FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 5,451.5 5,532.0 80.5 1.5% 5,275.0
High 5,462.5 5,553.5 91.0 1.7% 5,496.5
Low 5,381.0 5,401.0 20.0 0.4% 5,265.0
Close 5,456.0 5,403.0 -53.0 -1.0% 5,456.0
Range 81.5 152.5 71.0 87.1% 231.5
ATR 100.5 104.2 3.7 3.7% 0.0
Volume 110,147 177,844 67,697 61.5% 407,019
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,910.0 5,809.0 5,487.0
R3 5,757.5 5,656.5 5,445.0
R2 5,605.0 5,605.0 5,431.0
R1 5,504.0 5,504.0 5,417.0 5,478.0
PP 5,452.5 5,452.5 5,452.5 5,439.5
S1 5,351.5 5,351.5 5,389.0 5,326.0
S2 5,300.0 5,300.0 5,375.0
S3 5,147.5 5,199.0 5,361.0
S4 4,995.0 5,046.5 5,319.0
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 5,553.5 5,215.0 338.5 6.3% 123.5 2.3% 56% True False 147,793
10 5,553.5 5,215.0 338.5 6.3% 103.0 1.9% 56% True False 131,404
20 5,566.0 5,211.5 354.5 6.6% 103.0 1.9% 54% False False 131,363
40 5,786.5 5,211.5 575.0 10.6% 96.0 1.8% 33% False False 118,648
60 5,948.5 5,211.5 737.0 13.6% 92.5 1.7% 26% False False 118,632
80 5,948.5 5,211.5 737.0 13.6% 82.0 1.5% 26% False False 90,646
100 5,948.5 5,211.5 737.0 13.6% 73.0 1.4% 26% False False 72,521
120 5,948.5 5,211.5 737.0 13.6% 63.0 1.2% 26% False False 60,437
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 15.6
Widest range in 43 trading days
Fibonacci Retracements and Extensions
4.250 6,201.5
2.618 5,952.5
1.618 5,800.0
1.000 5,706.0
0.618 5,647.5
HIGH 5,553.5
0.618 5,495.0
0.500 5,477.0
0.382 5,459.5
LOW 5,401.0
0.618 5,307.0
1.000 5,248.5
1.618 5,154.5
2.618 5,002.0
4.250 4,753.0
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 5,477.0 5,467.0
PP 5,452.5 5,446.0
S1 5,428.0 5,424.5

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

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