FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 15-Jun-2012
Day Change Summary
Previous Current
14-Jun-2012 15-Jun-2012 Change Change % Previous Week
Open 5,464.0 5,482.5 18.5 0.3% 5,532.0
High 5,491.5 5,530.5 39.0 0.7% 5,553.5
Low 5,423.5 5,478.0 54.5 1.0% 5,400.5
Close 5,471.0 5,510.5 39.5 0.7% 5,510.5
Range 68.0 52.5 -15.5 -22.8% 153.0
ATR 99.1 96.3 -2.8 -2.9% 0.0
Volume 149,170 13,178 -135,992 -91.2% 819,239
Daily Pivots for day following 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,664.0 5,639.5 5,539.5
R3 5,611.5 5,587.0 5,525.0
R2 5,559.0 5,559.0 5,520.0
R1 5,534.5 5,534.5 5,515.5 5,547.0
PP 5,506.5 5,506.5 5,506.5 5,512.5
S1 5,482.0 5,482.0 5,505.5 5,494.0
S2 5,454.0 5,454.0 5,501.0
S3 5,401.5 5,429.5 5,496.0
S4 5,349.0 5,377.0 5,481.5
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,947.0 5,882.0 5,594.5
R3 5,794.0 5,729.0 5,552.5
R2 5,641.0 5,641.0 5,538.5
R1 5,576.0 5,576.0 5,524.5 5,532.0
PP 5,488.0 5,488.0 5,488.0 5,466.0
S1 5,423.0 5,423.0 5,496.5 5,379.0
S2 5,335.0 5,335.0 5,482.5
S3 5,182.0 5,270.0 5,468.5
S4 5,029.0 5,117.0 5,426.5
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 5,400.5 153.0 2.8% 88.5 1.6% 72% False False 163,847
10 5,553.5 5,215.0 338.5 6.1% 100.0 1.8% 87% False False 154,326
20 5,553.5 5,211.5 342.0 6.2% 97.5 1.8% 87% False False 137,035
40 5,786.5 5,211.5 575.0 10.4% 93.0 1.7% 52% False False 123,838
60 5,929.5 5,211.5 718.0 13.0% 93.0 1.7% 42% False False 119,922
80 5,948.5 5,211.5 737.0 13.4% 83.5 1.5% 41% False False 98,658
100 5,948.5 5,211.5 737.0 13.4% 75.5 1.4% 41% False False 78,934
120 5,948.5 5,211.5 737.0 13.4% 65.0 1.2% 41% False False 65,781
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 14.9
Narrowest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 5,753.5
2.618 5,668.0
1.618 5,615.5
1.000 5,583.0
0.618 5,563.0
HIGH 5,530.5
0.618 5,510.5
0.500 5,504.0
0.382 5,498.0
LOW 5,478.0
0.618 5,445.5
1.000 5,425.5
1.618 5,393.0
2.618 5,340.5
4.250 5,255.0
Fisher Pivots for day following 15-Jun-2012
Pivot 1 day 3 day
R1 5,508.5 5,499.5
PP 5,506.5 5,488.0
S1 5,504.0 5,477.0

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

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