FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 07-Jun-2012
Day Change Summary
Previous Current
06-Jun-2012 07-Jun-2012 Change Change % Previous Week
Open 5,235.0 5,380.0 145.0 2.8% 5,300.0
High 5,361.0 5,452.5 91.5 1.7% 5,351.0
Low 5,235.0 5,351.0 116.0 2.2% 5,176.0
Close 5,354.5 5,400.5 46.0 0.9% 5,208.5
Range 126.0 101.5 -24.5 -19.4% 175.0
ATR 86.8 87.9 1.0 1.2% 0.0
Volume 12,483 24,089 11,606 93.0% 1,216
Daily Pivots for day following 07-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,706.0 5,654.5 5,456.5
R3 5,604.5 5,553.0 5,428.5
R2 5,503.0 5,503.0 5,419.0
R1 5,451.5 5,451.5 5,410.0 5,477.0
PP 5,401.5 5,401.5 5,401.5 5,414.0
S1 5,350.0 5,350.0 5,391.0 5,376.0
S2 5,300.0 5,300.0 5,382.0
S3 5,198.5 5,248.5 5,372.5
S4 5,097.0 5,147.0 5,344.5
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 5,452.5 5,176.0 276.5 5.1% 93.5 1.7% 81% True False 7,537
10 5,452.5 5,176.0 276.5 5.1% 86.0 1.6% 81% True False 3,855
20 5,503.0 5,176.0 327.0 6.1% 78.0 1.4% 69% False False 1,971
40 5,740.0 5,176.0 564.0 10.4% 67.5 1.2% 40% False False 1,018
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 16.7
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,884.0
2.618 5,718.0
1.618 5,616.5
1.000 5,554.0
0.618 5,515.0
HIGH 5,452.5
0.618 5,413.5
0.500 5,402.0
0.382 5,390.0
LOW 5,351.0
0.618 5,288.5
1.000 5,249.5
1.618 5,187.0
2.618 5,085.5
4.250 4,919.5
Fisher Pivots for day following 07-Jun-2012
Pivot 1 day 3 day
R1 5,402.0 5,372.0
PP 5,401.5 5,343.0
S1 5,401.0 5,314.0

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

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