FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 04-Apr-2012

Day Change Summary
	Previous	Current
	03-Apr-2012	04-Apr-2012	Change	Change %	Previous Week
Open	5,843.0	5,788.5	-54.5	-0.9%	5,851.0
High	5,849.0	5,788.5	-60.5	-1.0%	5,894.5
Low	5,760.0	5,636.0	-124.0	-2.2%	5,679.0
Close	5,786.5	5,663.5	-123.0	-2.1%	5,726.5
Range	89.0	152.5	63.5	71.3%	215.5
ATR	73.7	79.3	5.6	7.6%	0.0
Volume	99,819	161,973	62,154	62.3%	542,576

Daily Pivots for day following 04-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,153.5	6,061.0	5,747.5
R3	6,001.0	5,908.5	5,705.5
R2	5,848.5	5,848.5	5,691.5
R1	5,756.0	5,756.0	5,677.5	5,726.0
PP	5,696.0	5,696.0	5,696.0	5,681.0
S1	5,603.5	5,603.5	5,649.5	5,573.5
S2	5,543.5	5,543.5	5,635.5
S3	5,391.0	5,451.0	5,621.5
S4	5,238.5	5,298.5	5,579.5

Weekly Pivots for week ending 30-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,413.0	6,285.5	5,845.0
R3	6,197.5	6,070.0	5,786.0
R2	5,982.0	5,982.0	5,766.0
R1	5,854.5	5,854.5	5,746.5	5,810.5
PP	5,766.5	5,766.5	5,766.5	5,745.0
S1	5,639.0	5,639.0	5,706.5	5,595.0
S2	5,551.0	5,551.0	5,687.0
S3	5,335.5	5,423.5	5,667.0
S4	5,120.0	5,208.0	5,608.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,860.0	5,636.0	224.0	4.0%	106.5	1.9%	12%	False	True	129,707
10	5,894.5	5,636.0	258.5	4.6%	94.0	1.7%	11%	False	True	115,085
20	5,948.5	5,636.0	312.5	5.5%	77.5	1.4%	9%	False	True	105,029
40	5,948.5	5,636.0	312.5	5.5%	62.0	1.1%	9%	False	True	52,944
60	5,948.5	5,523.5	425.0	7.5%	53.5	0.9%	33%	False	False	35,303
80	5,948.5	5,277.5	671.0	11.8%	42.5	0.7%	58%	False	False	26,493
100	5,948.5	5,070.5	878.0	15.5%	35.5	0.6%	68%	False	False	21,204
120	5,948.5	5,070.5	878.0	15.5%	32.0	0.6%	68%	False	False	17,678

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	15.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,436.5
2.618	6,187.5
1.618	6,035.0
1.000	5,941.0
0.618	5,882.5
HIGH	5,788.5
0.618	5,730.0
0.500	5,712.0
0.382	5,694.5
LOW	5,636.0
0.618	5,542.0
1.000	5,483.5
1.618	5,389.5
2.618	5,237.0
4.250	4,988.0

Fisher Pivots for day following 04-Apr-2012
Pivot	1 day	3 day
R1	5,712.0	5,748.0
PP	5,696.0	5,720.0
S1	5,680.0	5,691.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols