FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 06-May-2009
Day Change Summary
Previous Current
05-May-2009 06-May-2009 Change Change % Previous Week
Open 4,318.5 4,289.0 -29.5 -0.7% 4,069.0
High 4,334.0 4,414.0 80.0 1.8% 4,256.0
Low 4,276.0 4,286.0 10.0 0.2% 4,012.0
Close 4,294.0 4,371.0 77.0 1.8% 4,193.5
Range 58.0 128.0 70.0 120.7% 244.0
ATR 121.5 122.0 0.5 0.4% 0.0
Volume 0 128,414 128,414 439,718
Daily Pivots for day following 06-May-2009
Classic Woodie Camarilla DeMark
R4 4,741.0 4,684.0 4,441.5
R3 4,613.0 4,556.0 4,406.0
R2 4,485.0 4,485.0 4,394.5
R1 4,428.0 4,428.0 4,382.5 4,456.5
PP 4,357.0 4,357.0 4,357.0 4,371.0
S1 4,300.0 4,300.0 4,359.5 4,328.5
S2 4,229.0 4,229.0 4,347.5
S3 4,101.0 4,172.0 4,336.0
S4 3,973.0 4,044.0 4,300.5
Weekly Pivots for week ending 01-May-2009
Classic Woodie Camarilla DeMark
R4 4,886.0 4,783.5 4,327.5
R3 4,642.0 4,539.5 4,260.5
R2 4,398.0 4,398.0 4,238.0
R1 4,295.5 4,295.5 4,216.0 4,347.0
PP 4,154.0 4,154.0 4,154.0 4,179.5
S1 4,051.5 4,051.5 4,171.0 4,103.0
S2 3,910.0 3,910.0 4,149.0
S3 3,666.0 3,807.5 4,126.5
S4 3,422.0 3,563.5 4,059.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,414.0 4,049.5 364.5 8.3% 95.5 2.2% 88% True False 75,488
10 4,414.0 3,902.5 511.5 11.7% 98.5 2.3% 92% True False 93,612
20 4,414.0 3,827.5 586.5 13.4% 109.0 2.5% 93% True False 103,982
40 4,414.0 3,405.5 1,008.5 23.1% 118.5 2.7% 96% True False 104,356
60 4,414.0 3,405.5 1,008.5 23.1% 112.0 2.6% 96% True False 69,676
80 4,533.5 3,405.5 1,128.0 25.8% 108.5 2.5% 86% False False 52,317
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 19.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 4,958.0
2.618 4,749.0
1.618 4,621.0
1.000 4,542.0
0.618 4,493.0
HIGH 4,414.0
0.618 4,365.0
0.500 4,350.0
0.382 4,335.0
LOW 4,286.0
0.618 4,207.0
1.000 4,158.0
1.618 4,079.0
2.618 3,951.0
4.250 3,742.0
Fisher Pivots for day following 06-May-2009
Pivot 1 day 3 day
R1 4,364.0 4,344.5
PP 4,357.0 4,318.0
S1 4,350.0 4,291.5

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

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