FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 03-Apr-2009
Day Change Summary
Previous Current
02-Apr-2009 03-Apr-2009 Change Change % Previous Week
Open 3,998.0 4,079.5 81.5 2.0% 3,800.0
High 4,119.0 4,090.5 -28.5 -0.7% 4,119.0
Low 3,990.5 3,966.5 -24.0 -0.6% 3,698.0
Close 4,085.5 3,985.0 -100.5 -2.5% 3,985.0
Range 128.5 124.0 -4.5 -3.5% 421.0
ATR 143.9 142.5 -1.4 -1.0% 0.0
Volume 148,389 168,841 20,452 13.8% 704,902
Daily Pivots for day following 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,386.0 4,309.5 4,053.0
R3 4,262.0 4,185.5 4,019.0
R2 4,138.0 4,138.0 4,007.5
R1 4,061.5 4,061.5 3,996.5 4,038.0
PP 4,014.0 4,014.0 4,014.0 4,002.0
S1 3,937.5 3,937.5 3,973.5 3,914.0
S2 3,890.0 3,890.0 3,962.5
S3 3,766.0 3,813.5 3,951.0
S4 3,642.0 3,689.5 3,917.0
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 5,197.0 5,012.0 4,216.5
R3 4,776.0 4,591.0 4,101.0
R2 4,355.0 4,355.0 4,062.0
R1 4,170.0 4,170.0 4,023.5 4,262.5
PP 3,934.0 3,934.0 3,934.0 3,980.0
S1 3,749.0 3,749.0 3,946.5 3,841.5
S2 3,513.0 3,513.0 3,908.0
S3 3,092.0 3,328.0 3,869.0
S4 2,671.0 2,907.0 3,753.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,119.0 3,698.0 421.0 10.6% 138.5 3.5% 68% False False 140,980
10 4,119.0 3,698.0 421.0 10.6% 134.0 3.4% 68% False False 134,416
20 4,119.0 3,405.5 713.5 17.9% 128.5 3.2% 81% False False 104,730
40 4,262.5 3,405.5 857.0 21.5% 113.5 2.9% 68% False False 52,523
60 4,533.5 3,405.5 1,128.0 28.3% 108.5 2.7% 51% False False 35,095
Crabel Price Patterns
NR True
NR4 True
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 32.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,617.5
2.618 4,415.0
1.618 4,291.0
1.000 4,214.5
0.618 4,167.0
HIGH 4,090.5
0.618 4,043.0
0.500 4,028.5
0.382 4,014.0
LOW 3,966.5
0.618 3,890.0
1.000 3,842.5
1.618 3,766.0
2.618 3,642.0
4.250 3,439.5
Fisher Pivots for day following 03-Apr-2009
Pivot 1 day 3 day
R1 4,028.5 3,974.5
PP 4,014.0 3,964.0
S1 3,999.5 3,953.5

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

View Archives - Comment on this page... - Back to Index of Symbols