FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 01-Jun-2012
Day Change Summary
Previous Current
31-May-2012 01-Jun-2012 Change Change % Previous Week
Open 5,260.0 5,280.0 20.0 0.4% 5,300.0
High 5,295.0 5,292.0 -3.0 -0.1% 5,351.0
Low 5,232.0 5,176.0 -56.0 -1.1% 5,176.0
Close 5,244.0 5,208.5 -35.5 -0.7% 5,208.5
Range 63.0 116.0 53.0 84.1% 175.0
ATR 79.1 81.8 2.6 3.3% 0.0
Volume 162 897 735 453.7% 1,216
Daily Pivots for day following 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,573.5 5,507.0 5,272.5
R3 5,457.5 5,391.0 5,240.5
R2 5,341.5 5,341.5 5,230.0
R1 5,275.0 5,275.0 5,219.0 5,250.0
PP 5,225.5 5,225.5 5,225.5 5,213.0
S1 5,159.0 5,159.0 5,198.0 5,134.0
S2 5,109.5 5,109.5 5,187.0
S3 4,993.5 5,043.0 5,176.5
S4 4,877.5 4,927.0 5,144.5
Weekly Pivots for week ending 01-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,770.0 5,664.5 5,305.0
R3 5,595.0 5,489.5 5,256.5
R2 5,420.0 5,420.0 5,240.5
R1 5,314.5 5,314.5 5,224.5 5,280.0
PP 5,245.0 5,245.0 5,245.0 5,228.0
S1 5,139.5 5,139.5 5,192.5 5,105.0
S2 5,070.0 5,070.0 5,176.5
S3 4,895.0 4,964.5 5,160.5
S4 4,720.0 4,789.5 5,112.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,351.0 5,176.0 175.0 3.4% 74.0 1.4% 19% False True 243
10 5,351.0 5,176.0 175.0 3.4% 75.5 1.5% 19% False True 218
20 5,658.5 5,176.0 482.5 9.3% 75.5 1.4% 7% False True 143
40 5,740.0 5,176.0 564.0 10.8% 66.0 1.3% 6% False True 104
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 15.5
Widest range in 35 trading days
Fibonacci Retracements and Extensions
4.250 5,785.0
2.618 5,595.5
1.618 5,479.5
1.000 5,408.0
0.618 5,363.5
HIGH 5,292.0
0.618 5,247.5
0.500 5,234.0
0.382 5,220.5
LOW 5,176.0
0.618 5,104.5
1.000 5,060.0
1.618 4,988.5
2.618 4,872.5
4.250 4,683.0
Fisher Pivots for day following 01-Jun-2012
Pivot 1 day 3 day
R1 5,234.0 5,235.5
PP 5,225.5 5,226.5
S1 5,217.0 5,217.5

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

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