FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 18-Jun-2010
Day Change Summary
Previous Current
17-Jun-2010 18-Jun-2010 Change Change % Previous Week
Open 5,240.0 5,261.5 21.5 0.4% 5,211.5
High 5,296.0 5,297.5 1.5 0.0% 5,297.5
Low 5,235.0 5,255.0 20.0 0.4% 5,142.0
Close 5,248.5 5,287.0 38.5 0.7% 5,287.0
Range 61.0 42.5 -18.5 -30.3% 155.5
ATR 124.0 118.6 -5.4 -4.3% 0.0
Volume 319,309 201,106 -118,203 -37.0% 1,239,979
Daily Pivots for day following 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 5,407.5 5,389.5 5,310.5
R3 5,365.0 5,347.0 5,298.5
R2 5,322.5 5,322.5 5,295.0
R1 5,304.5 5,304.5 5,291.0 5,313.5
PP 5,280.0 5,280.0 5,280.0 5,284.0
S1 5,262.0 5,262.0 5,283.0 5,271.0
S2 5,237.5 5,237.5 5,279.0
S3 5,195.0 5,219.5 5,275.5
S4 5,152.5 5,177.0 5,263.5
Weekly Pivots for week ending 18-Jun-2010
Classic Woodie Camarilla DeMark
R4 5,708.5 5,653.5 5,372.5
R3 5,553.0 5,498.0 5,330.0
R2 5,397.5 5,397.5 5,315.5
R1 5,342.5 5,342.5 5,301.5 5,370.0
PP 5,242.0 5,242.0 5,242.0 5,256.0
S1 5,187.0 5,187.0 5,272.5 5,214.5
S2 5,086.5 5,086.5 5,258.5
S3 4,931.0 5,031.5 5,244.0
S4 4,775.5 4,876.0 5,201.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,297.5 5,142.0 155.5 2.9% 77.5 1.5% 93% True False 247,995
10 5,297.5 4,970.0 327.5 6.2% 94.0 1.8% 97% True False 196,388
20 5,297.5 4,883.5 414.0 7.8% 112.5 2.1% 97% True False 173,674
40 5,761.0 4,801.0 960.0 18.2% 135.5 2.6% 51% False False 168,223
60 5,800.0 4,801.0 999.0 18.9% 110.0 2.1% 49% False False 144,463
80 5,800.0 4,801.0 999.0 18.9% 97.0 1.8% 49% False False 122,050
100 5,800.0 4,801.0 999.0 18.9% 89.0 1.7% 49% False False 97,686
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Narrowest range in 45 trading days
Fibonacci Retracements and Extensions
4.250 5,478.0
2.618 5,409.0
1.618 5,366.5
1.000 5,340.0
0.618 5,324.0
HIGH 5,297.5
0.618 5,281.5
0.500 5,276.0
0.382 5,271.0
LOW 5,255.0
0.618 5,228.5
1.000 5,212.5
1.618 5,186.0
2.618 5,143.5
4.250 5,074.5
Fisher Pivots for day following 18-Jun-2010
Pivot 1 day 3 day
R1 5,283.5 5,276.0
PP 5,280.0 5,265.0
S1 5,276.0 5,254.0

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

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