FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 14-Jun-2012
Day Change Summary
Previous Current
13-Jun-2012 14-Jun-2012 Change Change % Previous Week
Open 5,491.0 5,464.0 -27.0 -0.5% 5,275.0
High 5,509.0 5,491.5 -17.5 -0.3% 5,496.5
Low 5,436.5 5,423.5 -13.0 -0.2% 5,265.0
Close 5,451.0 5,471.0 20.0 0.4% 5,456.0
Range 72.5 68.0 -4.5 -6.2% 231.5
ATR 101.5 99.1 -2.4 -2.4% 0.0
Volume 233,189 149,170 -84,019 -36.0% 407,019
Daily Pivots for day following 14-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,666.0 5,636.5 5,508.5
R3 5,598.0 5,568.5 5,489.5
R2 5,530.0 5,530.0 5,483.5
R1 5,500.5 5,500.5 5,477.0 5,515.0
PP 5,462.0 5,462.0 5,462.0 5,469.5
S1 5,432.5 5,432.5 5,465.0 5,447.0
S2 5,394.0 5,394.0 5,458.5
S3 5,326.0 5,364.5 5,452.5
S4 5,258.0 5,296.5 5,433.5
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% 94.5 1.7% 52% False False 183,241
10 5,553.5 5,215.0 338.5 6.2% 105.0 1.9% 76% False False 166,744
20 5,553.5 5,211.5 342.0 6.3% 100.0 1.8% 76% False False 143,926
40 5,786.5 5,211.5 575.0 10.5% 94.5 1.7% 45% False False 125,823
60 5,929.5 5,211.5 718.0 13.1% 93.0 1.7% 36% False False 121,556
80 5,948.5 5,211.5 737.0 13.5% 83.0 1.5% 35% False False 98,494
100 5,948.5 5,211.5 737.0 13.5% 74.5 1.4% 35% False False 78,802
120 5,948.5 5,211.5 737.0 13.5% 65.0 1.2% 35% False False 65,671
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 14.6
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,780.5
2.618 5,669.5
1.618 5,601.5
1.000 5,559.5
0.618 5,533.5
HIGH 5,491.5
0.618 5,465.5
0.500 5,457.5
0.382 5,449.5
LOW 5,423.5
0.618 5,381.5
1.000 5,355.5
1.618 5,313.5
2.618 5,245.5
4.250 5,134.5
Fisher Pivots for day following 14-Jun-2012
Pivot 1 day 3 day
R1 5,466.5 5,465.5
PP 5,462.0 5,460.0
S1 5,457.5 5,455.0

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

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