FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 14-May-2009
Day Change Summary
Previous Current
13-May-2009 14-May-2009 Change Change % Previous Week
Open 4,427.0 4,306.0 -121.0 -2.7% 4,318.5
High 4,428.5 4,364.0 -64.5 -1.5% 4,496.0
Low 4,283.0 4,271.5 -11.5 -0.3% 4,276.0
Close 4,319.0 4,336.0 17.0 0.4% 4,437.0
Range 145.5 92.5 -53.0 -36.4% 220.0
ATR 118.3 116.5 -1.8 -1.6% 0.0
Volume 103,886 126,977 23,091 22.2% 477,754
Daily Pivots for day following 14-May-2009
Classic Woodie Camarilla DeMark
R4 4,601.5 4,561.0 4,387.0
R3 4,509.0 4,468.5 4,361.5
R2 4,416.5 4,416.5 4,353.0
R1 4,376.0 4,376.0 4,344.5 4,396.0
PP 4,324.0 4,324.0 4,324.0 4,334.0
S1 4,283.5 4,283.5 4,327.5 4,304.0
S2 4,231.5 4,231.5 4,319.0
S3 4,139.0 4,191.0 4,310.5
S4 4,046.5 4,098.5 4,285.0
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 4,482.5 4,271.5 211.0 4.9% 94.0 2.2% 31% False True 130,296
10 4,496.0 4,141.0 355.0 8.2% 96.5 2.2% 55% False False 107,226
20 4,496.0 3,845.0 651.0 15.0% 107.0 2.5% 75% False False 109,127
40 4,496.0 3,683.5 812.5 18.7% 114.5 2.6% 80% False False 123,995
60 4,496.0 3,405.5 1,090.5 25.1% 112.5 2.6% 85% False False 83,113
80 4,496.0 3,405.5 1,090.5 25.1% 109.5 2.5% 85% False False 62,390
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 False
8BNR True
Bear Hook False
Bull Hook False
Stretch 20.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,757.0
2.618 4,606.0
1.618 4,513.5
1.000 4,456.5
0.618 4,421.0
HIGH 4,364.0
0.618 4,328.5
0.500 4,318.0
0.382 4,307.0
LOW 4,271.5
0.618 4,214.5
1.000 4,179.0
1.618 4,122.0
2.618 4,029.5
4.250 3,878.5
Fisher Pivots for day following 14-May-2009
Pivot 1 day 3 day
R1 4,330.0 4,352.0
PP 4,324.0 4,347.0
S1 4,318.0 4,341.5

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

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