FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 19-Jun-2009
Day Change Summary
Previous Current
18-Jun-2009 19-Jun-2009 Change Change % Previous Week
Open 4,290.0 4,293.0 3.0 0.1% 4,410.5
High 4,314.0 4,360.0 46.0 1.1% 4,418.0
Low 4,237.0 4,278.5 41.5 1.0% 4,237.0
Close 4,289.5 4,357.0 67.5 1.6% 4,357.0
Range 77.0 81.5 4.5 5.8% 181.0
ATR 96.1 95.0 -1.0 -1.1% 0.0
Volume 274,669 213,902 -60,767 -22.1% 1,212,411
Daily Pivots for day following 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,576.5 4,548.0 4,402.0
R3 4,495.0 4,466.5 4,379.5
R2 4,413.5 4,413.5 4,372.0
R1 4,385.0 4,385.0 4,364.5 4,399.0
PP 4,332.0 4,332.0 4,332.0 4,339.0
S1 4,303.5 4,303.5 4,349.5 4,318.0
S2 4,250.5 4,250.5 4,342.0
S3 4,169.0 4,222.0 4,334.5
S4 4,087.5 4,140.5 4,312.0
Weekly Pivots for week ending 19-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,880.5 4,799.5 4,456.5
R3 4,699.5 4,618.5 4,407.0
R2 4,518.5 4,518.5 4,390.0
R1 4,437.5 4,437.5 4,373.5 4,387.5
PP 4,337.5 4,337.5 4,337.5 4,312.0
S1 4,256.5 4,256.5 4,340.5 4,206.5
S2 4,156.5 4,156.5 4,324.0
S3 3,975.5 4,075.5 4,307.0
S4 3,794.5 3,894.5 4,257.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,418.0 4,237.0 181.0 4.2% 85.5 2.0% 66% False False 242,482
10 4,507.5 4,237.0 270.5 6.2% 82.0 1.9% 44% False False 175,782
20 4,507.5 4,237.0 270.5 6.2% 84.5 1.9% 44% False False 134,245
40 4,507.5 3,952.5 555.0 12.7% 93.5 2.1% 73% False False 120,674
60 4,507.5 3,698.0 809.5 18.6% 103.5 2.4% 81% False False 121,751
80 4,507.5 3,405.5 1,102.0 25.3% 107.0 2.5% 86% False False 102,549
100 4,507.5 3,405.5 1,102.0 25.3% 104.5 2.4% 86% False False 82,094
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 24.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,706.5
2.618 4,573.5
1.618 4,492.0
1.000 4,441.5
0.618 4,410.5
HIGH 4,360.0
0.618 4,329.0
0.500 4,319.0
0.382 4,309.5
LOW 4,278.5
0.618 4,228.0
1.000 4,197.0
1.618 4,146.5
2.618 4,065.0
4.250 3,932.0
Fisher Pivots for day following 19-Jun-2009
Pivot 1 day 3 day
R1 4,344.5 4,337.5
PP 4,332.0 4,318.0
S1 4,319.0 4,298.5

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

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