FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 15-Jun-2012

Day Change Summary
	Previous	Current
	14-Jun-2012	15-Jun-2012	Change	Change %	Previous Week
Open	5,464.0	5,482.5	18.5	0.3%	5,532.0
High	5,491.5	5,530.5	39.0	0.7%	5,553.5
Low	5,423.5	5,478.0	54.5	1.0%	5,400.5
Close	5,471.0	5,510.5	39.5	0.7%	5,510.5
Range	68.0	52.5	-15.5	-22.8%	153.0
ATR	99.1	96.3	-2.8	-2.9%	0.0
Volume	149,170	13,178	-135,992	-91.2%	819,239

Daily Pivots for day following 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,664.0	5,639.5	5,539.5
R3	5,611.5	5,587.0	5,525.0
R2	5,559.0	5,559.0	5,520.0
R1	5,534.5	5,534.5	5,515.5	5,547.0
PP	5,506.5	5,506.5	5,506.5	5,512.5
S1	5,482.0	5,482.0	5,505.5	5,494.0
S2	5,454.0	5,454.0	5,501.0
S3	5,401.5	5,429.5	5,496.0
S4	5,349.0	5,377.0	5,481.5

Weekly Pivots for week ending 15-Jun-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,947.0	5,882.0	5,594.5
R3	5,794.0	5,729.0	5,552.5
R2	5,641.0	5,641.0	5,538.5
R1	5,576.0	5,576.0	5,524.5	5,532.0
PP	5,488.0	5,488.0	5,488.0	5,466.0
S1	5,423.0	5,423.0	5,496.5	5,379.0
S2	5,335.0	5,335.0	5,482.5
S3	5,182.0	5,270.0	5,468.5
S4	5,029.0	5,117.0	5,426.5

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	5,400.5	153.0	2.8%	88.5	1.6%	72%	False	False	163,847
10	5,553.5	5,215.0	338.5	6.1%	100.0	1.8%	87%	False	False	154,326
20	5,553.5	5,211.5	342.0	6.2%	97.5	1.8%	87%	False	False	137,035
40	5,786.5	5,211.5	575.0	10.4%	93.0	1.7%	52%	False	False	123,838
60	5,929.5	5,211.5	718.0	13.0%	93.0	1.7%	42%	False	False	119,922
80	5,948.5	5,211.5	737.0	13.4%	83.5	1.5%	41%	False	False	98,658
100	5,948.5	5,211.5	737.0	13.4%	75.5	1.4%	41%	False	False	78,934
120	5,948.5	5,211.5	737.0	13.4%	65.0	1.2%	41%	False	False	65,781

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	14.9
Narrowest range in 34 trading days

Fibonacci Retracements and Extensions
4.250	5,753.5
2.618	5,668.0
1.618	5,615.5
1.000	5,583.0
0.618	5,563.0
HIGH	5,530.5
0.618	5,510.5
0.500	5,504.0
0.382	5,498.0
LOW	5,478.0
0.618	5,445.5
1.000	5,425.5
1.618	5,393.0
2.618	5,340.5
4.250	5,255.0

Fisher Pivots for day following 15-Jun-2012
Pivot	1 day	3 day
R1	5,508.5	5,499.5
PP	5,506.5	5,488.0
S1	5,504.0	5,477.0

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