FTSE 100 Index Future September 2012


Trading Metrics calculated at close of trading on 19-Jun-2012
Day Change Summary
Previous Current
18-Jun-2012 19-Jun-2012 Change Change % Previous Week
Open 5,494.0 5,454.5 -39.5 -0.7% 5,460.0
High 5,525.0 5,559.0 34.0 0.6% 5,510.0
Low 5,413.0 5,448.0 35.0 0.6% 5,357.0
Close 5,451.0 5,537.5 86.5 1.6% 5,459.5
Range 112.0 111.0 -1.0 -0.9% 153.0
ATR 89.3 90.8 1.6 1.7% 0.0
Volume 123,113 114,024 -9,089 -7.4% 602,987
Daily Pivots for day following 19-Jun-2012
Classic Woodie Camarilla DeMark
R4 5,848.0 5,803.5 5,598.5
R3 5,737.0 5,692.5 5,568.0
R2 5,626.0 5,626.0 5,558.0
R1 5,581.5 5,581.5 5,547.5 5,604.0
PP 5,515.0 5,515.0 5,515.0 5,526.0
S1 5,470.5 5,470.5 5,527.5 5,493.0
S2 5,404.0 5,404.0 5,517.0
S3 5,293.0 5,359.5 5,507.0
S4 5,182.0 5,248.5 5,476.5
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 5,559.0 5,379.5 179.5 3.2% 86.0 1.6% 88% True False 124,034
10 5,559.0 5,235.0 324.0 5.9% 98.5 1.8% 93% True False 90,091
20 5,559.0 5,176.0 383.0 6.9% 87.0 1.6% 94% True False 45,155
40 5,740.0 5,176.0 564.0 10.2% 71.5 1.3% 64% False False 22,601
60 5,840.0 5,176.0 664.0 12.0% 68.0 1.2% 54% False False 15,087
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 21.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,031.0
2.618 5,849.5
1.618 5,738.5
1.000 5,670.0
0.618 5,627.5
HIGH 5,559.0
0.618 5,516.5
0.500 5,503.5
0.382 5,490.5
LOW 5,448.0
0.618 5,379.5
1.000 5,337.0
1.618 5,268.5
2.618 5,157.5
4.250 4,976.0
Fisher Pivots for day following 19-Jun-2012
Pivot 1 day 3 day
R1 5,526.0 5,520.5
PP 5,515.0 5,503.0
S1 5,503.5 5,486.0

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

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