FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 16-Jun-2009
Day Change Summary
Previous Current
15-Jun-2009 16-Jun-2009 Change Change % Previous Week
Open 4,410.5 4,335.0 -75.5 -1.7% 4,417.0
High 4,418.0 4,372.0 -46.0 -1.0% 4,507.5
Low 4,315.5 4,281.0 -34.5 -0.8% 4,365.5
Close 4,329.0 4,331.5 2.5 0.1% 4,434.5
Range 102.5 91.0 -11.5 -11.2% 142.0
ATR 99.6 99.0 -0.6 -0.6% 0.0
Volume 132,314 287,802 155,488 117.5% 545,411
Daily Pivots for day following 16-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,601.0 4,557.5 4,381.5
R3 4,510.0 4,466.5 4,356.5
R2 4,419.0 4,419.0 4,348.0
R1 4,375.5 4,375.5 4,340.0 4,352.0
PP 4,328.0 4,328.0 4,328.0 4,316.5
S1 4,284.5 4,284.5 4,323.0 4,261.0
S2 4,237.0 4,237.0 4,315.0
S3 4,146.0 4,193.5 4,306.5
S4 4,055.0 4,102.5 4,281.5
Weekly Pivots for week ending 12-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,862.0 4,790.0 4,512.5
R3 4,720.0 4,648.0 4,473.5
R2 4,578.0 4,578.0 4,460.5
R1 4,506.0 4,506.0 4,447.5 4,542.0
PP 4,436.0 4,436.0 4,436.0 4,454.0
S1 4,364.0 4,364.0 4,421.5 4,400.0
S2 4,294.0 4,294.0 4,408.5
S3 4,152.0 4,222.0 4,395.5
S4 4,010.0 4,080.0 4,356.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,507.5 4,281.0 226.5 5.2% 87.5 2.0% 22% False True 149,084
10 4,507.5 4,281.0 226.5 5.2% 87.5 2.0% 22% False True 127,960
20 4,507.5 4,274.0 233.5 5.4% 87.0 2.0% 25% False False 110,251
40 4,507.5 3,845.0 662.5 15.3% 98.0 2.3% 73% False False 109,693
60 4,507.5 3,698.0 809.5 18.7% 106.0 2.4% 78% False False 117,479
80 4,507.5 3,405.5 1,102.0 25.4% 106.5 2.5% 84% False False 92,649
100 4,507.5 3,405.5 1,102.0 25.4% 106.5 2.5% 84% False False 74,191
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 False
Bear Hook False
Bull Hook False
Stretch 24.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,759.0
2.618 4,610.0
1.618 4,519.0
1.000 4,463.0
0.618 4,428.0
HIGH 4,372.0
0.618 4,337.0
0.500 4,326.5
0.382 4,316.0
LOW 4,281.0
0.618 4,225.0
1.000 4,190.0
1.618 4,134.0
2.618 4,043.0
4.250 3,894.0
Fisher Pivots for day following 16-Jun-2009
Pivot 1 day 3 day
R1 4,330.0 4,375.0
PP 4,328.0 4,360.5
S1 4,326.5 4,346.0

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

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