FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 11-Jun-2012
Day Change Summary
Previous Current
08-Jun-2012 11-Jun-2012 Change Change % Previous Week
Open 5,382.0 5,460.0 78.0 1.4% 5,235.0
High 5,416.0 5,510.0 94.0 1.7% 5,452.5
Low 5,339.0 5,359.0 20.0 0.4% 5,235.0
Close 5,415.5 5,359.0 -56.5 -1.0% 5,415.5
Range 77.0 151.0 74.0 96.1% 217.5
ATR 87.1 91.7 4.6 5.2% 0.0
Volume 24,221 76,124 51,903 214.3% 60,793
Daily Pivots for day following 11-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,862.5 5,761.5 5,442.0
R3 5,711.5 5,610.5 5,400.5
R2 5,560.5 5,560.5 5,386.5
R1 5,459.5 5,459.5 5,373.0 5,434.5
PP 5,409.5 5,409.5 5,409.5 5,397.0
S1 5,308.5 5,308.5 5,345.0 5,283.5
S2 5,258.5 5,258.5 5,331.5
S3 5,107.5 5,157.5 5,317.5
S4 4,956.5 5,006.5 5,276.0
Weekly Pivots for week ending 08-Jun-2012
Classic Woodie Camarilla DeMark
R4 6,020.0 5,935.5 5,535.0
R3 5,802.5 5,718.0 5,475.5
R2 5,585.0 5,585.0 5,455.5
R1 5,500.5 5,500.5 5,435.5 5,543.0
PP 5,367.5 5,367.5 5,367.5 5,389.0
S1 5,283.0 5,283.0 5,395.5 5,325.0
S2 5,150.0 5,150.0 5,375.5
S3 4,932.5 5,065.5 5,355.5
S4 4,715.0 4,848.0 5,296.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,510.0 5,176.0 334.0 6.2% 114.5 2.1% 55% True False 27,562
10 5,510.0 5,176.0 334.0 6.2% 89.5 1.7% 55% True False 13,859
20 5,510.0 5,176.0 334.0 6.2% 82.5 1.5% 55% True False 6,965
40 5,740.0 5,176.0 564.0 10.5% 68.0 1.3% 32% False False 3,522
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 21.0
Widest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 6,152.0
2.618 5,905.5
1.618 5,754.5
1.000 5,661.0
0.618 5,603.5
HIGH 5,510.0
0.618 5,452.5
0.500 5,434.5
0.382 5,416.5
LOW 5,359.0
0.618 5,265.5
1.000 5,208.0
1.618 5,114.5
2.618 4,963.5
4.250 4,717.0
Fisher Pivots for day following 11-Jun-2012
Pivot 1 day 3 day
R1 5,434.5 5,424.5
PP 5,409.5 5,402.5
S1 5,384.0 5,381.0

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

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