FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 13-Jun-2012
Day Change Summary
Previous Current
12-Jun-2012 13-Jun-2012 Change Change % Previous Week
Open 5,404.0 5,491.0 87.0 1.6% 5,275.0
High 5,497.5 5,509.0 11.5 0.2% 5,496.5
Low 5,400.5 5,436.5 36.0 0.7% 5,265.0
Close 5,493.5 5,451.0 -42.5 -0.8% 5,456.0
Range 97.0 72.5 -24.5 -25.3% 231.5
ATR 103.7 101.5 -2.2 -2.1% 0.0
Volume 245,858 233,189 -12,669 -5.2% 407,019
Daily Pivots for day following 13-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,683.0 5,639.5 5,491.0
R3 5,610.5 5,567.0 5,471.0
R2 5,538.0 5,538.0 5,464.5
R1 5,494.5 5,494.5 5,457.5 5,480.0
PP 5,465.5 5,465.5 5,465.5 5,458.0
S1 5,422.0 5,422.0 5,444.5 5,407.5
S2 5,393.0 5,393.0 5,437.5
S3 5,320.5 5,349.5 5,431.0
S4 5,248.0 5,277.0 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 5,553.5 5,381.0 172.5 3.2% 101.5 1.9% 41% False False 183,114
10 5,553.5 5,215.0 338.5 6.2% 105.0 1.9% 70% False False 162,065
20 5,553.5 5,211.5 342.0 6.3% 102.0 1.9% 70% False False 143,282
40 5,786.5 5,211.5 575.0 10.5% 95.0 1.7% 42% False False 124,660
60 5,929.5 5,211.5 718.0 13.2% 92.5 1.7% 33% False False 121,082
80 5,948.5 5,211.5 737.0 13.5% 83.0 1.5% 32% False False 96,631
100 5,948.5 5,211.5 737.0 13.5% 74.5 1.4% 32% False False 77,311
120 5,948.5 5,211.5 737.0 13.5% 64.0 1.2% 32% False False 64,428
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,817.0
2.618 5,699.0
1.618 5,626.5
1.000 5,581.5
0.618 5,554.0
HIGH 5,509.0
0.618 5,481.5
0.500 5,473.0
0.382 5,464.0
LOW 5,436.5
0.618 5,391.5
1.000 5,364.0
1.618 5,319.0
2.618 5,246.5
4.250 5,128.5
Fisher Pivots for day following 13-Jun-2012
Pivot 1 day 3 day
R1 5,473.0 5,477.0
PP 5,465.5 5,468.5
S1 5,458.0 5,459.5

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

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