FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 14-Apr-2009
Day Change Summary
Previous Current
09-Apr-2009 14-Apr-2009 Change Change % Previous Week
Open 3,921.0 3,970.0 49.0 1.2% 4,045.0
High 3,969.0 3,995.0 26.0 0.7% 4,054.0
Low 3,862.5 3,890.5 28.0 0.7% 3,827.5
Close 3,929.5 3,923.0 -6.5 -0.2% 3,929.5
Range 106.5 104.5 -2.0 -1.9% 226.5
ATR 135.6 133.4 -2.2 -1.6% 0.0
Volume 121,215 102,092 -19,123 -15.8% 497,436
Daily Pivots for day following 14-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,249.5 4,191.0 3,980.5
R3 4,145.0 4,086.5 3,951.5
R2 4,040.5 4,040.5 3,942.0
R1 3,982.0 3,982.0 3,932.5 3,959.0
PP 3,936.0 3,936.0 3,936.0 3,925.0
S1 3,877.5 3,877.5 3,913.5 3,854.5
S2 3,831.5 3,831.5 3,904.0
S3 3,727.0 3,773.0 3,894.5
S4 3,622.5 3,668.5 3,865.5
Weekly Pivots for week ending 10-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,616.5 4,499.5 4,054.0
R3 4,390.0 4,273.0 3,992.0
R2 4,163.5 4,163.5 3,971.0
R1 4,046.5 4,046.5 3,950.5 3,992.0
PP 3,937.0 3,937.0 3,937.0 3,909.5
S1 3,820.0 3,820.0 3,908.5 3,765.0
S2 3,710.5 3,710.5 3,888.0
S3 3,484.0 3,593.5 3,867.0
S4 3,257.5 3,367.0 3,805.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,054.0 3,827.5 226.5 5.8% 114.5 2.9% 42% False False 119,905
10 4,119.0 3,698.0 421.0 10.7% 126.5 3.2% 53% False False 130,443
20 4,119.0 3,562.5 556.5 14.2% 126.5 3.2% 65% False False 134,094
40 4,220.5 3,405.5 815.0 20.8% 114.5 2.9% 63% False False 67,481
60 4,288.0 3,405.5 882.5 22.5% 112.5 2.9% 59% False False 45,060
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 True
8BNR False
Bear Hook False
Bull Hook True
Stretch 22.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,439.0
2.618 4,268.5
1.618 4,164.0
1.000 4,099.5
0.618 4,059.5
HIGH 3,995.0
0.618 3,955.0
0.500 3,943.0
0.382 3,930.5
LOW 3,890.5
0.618 3,826.0
1.000 3,786.0
1.618 3,721.5
2.618 3,617.0
4.250 3,446.5
Fisher Pivots for day following 14-Apr-2009
Pivot 1 day 3 day
R1 3,943.0 3,919.0
PP 3,936.0 3,915.0
S1 3,929.5 3,911.0

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

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