FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 06-May-2010
Day Change Summary
Previous Current
05-May-2010 06-May-2010 Change Change % Previous Week
Open 5,398.0 5,250.0 -148.0 -2.7% 5,737.5
High 5,408.5 5,353.0 -55.5 -1.0% 5,761.0
Low 5,284.0 4,801.0 -483.0 -9.1% 5,453.0
Close 5,329.0 5,263.5 -65.5 -1.2% 5,507.5
Range 124.5 552.0 427.5 343.4% 308.0
ATR 94.6 127.3 32.7 34.5% 0.0
Volume 194,568 189,163 -5,405 -2.8% 653,118
Daily Pivots for day following 06-May-2010
Classic Woodie Camarilla DeMark
R4 6,795.0 6,581.5 5,567.0
R3 6,243.0 6,029.5 5,415.5
R2 5,691.0 5,691.0 5,364.5
R1 5,477.5 5,477.5 5,314.0 5,584.0
PP 5,139.0 5,139.0 5,139.0 5,192.5
S1 4,925.5 4,925.5 5,213.0 5,032.0
S2 4,587.0 4,587.0 5,162.5
S3 4,035.0 4,373.5 5,111.5
S4 3,483.0 3,821.5 4,960.0
Weekly Pivots for week ending 30-Apr-2010
Classic Woodie Camarilla DeMark
R4 6,498.0 6,310.5 5,677.0
R3 6,190.0 6,002.5 5,592.0
R2 5,882.0 5,882.0 5,564.0
R1 5,694.5 5,694.5 5,535.5 5,634.0
PP 5,574.0 5,574.0 5,574.0 5,543.5
S1 5,386.5 5,386.5 5,479.5 5,326.0
S2 5,266.0 5,266.0 5,451.0
S3 4,958.0 5,078.5 5,423.0
S4 4,650.0 4,770.5 5,338.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,607.0 4,801.0 806.0 15.3% 209.5 4.0% 57% False True 139,585
10 5,761.0 4,801.0 960.0 18.2% 164.5 3.1% 48% False True 127,597
20 5,800.0 4,801.0 999.0 19.0% 113.0 2.1% 46% False True 110,057
40 5,800.0 4,801.0 999.0 19.0% 83.5 1.6% 46% False True 107,502
60 5,800.0 4,801.0 999.0 19.0% 76.0 1.4% 46% False True 71,864
80 5,800.0 4,801.0 999.0 19.0% 64.5 1.2% 46% False True 53,957
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.0
Widest range in 83 trading days
Fibonacci Retracements and Extensions
4.250 7,699.0
2.618 6,798.0
1.618 6,246.0
1.000 5,905.0
0.618 5,694.0
HIGH 5,353.0
0.618 5,142.0
0.500 5,077.0
0.382 5,012.0
LOW 4,801.0
0.618 4,460.0
1.000 4,249.0
1.618 3,908.0
2.618 3,356.0
4.250 2,455.0
Fisher Pivots for day following 06-May-2010
Pivot 1 day 3 day
R1 5,201.5 5,228.0
PP 5,139.0 5,192.0
S1 5,077.0 5,156.5

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

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