FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 5,275.0 5,415.0 140.0 2.7% 5,348.0
High 5,416.5 5,496.5 80.0 1.5% 5,399.0
Low 5,265.0 5,392.0 127.0 2.4% 5,215.0
Close 5,408.5 5,445.0 36.5 0.7% 5,238.5
Range 151.5 104.5 -47.0 -31.0% 184.0
ATR 101.8 102.0 0.2 0.2% 0.0
Volume 148,340 148,532 192 0.1% 618,094
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,758.0 5,706.0 5,502.5
R3 5,653.5 5,601.5 5,473.5
R2 5,549.0 5,549.0 5,464.0
R1 5,497.0 5,497.0 5,454.5 5,523.0
PP 5,444.5 5,444.5 5,444.5 5,457.5
S1 5,392.5 5,392.5 5,435.5 5,418.5
S2 5,340.0 5,340.0 5,426.0
S3 5,235.5 5,288.0 5,416.5
S4 5,131.0 5,183.5 5,387.5
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 5,496.5 5,215.0 281.5 5.2% 116.0 2.1% 82% True False 150,246
10 5,496.5 5,215.0 281.5 5.2% 102.0 1.9% 82% True False 129,044
20 5,566.0 5,211.5 354.5 6.5% 101.5 1.9% 66% False False 130,677
40 5,786.5 5,211.5 575.0 10.6% 97.0 1.8% 41% False False 118,351
60 5,948.5 5,211.5 737.0 13.5% 90.0 1.7% 32% False False 115,631
80 5,948.5 5,211.5 737.0 13.5% 80.0 1.5% 32% False False 87,046
100 5,948.5 5,211.5 737.0 13.5% 71.0 1.3% 32% False False 69,641
120 5,948.5 5,211.5 737.0 13.5% 61.0 1.1% 32% False False 58,041
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 16.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,940.5
2.618 5,770.0
1.618 5,665.5
1.000 5,601.0
0.618 5,561.0
HIGH 5,496.5
0.618 5,456.5
0.500 5,444.0
0.382 5,432.0
LOW 5,392.0
0.618 5,327.5
1.000 5,287.5
1.618 5,223.0
2.618 5,118.5
4.250 4,948.0
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 5,445.0 5,415.0
PP 5,444.5 5,385.5
S1 5,444.0 5,356.0

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

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