FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 11-Jun-2012

Day Change Summary
	Previous	Current
	08-Jun-2012	11-Jun-2012	Change	Change %	Previous Week
Open	5,451.5	5,532.0	80.5	1.5%	5,275.0
High	5,462.5	5,553.5	91.0	1.7%	5,496.5
Low	5,381.0	5,401.0	20.0	0.4%	5,265.0
Close	5,456.0	5,403.0	-53.0	-1.0%	5,456.0
Range	81.5	152.5	71.0	87.1%	231.5
ATR	100.5	104.2	3.7	3.7%	0.0
Volume	110,147	177,844	67,697	61.5%	407,019

Daily Pivots for day following 11-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,910.0	5,809.0	5,487.0
R3	5,757.5	5,656.5	5,445.0
R2	5,605.0	5,605.0	5,431.0
R1	5,504.0	5,504.0	5,417.0	5,478.0
PP	5,452.5	5,452.5	5,452.5	5,439.5
S1	5,351.5	5,351.5	5,389.0	5,326.0
S2	5,300.0	5,300.0	5,375.0
S3	5,147.5	5,199.0	5,361.0
S4	4,995.0	5,046.5	5,319.0

Weekly Pivots for week ending 08-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,100.5	6,009.5	5,583.5
R3	5,869.0	5,778.0	5,519.5
R2	5,637.5	5,637.5	5,498.5
R1	5,546.5	5,546.5	5,477.0	5,592.0
PP	5,406.0	5,406.0	5,406.0	5,428.5
S1	5,315.0	5,315.0	5,435.0	5,360.5
S2	5,174.5	5,174.5	5,413.5
S3	4,943.0	5,083.5	5,392.5
S4	4,711.5	4,852.0	5,328.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,553.5	5,215.0	338.5	6.3%	123.5	2.3%	56%	True	False	147,793
10	5,553.5	5,215.0	338.5	6.3%	103.0	1.9%	56%	True	False	131,404
20	5,566.0	5,211.5	354.5	6.6%	103.0	1.9%	54%	False	False	131,363
40	5,786.5	5,211.5	575.0	10.6%	96.0	1.8%	33%	False	False	118,648
60	5,948.5	5,211.5	737.0	13.6%	92.5	1.7%	26%	False	False	118,632
80	5,948.5	5,211.5	737.0	13.6%	82.0	1.5%	26%	False	False	90,646
100	5,948.5	5,211.5	737.0	13.6%	73.0	1.4%	26%	False	False	72,521
120	5,948.5	5,211.5	737.0	13.6%	63.0	1.2%	26%	False	False	60,437

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.6
Widest range in 43 trading days

Fibonacci Retracements and Extensions
4.250	6,201.5
2.618	5,952.5
1.618	5,800.0
1.000	5,706.0
0.618	5,647.5
HIGH	5,553.5
0.618	5,495.0
0.500	5,477.0
0.382	5,459.5
LOW	5,401.0
0.618	5,307.0
1.000	5,248.5
1.618	5,154.5
2.618	5,002.0
4.250	4,753.0

Fisher Pivots for day following 11-Jun-2012
Pivot	1 day	3 day
R1	5,477.0	5,467.0
PP	5,452.5	5,446.0
S1	5,428.0	5,424.5

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