FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 27-Apr-2009
Day Change Summary
Previous Current
24-Apr-2009 27-Apr-2009 Change Change % Previous Week
Open 3,992.0 4,069.0 77.0 1.9% 4,034.5
High 4,132.0 4,137.5 5.5 0.1% 4,132.0
Low 3,990.0 4,046.0 56.0 1.4% 3,845.0
Close 4,107.5 4,130.0 22.5 0.5% 4,107.5
Range 142.0 91.5 -50.5 -35.6% 287.0
ATR 129.6 126.9 -2.7 -2.1% 0.0
Volume 110,988 100,914 -10,074 -9.1% 584,122
Daily Pivots for day following 27-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,379.0 4,346.0 4,180.5
R3 4,287.5 4,254.5 4,155.0
R2 4,196.0 4,196.0 4,147.0
R1 4,163.0 4,163.0 4,138.5 4,179.5
PP 4,104.5 4,104.5 4,104.5 4,113.0
S1 4,071.5 4,071.5 4,121.5 4,088.0
S2 4,013.0 4,013.0 4,113.0
S3 3,921.5 3,980.0 4,105.0
S4 3,830.0 3,888.5 4,079.5
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,889.0 4,785.5 4,265.5
R3 4,602.0 4,498.5 4,186.5
R2 4,315.0 4,315.0 4,160.0
R1 4,211.5 4,211.5 4,134.0 4,263.0
PP 4,028.0 4,028.0 4,028.0 4,054.0
S1 3,924.5 3,924.5 4,081.0 3,976.0
S2 3,741.0 3,741.0 4,055.0
S3 3,454.0 3,637.5 4,028.5
S4 3,167.0 3,350.5 3,949.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,137.5 3,845.0 292.5 7.1% 116.5 2.8% 97% True False 115,339
10 4,137.5 3,845.0 292.5 7.1% 116.0 2.8% 97% True False 111,500
20 4,137.5 3,698.0 439.5 10.6% 120.5 2.9% 98% True False 121,037
40 4,137.5 3,405.5 732.0 17.7% 121.0 2.9% 99% True False 92,705
60 4,262.5 3,405.5 857.0 20.8% 112.5 2.7% 85% False False 61,897
80 4,596.5 3,405.5 1,191.0 28.8% 103.0 2.5% 61% False False 46,482
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 26.7
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,526.5
2.618 4,377.0
1.618 4,285.5
1.000 4,229.0
0.618 4,194.0
HIGH 4,137.5
0.618 4,102.5
0.500 4,092.0
0.382 4,081.0
LOW 4,046.0
0.618 3,989.5
1.000 3,954.5
1.618 3,898.0
2.618 3,806.5
4.250 3,657.0
Fisher Pivots for day following 27-Apr-2009
Pivot 1 day 3 day
R1 4,117.0 4,101.5
PP 4,104.5 4,073.5
S1 4,092.0 4,045.0

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

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