FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 12-May-2009
Day Change Summary
Previous Current
11-May-2009 12-May-2009 Change Change % Previous Week
Open 4,442.0 4,380.0 -62.0 -1.4% 4,318.5
High 4,444.5 4,433.0 -11.5 -0.3% 4,496.0
Low 4,372.5 4,366.5 -6.0 -0.1% 4,276.0
Close 4,401.0 4,396.5 -4.5 -0.1% 4,437.0
Range 72.0 66.5 -5.5 -7.6% 220.0
ATR 120.1 116.2 -3.8 -3.2% 0.0
Volume 138,245 89,056 -49,189 -35.6% 477,754
Daily Pivots for day following 12-May-2009
Classic Woodie Camarilla DeMark
R4 4,598.0 4,564.0 4,433.0
R3 4,531.5 4,497.5 4,415.0
R2 4,465.0 4,465.0 4,408.5
R1 4,431.0 4,431.0 4,402.5 4,448.0
PP 4,398.5 4,398.5 4,398.5 4,407.0
S1 4,364.5 4,364.5 4,390.5 4,381.5
S2 4,332.0 4,332.0 4,384.5
S3 4,265.5 4,298.0 4,378.0
S4 4,199.0 4,231.5 4,360.0
Weekly Pivots for week ending 08-May-2009
Classic Woodie Camarilla DeMark
R4 5,063.0 4,970.0 4,558.0
R3 4,843.0 4,750.0 4,497.5
R2 4,623.0 4,623.0 4,477.5
R1 4,530.0 4,530.0 4,457.0 4,576.5
PP 4,403.0 4,403.0 4,403.0 4,426.0
S1 4,310.0 4,310.0 4,417.0 4,356.5
S2 4,183.0 4,183.0 4,396.5
S3 3,963.0 4,090.0 4,376.5
S4 3,743.0 3,870.0 4,316.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,496.0 4,286.0 210.0 4.8% 102.0 2.3% 53% False False 141,011
10 4,496.0 4,012.0 484.0 11.0% 93.0 2.1% 79% False False 104,385
20 4,496.0 3,845.0 651.0 14.8% 104.5 2.4% 85% False False 107,943
40 4,496.0 3,562.5 933.5 21.2% 116.0 2.6% 89% False False 118,707
60 4,496.0 3,405.5 1,090.5 24.8% 111.5 2.5% 91% False False 79,270
80 4,496.0 3,405.5 1,090.5 24.8% 110.5 2.5% 91% False False 59,517
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 True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,715.5
2.618 4,607.0
1.618 4,540.5
1.000 4,499.5
0.618 4,474.0
HIGH 4,433.0
0.618 4,407.5
0.500 4,400.0
0.382 4,392.0
LOW 4,366.5
0.618 4,325.5
1.000 4,300.0
1.618 4,259.0
2.618 4,192.5
4.250 4,084.0
Fisher Pivots for day following 12-May-2009
Pivot 1 day 3 day
R1 4,400.0 4,424.5
PP 4,398.5 4,415.0
S1 4,397.5 4,406.0

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

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