190
100 5,948.5 5,211.5 737.0 13.6% 70.5 1.3% 27% False False 68,156
120 5,948.5 5,211.5 737.0 13.6% 60.5 1.1% 27% False False 56,807
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.3
Widest range in 40 trading days
Fibonacci Retracements and Extensions
4.250 6,060.5
2.618 5,813.0
1.618 5,661.5
1.000 5,568.0
0.618 5,510.0
HIGH 5,416.5
0.618 5,358.5
0.500 5,341.0
0.382 5,323.0
LOW 5,265.0
0.618 5,171.5
1.000 5,113.5
1.618 5,020.0
2.618 4,868.5
4.250 4,621.0
Fisher Pivots for day following 06-Jun-2012
Pivot 1 day 3 day
R1 5,386.0 5,377.5
PP 5,363.5 5,346.5
S1 5,341.0 5,316.0

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

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