FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 01-May-2012

Day Change Summary
	Previous	Current
	30-Apr-2012	01-May-2012	Change	Change %	Previous Week
Open	5,742.0	5,716.0	-26.0	-0.5%	5,713.0
High	5,760.5	5,785.0	24.5	0.4%	5,754.5
Low	5,689.0	5,699.0	10.0	0.2%	5,593.0
Close	5,718.0	5,769.0	51.0	0.9%	5,746.5
Range	71.5	86.0	14.5	20.3%	161.5
ATR	84.2	84.4	0.1	0.2%	0.0
Volume	94,410	33,323	-61,087	-64.7%	459,894

Daily Pivots for day following 01-May-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,009.0	5,975.0	5,816.5
R3	5,923.0	5,889.0	5,792.5
R2	5,837.0	5,837.0	5,785.0
R1	5,803.0	5,803.0	5,777.0	5,820.0
PP	5,751.0	5,751.0	5,751.0	5,759.5
S1	5,717.0	5,717.0	5,761.0	5,734.0
S2	5,665.0	5,665.0	5,753.0
S3	5,579.0	5,631.0	5,745.5
S4	5,493.0	5,545.0	5,721.5

Weekly Pivots for week ending 27-Apr-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,182.5	6,126.0	5,835.5
R3	6,021.0	5,964.5	5,791.0
R2	5,859.5	5,859.5	5,776.0
R1	5,803.0	5,803.0	5,761.5	5,831.0
PP	5,698.0	5,698.0	5,698.0	5,712.0
S1	5,641.5	5,641.5	5,731.5	5,670.0
S2	5,536.5	5,536.5	5,717.0
S3	5,375.0	5,480.0	5,702.0
S4	5,213.5	5,318.5	5,657.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,785.0	5,655.0	130.0	2.3%	75.0	1.3%	88%	True	False	80,058
10	5,785.0	5,593.0	192.0	3.3%	76.0	1.3%	92%	True	False	92,397
20	5,860.0	5,490.0	370.0	6.4%	96.5	1.7%	75%	False	False	107,163
40	5,948.5	5,490.0	458.5	7.9%	83.0	1.4%	61%	False	False	96,434
60	5,948.5	5,490.0	458.5	7.9%	68.0	1.2%	61%	False	False	64,393
80	5,948.5	5,490.0	458.5	7.9%	59.5	1.0%	61%	False	False	48,301
100	5,948.5	5,277.5	671.0	11.6%	49.5	0.9%	73%	False	False	38,658
120	5,948.5	5,070.5	878.0	15.2%	42.5	0.7%	80%	False	False	32,219

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.3
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,150.5
2.618	6,010.0
1.618	5,924.0
1.000	5,871.0
0.618	5,838.0
HIGH	5,785.0
0.618	5,752.0
0.500	5,742.0
0.382	5,732.0
LOW	5,699.0
0.618	5,646.0
1.000	5,613.0
1.618	5,560.0
2.618	5,474.0
4.250	5,333.5

Fisher Pivots for day following 01-May-2012
Pivot	1 day	3 day
R1	5,760.0	5,755.5
PP	5,751.0	5,741.5
S1	5,742.0	5,728.0

Download as Excel Spreadsheet

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

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