FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 18-Mar-2010
Day Change Summary
Previous Current
17-Mar-2010 18-Mar-2010 Change Change % Previous Week
Open 5,609.0 5,574.5 -34.5 -0.6% 5,557.0
High 5,611.5 5,615.0 3.5 0.1% 5,594.5
Low 5,580.5 5,568.0 -12.5 -0.2% 5,501.5
Close 5,592.5 5,593.0 0.5 0.0% 5,577.5
Range 31.0 47.0 16.0 51.6% 93.0
ATR 57.3 56.5 -0.7 -1.3% 0.0
Volume 251,471 149,247 -102,224 -40.7% 139,710
Daily Pivots for day following 18-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,733.0 5,710.0 5,619.0
R3 5,686.0 5,663.0 5,606.0
R2 5,639.0 5,639.0 5,601.5
R1 5,616.0 5,616.0 5,597.5 5,627.5
PP 5,592.0 5,592.0 5,592.0 5,598.0
S1 5,569.0 5,569.0 5,588.5 5,580.5
S2 5,545.0 5,545.0 5,584.5
S3 5,498.0 5,522.0 5,580.0
S4 5,451.0 5,475.0 5,567.0
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,837.0 5,800.0 5,628.5
R3 5,744.0 5,707.0 5,603.0
R2 5,651.0 5,651.0 5,594.5
R1 5,614.0 5,614.0 5,586.0 5,632.5
PP 5,558.0 5,558.0 5,558.0 5,567.0
S1 5,521.0 5,521.0 5,569.0 5,539.5
S2 5,465.0 5,465.0 5,560.5
S3 5,372.0 5,428.0 5,552.0
S4 5,279.0 5,335.0 5,526.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,615.0 5,535.5 79.5 1.4% 38.5 0.7% 72% True False 154,390
10 5,615.0 5,484.0 131.0 2.3% 47.0 0.8% 83% True False 81,718
20 5,615.0 5,195.0 420.0 7.5% 55.0 1.0% 95% True False 41,167
40 5,615.0 4,947.0 668.0 11.9% 53.5 1.0% 97% True False 20,694
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,815.0
2.618 5,738.0
1.618 5,691.0
1.000 5,662.0
0.618 5,644.0
HIGH 5,615.0
0.618 5,597.0
0.500 5,591.5
0.382 5,586.0
LOW 5,568.0
0.618 5,539.0
1.000 5,521.0
1.618 5,492.0
2.618 5,445.0
4.250 5,368.0
Fisher Pivots for day following 18-Mar-2010
Pivot 1 day 3 day
R1 5,592.5 5,588.5
PP 5,592.0 5,584.5
S1 5,591.5 5,580.0

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

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