FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 12-Jun-2012
Day Change Summary
Previous Current
11-Jun-2012 12-Jun-2012 Change Change % Previous Week
Open 5,532.0 5,404.0 -128.0 -2.3% 5,275.0
High 5,553.5 5,497.5 -56.0 -1.0% 5,496.5
Low 5,401.0 5,400.5 -0.5 0.0% 5,265.0
Close 5,403.0 5,493.5 90.5 1.7% 5,456.0
Range 152.5 97.0 -55.5 -36.4% 231.5
ATR 104.2 103.7 -0.5 -0.5% 0.0
Volume 177,844 245,858 68,014 38.2% 407,019
Daily Pivots for day following 12-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,755.0 5,721.0 5,547.0
R3 5,658.0 5,624.0 5,520.0
R2 5,561.0 5,561.0 5,511.5
R1 5,527.0 5,527.0 5,502.5 5,544.0
PP 5,464.0 5,464.0 5,464.0 5,472.0
S1 5,430.0 5,430.0 5,484.5 5,447.0
S2 5,367.0 5,367.0 5,475.5
S3 5,270.0 5,333.0 5,467.0
S4 5,173.0 5,236.0 5,440.0
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 5,265.0 288.5 5.3% 117.5 2.1% 79% False False 166,144
10 5,553.5 5,215.0 338.5 6.2% 105.0 1.9% 82% False False 144,881
20 5,553.5 5,211.5 342.0 6.2% 103.5 1.9% 82% False False 138,063
40 5,786.5 5,211.5 575.0 10.5% 95.5 1.7% 49% False False 121,537
60 5,948.5 5,211.5 737.0 13.4% 92.5 1.7% 38% False False 119,488
80 5,948.5 5,211.5 737.0 13.4% 83.0 1.5% 38% False False 93,718
100 5,948.5 5,211.5 737.0 13.4% 73.5 1.3% 38% False False 74,979
120 5,948.5 5,211.5 737.0 13.4% 64.0 1.2% 38% False False 62,485
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 12.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,910.0
2.618 5,751.5
1.618 5,654.5
1.000 5,594.5
0.618 5,557.5
HIGH 5,497.5
0.618 5,460.5
0.500 5,449.0
0.382 5,437.5
LOW 5,400.5
0.618 5,340.5
1.000 5,303.5
1.618 5,243.5
2.618 5,146.5
4.250 4,988.0
Fisher Pivots for day following 12-Jun-2012
Pivot 1 day 3 day
R1 5,478.5 5,485.0
PP 5,464.0 5,476.0
S1 5,449.0 5,467.0

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

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