FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 18-May-2010
Day Change Summary
Previous Current
17-May-2010 18-May-2010 Change Change % Previous Week
Open 5,207.0 5,292.0 85.0 1.6% 5,261.0
High 5,310.0 5,322.0 12.0 0.2% 5,432.0
Low 5,192.0 5,185.0 -7.0 -0.1% 5,216.0
Close 5,239.0 5,291.5 52.5 1.0% 5,243.0
Range 118.0 137.0 19.0 16.1% 216.0
ATR 141.4 141.1 -0.3 -0.2% 0.0
Volume 161,540 150,782 -10,758 -6.7% 1,102,378
Daily Pivots for day following 18-May-2010
Classic Woodie Camarilla DeMark
R4 5,677.0 5,621.5 5,367.0
R3 5,540.0 5,484.5 5,329.0
R2 5,403.0 5,403.0 5,316.5
R1 5,347.5 5,347.5 5,304.0 5,307.0
PP 5,266.0 5,266.0 5,266.0 5,246.0
S1 5,210.5 5,210.5 5,279.0 5,170.0
S2 5,129.0 5,129.0 5,266.5
S3 4,992.0 5,073.5 5,254.0
S4 4,855.0 4,936.5 5,216.0
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5,945.0 5,810.0 5,362.0
R3 5,729.0 5,594.0 5,302.5
R2 5,513.0 5,513.0 5,282.5
R1 5,378.0 5,378.0 5,263.0 5,337.5
PP 5,297.0 5,297.0 5,297.0 5,277.0
S1 5,162.0 5,162.0 5,223.0 5,121.5
S2 5,081.0 5,081.0 5,203.5
S3 4,865.0 4,946.0 5,183.5
S4 4,649.0 4,730.0 5,124.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,432.0 5,185.0 247.0 4.7% 127.5 2.4% 43% False True 155,002
10 5,432.0 4,801.0 631.0 11.9% 183.0 3.5% 78% False False 203,037
20 5,761.0 4,801.0 960.0 18.1% 147.5 2.8% 51% False False 156,588
40 5,800.0 4,801.0 999.0 18.9% 103.0 1.9% 49% False False 128,364
60 5,800.0 4,801.0 999.0 18.9% 87.0 1.6% 49% False False 99,298
80 5,800.0 4,801.0 999.0 18.9% 78.0 1.5% 49% False False 74,529
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 35.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,904.0
2.618 5,680.5
1.618 5,543.5
1.000 5,459.0
0.618 5,406.5
HIGH 5,322.0
0.618 5,269.5
0.500 5,253.5
0.382 5,237.5
LOW 5,185.0
0.618 5,100.5
1.000 5,048.0
1.618 4,963.5
2.618 4,826.5
4.250 4,603.0
Fisher Pivots for day following 18-May-2010
Pivot 1 day 3 day
R1 5,279.0 5,290.5
PP 5,266.0 5,289.0
S1 5,253.5 5,288.0

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

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