FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 06-Jul-2010
Day Change Summary
Previous Current
02-Jul-2010 06-Jul-2010 Change Change % Previous Week
Open 4,799.0 4,817.5 18.5 0.4% 5,043.0
High 4,852.5 4,942.0 89.5 1.8% 5,053.5
Low 4,767.0 4,810.0 43.0 0.9% 4,757.0
Close 4,798.5 4,913.0 114.5 2.4% 4,798.5
Range 85.5 132.0 46.5 54.4% 296.5
ATR 113.7 115.8 2.1 1.9% 0.0
Volume 150,153 39,355 -110,798 -73.8% 621,239
Daily Pivots for day following 06-Jul-2010
Classic Woodie Camarilla DeMark
R4 5,284.5 5,230.5 4,985.5
R3 5,152.5 5,098.5 4,949.5
R2 5,020.5 5,020.5 4,937.0
R1 4,966.5 4,966.5 4,925.0 4,993.5
PP 4,888.5 4,888.5 4,888.5 4,902.0
S1 4,834.5 4,834.5 4,901.0 4,861.5
S2 4,756.5 4,756.5 4,889.0
S3 4,624.5 4,702.5 4,876.5
S4 4,492.5 4,570.5 4,840.5
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5,759.0 5,575.5 4,961.5
R3 5,462.5 5,279.0 4,880.0
R2 5,166.0 5,166.0 4,853.0
R1 4,982.5 4,982.5 4,825.5 4,926.0
PP 4,869.5 4,869.5 4,869.5 4,841.5
S1 4,686.0 4,686.0 4,771.5 4,629.5
S2 4,573.0 4,573.0 4,744.0
S3 4,276.5 4,389.5 4,717.0
S4 3,980.0 4,093.0 4,635.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,982.5 4,757.0 225.5 4.6% 116.0 2.4% 69% False False 110,961
10 5,246.0 4,757.0 489.0 10.0% 106.0 2.2% 32% False False 106,361
20 5,310.0 4,757.0 553.0 11.3% 100.5 2.0% 28% False False 104,585
40 5,385.5 4,757.0 628.5 12.8% 105.5 2.1% 25% False False 53,276
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.7
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,503.0
2.618 5,287.5
1.618 5,155.5
1.000 5,074.0
0.618 5,023.5
HIGH 4,942.0
0.618 4,891.5
0.500 4,876.0
0.382 4,860.5
LOW 4,810.0
0.618 4,728.5
1.000 4,678.0
1.618 4,596.5
2.618 4,464.5
4.250 4,249.0
Fisher Pivots for day following 06-Jul-2010
Pivot 1 day 3 day
R1 4,900.5 4,892.0
PP 4,888.5 4,870.5
S1 4,876.0 4,849.5

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

View Archives - Comment on this page... - Back to Index of Symbols