FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 30-Mar-2010
Day Change Summary
Previous Current
29-Mar-2010 30-Mar-2010 Change Change % Previous Week
Open 5,679.0 5,686.5 7.5 0.1% 5,586.5
High 5,689.0 5,694.5 5.5 0.1% 5,693.5
Low 5,637.0 5,614.0 -23.0 -0.4% 5,534.5
Close 5,668.0 5,628.0 -40.0 -0.7% 5,653.5
Range 52.0 80.5 28.5 54.8% 159.0
ATR 57.7 59.3 1.6 2.8% 0.0
Volume 85,455 83,662 -1,793 -2.1% 610,483
Daily Pivots for day following 30-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,887.0 5,838.0 5,672.5
R3 5,806.5 5,757.5 5,650.0
R2 5,726.0 5,726.0 5,643.0
R1 5,677.0 5,677.0 5,635.5 5,661.0
PP 5,645.5 5,645.5 5,645.5 5,637.5
S1 5,596.5 5,596.5 5,620.5 5,581.0
S2 5,565.0 5,565.0 5,613.0
S3 5,484.5 5,516.0 5,606.0
S4 5,404.0 5,435.5 5,583.5
Weekly Pivots for week ending 26-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,104.0 6,038.0 5,741.0
R3 5,945.0 5,879.0 5,697.0
R2 5,786.0 5,786.0 5,682.5
R1 5,720.0 5,720.0 5,668.0 5,753.0
PP 5,627.0 5,627.0 5,627.0 5,644.0
S1 5,561.0 5,561.0 5,639.0 5,594.0
S2 5,468.0 5,468.0 5,624.5
S3 5,309.0 5,402.0 5,610.0
S4 5,150.0 5,243.0 5,566.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,694.5 5,589.0 105.5 1.9% 60.0 1.1% 37% True False 99,885
10 5,694.5 5,534.5 160.0 2.8% 58.0 1.0% 58% True False 128,328
20 5,694.5 5,408.0 286.5 5.1% 53.5 0.9% 77% True False 85,211
40 5,694.5 4,947.0 747.5 13.3% 59.0 1.0% 91% True False 42,736
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.2
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6,036.5
2.618 5,905.0
1.618 5,824.5
1.000 5,775.0
0.618 5,744.0
HIGH 5,694.5
0.618 5,663.5
0.500 5,654.0
0.382 5,645.0
LOW 5,614.0
0.618 5,564.5
1.000 5,533.5
1.618 5,484.0
2.618 5,403.5
4.250 5,272.0
Fisher Pivots for day following 30-Mar-2010
Pivot 1 day 3 day
R1 5,654.0 5,654.0
PP 5,645.5 5,645.5
S1 5,637.0 5,637.0

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

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