FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 17-Apr-2012
Day Change Summary
Previous Current
16-Apr-2012 17-Apr-2012 Change Change % Previous Week
Open 5,590.5 5,623.0 32.5 0.6% 5,618.0
High 5,659.5 5,730.5 71.0 1.3% 5,682.5
Low 5,575.5 5,605.5 30.0 0.5% 5,490.0
Close 5,626.0 5,718.5 92.5 1.6% 5,595.0
Range 84.0 125.0 41.0 48.8% 192.5
ATR 90.3 92.8 2.5 2.7% 0.0
Volume 102,635 92,582 -10,053 -9.8% 514,699
Daily Pivots for day following 17-Apr-2012
Classic Woodie Camarilla DeMark
R4 6,060.0 6,014.0 5,787.0
R3 5,935.0 5,889.0 5,753.0
R2 5,810.0 5,810.0 5,741.5
R1 5,764.0 5,764.0 5,730.0 5,787.0
PP 5,685.0 5,685.0 5,685.0 5,696.0
S1 5,639.0 5,639.0 5,707.0 5,662.0
S2 5,560.0 5,560.0 5,695.5
S3 5,435.0 5,514.0 5,684.0
S4 5,310.0 5,389.0 5,650.0
Weekly Pivots for week ending 13-Apr-2012
Classic Woodie Camarilla DeMark
R4 6,166.5 6,073.5 5,701.0
R3 5,974.0 5,881.0 5,648.0
R2 5,781.5 5,781.5 5,630.5
R1 5,688.5 5,688.5 5,612.5 5,639.0
PP 5,589.0 5,589.0 5,589.0 5,564.5
S1 5,496.0 5,496.0 5,577.5 5,446.0
S2 5,396.5 5,396.5 5,559.5
S3 5,204.0 5,303.5 5,542.0
S4 5,011.5 5,111.0 5,489.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,730.5 5,493.5 237.0 4.1% 108.5 1.9% 95% True False 115,381
10 5,860.0 5,490.0 370.0 6.5% 116.5 2.0% 62% False False 121,929
20 5,929.5 5,490.0 439.5 7.7% 94.0 1.6% 52% False False 112,091
40 5,948.5 5,490.0 458.5 8.0% 74.0 1.3% 50% False False 73,479
60 5,948.5 5,490.0 458.5 8.0% 63.5 1.1% 50% False False 48,998
80 5,948.5 5,286.5 662.0 11.6% 51.0 0.9% 65% False False 36,752
100 5,948.5 5,070.5 878.0 15.4% 43.5 0.8% 74% False False 29,421
120 5,948.5 5,070.5 878.0 15.4% 37.5 0.7% 74% False False 24,523
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 17.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,262.0
2.618 6,058.0
1.618 5,933.0
1.000 5,855.5
0.618 5,808.0
HIGH 5,730.5
0.618 5,683.0
0.500 5,668.0
0.382 5,653.0
LOW 5,605.5
0.618 5,528.0
1.000 5,480.5
1.618 5,403.0
2.618 5,278.0
4.250 5,074.0
Fisher Pivots for day following 17-Apr-2012
Pivot 1 day 3 day
R1 5,701.5 5,696.5
PP 5,685.0 5,675.0
S1 5,668.0 5,653.0

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

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