FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 18-Jun-2012
Day Change Summary
Previous Current
15-Jun-2012 18-Jun-2012 Change Change % Previous Week
Open 5,434.5 5,494.0 59.5 1.1% 5,460.0
High 5,486.0 5,525.0 39.0 0.7% 5,510.0
Low 5,418.5 5,413.0 -5.5 -0.1% 5,357.0
Close 5,459.5 5,451.0 -8.5 -0.2% 5,459.5
Range 67.5 112.0 44.5 65.9% 153.0
ATR 87.5 89.3 1.7 2.0% 0.0
Volume 142,470 123,113 -19,357 -13.6% 602,987
Daily Pivots for day following 18-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,799.0 5,737.0 5,512.5
R3 5,687.0 5,625.0 5,482.0
R2 5,575.0 5,575.0 5,471.5
R1 5,513.0 5,513.0 5,461.5 5,488.0
PP 5,463.0 5,463.0 5,463.0 5,450.5
S1 5,401.0 5,401.0 5,440.5 5,376.0
S2 5,351.0 5,351.0 5,430.5
S3 5,239.0 5,289.0 5,420.0
S4 5,127.0 5,177.0 5,389.5
Weekly Pivots for week ending 15-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,901.0 5,833.5 5,543.5
R3 5,748.0 5,680.5 5,501.5
R2 5,595.0 5,595.0 5,487.5
R1 5,527.5 5,527.5 5,473.5 5,485.0
PP 5,442.0 5,442.0 5,442.0 5,421.0
S1 5,374.5 5,374.5 5,445.5 5,332.0
S2 5,289.0 5,289.0 5,431.5
S3 5,136.0 5,221.5 5,417.5
S4 4,983.0 5,068.5 5,375.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,525.0 5,357.0 168.0 3.1% 83.5 1.5% 56% True False 129,995
10 5,525.0 5,176.0 349.0 6.4% 99.0 1.8% 79% True False 78,779
20 5,525.0 5,176.0 349.0 6.4% 84.5 1.6% 79% True False 39,455
40 5,740.0 5,176.0 564.0 10.3% 70.5 1.3% 49% False False 19,751
60 5,840.0 5,176.0 664.0 12.2% 67.0 1.2% 41% False False 13,187
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,001.0
2.618 5,818.0
1.618 5,706.0
1.000 5,637.0
0.618 5,594.0
HIGH 5,525.0
0.618 5,482.0
0.500 5,469.0
0.382 5,456.0
LOW 5,413.0
0.618 5,344.0
1.000 5,301.0
1.618 5,232.0
2.618 5,120.0
4.250 4,937.0
Fisher Pivots for day following 18-Jun-2012
Pivot 1 day 3 day
R1 5,469.0 5,452.0
PP 5,463.0 5,452.0
S1 5,457.0 5,451.5

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

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