FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 08-Jun-2012
Day Change Summary
Previous Current
07-Jun-2012 08-Jun-2012 Change Change % Previous Week
Open 5,415.0 5,451.5 36.5 0.7% 5,275.0
High 5,496.5 5,462.5 -34.0 -0.6% 5,496.5
Low 5,392.0 5,381.0 -11.0 -0.2% 5,265.0
Close 5,445.0 5,456.0 11.0 0.2% 5,456.0
Range 104.5 81.5 -23.0 -22.0% 231.5
ATR 102.0 100.5 -1.5 -1.4% 0.0
Volume 148,532 110,147 -38,385 -25.8% 407,019
Daily Pivots for day following 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,677.5 5,648.5 5,501.0
R3 5,596.0 5,567.0 5,478.5
R2 5,514.5 5,514.5 5,471.0
R1 5,485.5 5,485.5 5,463.5 5,500.0
PP 5,433.0 5,433.0 5,433.0 5,440.5
S1 5,404.0 5,404.0 5,448.5 5,418.5
S2 5,351.5 5,351.5 5,441.0
S3 5,270.0 5,322.5 5,433.5
S4 5,188.5 5,241.0 5,411.0
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,100.5 6,009.5 5,583.5
R3 5,869.0 5,778.0 5,519.5
R2 5,637.5 5,637.5 5,498.5
R1 5,546.5 5,546.5 5,477.0 5,592.0
PP 5,406.0 5,406.0 5,406.0 5,428.5
S1 5,315.0 5,315.0 5,435.0 5,360.5
S2 5,174.5 5,174.5 5,413.5
S3 4,943.0 5,083.5 5,392.5
S4 4,711.5 4,852.0 5,328.5
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% 111.0 2.0% 86% False False 144,805
10 5,496.5 5,215.0 281.5 5.2% 98.5 1.8% 86% False False 126,173
20 5,566.0 5,211.5 354.5 6.5% 99.5 1.8% 69% False False 128,359
40 5,786.5 5,211.5 575.0 10.5% 95.5 1.7% 43% False False 117,780
60 5,948.5 5,211.5 737.0 13.5% 90.5 1.7% 33% False False 116,568
80 5,948.5 5,211.5 737.0 13.5% 80.5 1.5% 33% False False 88,423
100 5,948.5 5,211.5 737.0 13.5% 72.0 1.3% 33% False False 70,742
120 5,948.5 5,211.5 737.0 13.5% 62.0 1.1% 33% False False 58,955
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6 trading days
Fibonacci Retracements and Extensions
4.250 5,809.0
2.618 5,676.0
1.618 5,594.5
1.000 5,544.0
0.618 5,513.0
HIGH 5,462.5
0.618 5,431.5
0.500 5,422.0
0.382 5,412.0
LOW 5,381.0
0.618 5,330.5
1.000 5,299.5
1.618 5,249.0
2.618 5,167.5
4.250 5,034.5
Fisher Pivots for day following 08-Jun-2012
Pivot 1 day 3 day
R1 5,444.5 5,431.0
PP 5,433.0 5,406.0
S1 5,422.0 5,381.0

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

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