FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 12-Jun-2012

Day Change Summary
	Previous	Current
	11-Jun-2012	12-Jun-2012	Change	Change %	Previous Week
Open	5,532.0	5,404.0	-128.0	-2.3%	5,275.0
High	5,553.5	5,497.5	-56.0	-1.0%	5,496.5
Low	5,401.0	5,400.5	-0.5	0.0%	5,265.0
Close	5,403.0	5,493.5	90.5	1.7%	5,456.0
Range	152.5	97.0	-55.5	-36.4%	231.5
ATR	104.2	103.7	-0.5	-0.5%	0.0
Volume	177,844	245,858	68,014	38.2%	407,019

Daily Pivots for day following 12-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,755.0	5,721.0	5,547.0
R3	5,658.0	5,624.0	5,520.0
R2	5,561.0	5,561.0	5,511.5
R1	5,527.0	5,527.0	5,502.5	5,544.0
PP	5,464.0	5,464.0	5,464.0	5,472.0
S1	5,430.0	5,430.0	5,484.5	5,447.0
S2	5,367.0	5,367.0	5,475.5
S3	5,270.0	5,333.0	5,467.0
S4	5,173.0	5,236.0	5,440.0

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	5,265.0	288.5	5.3%	117.5	2.1%	79%	False	False	166,144
10	5,553.5	5,215.0	338.5	6.2%	105.0	1.9%	82%	False	False	144,881
20	5,553.5	5,211.5	342.0	6.2%	103.5	1.9%	82%	False	False	138,063
40	5,786.5	5,211.5	575.0	10.5%	95.5	1.7%	49%	False	False	121,537
60	5,948.5	5,211.5	737.0	13.4%	92.5	1.7%	38%	False	False	119,488
80	5,948.5	5,211.5	737.0	13.4%	83.0	1.5%	38%	False	False	93,718
100	5,948.5	5,211.5	737.0	13.4%	73.5	1.3%	38%	False	False	74,979
120	5,948.5	5,211.5	737.0	13.4%	64.0	1.2%	38%	False	False	62,485

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	12.9
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,910.0
2.618	5,751.5
1.618	5,654.5
1.000	5,594.5
0.618	5,557.5
HIGH	5,497.5
0.618	5,460.5
0.500	5,449.0
0.382	5,437.5
LOW	5,400.5
0.618	5,340.5
1.000	5,303.5
1.618	5,243.5
2.618	5,146.5
4.250	4,988.0

Fisher Pivots for day following 12-Jun-2012
Pivot	1 day	3 day
R1	5,478.5	5,485.0
PP	5,464.0	5,476.0
S1	5,449.0	5,467.0

Download as Excel Spreadsheet

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

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