FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 23-Feb-2011
Day Change Summary
Previous Current
22-Feb-2011 23-Feb-2011 Change Change % Previous Week
Open 5,913.0 5,901.5 -11.5 -0.2% 6,022.5
High 5,950.0 5,920.0 -30.0 -0.5% 6,030.0
Low 5,870.0 5,820.0 -50.0 -0.9% 5,981.0
Close 5,935.5 5,871.5 -64.0 -1.1% 6,010.0
Range 80.0 100.0 20.0 25.0% 49.0
ATR 52.6 57.1 4.5 8.5% 0.0
Volume 100 704 604 604.0% 492
Daily Pivots for day following 23-Feb-2011
Classic Woodie Camarilla DeMark
R4 6,170.5 6,121.0 5,926.5
R3 6,070.5 6,021.0 5,899.0
R2 5,970.5 5,970.5 5,890.0
R1 5,921.0 5,921.0 5,880.5 5,896.0
PP 5,870.5 5,870.5 5,870.5 5,858.0
S1 5,821.0 5,821.0 5,862.5 5,796.0
S2 5,770.5 5,770.5 5,853.0
S3 5,670.5 5,721.0 5,844.0
S4 5,570.5 5,621.0 5,816.5
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 6,154.0 6,131.0 6,037.0
R3 6,105.0 6,082.0 6,023.5
R2 6,056.0 6,056.0 6,019.0
R1 6,033.0 6,033.0 6,014.5 6,020.0
PP 6,007.0 6,007.0 6,007.0 6,000.5
S1 5,984.0 5,984.0 6,005.5 5,971.0
S2 5,958.0 5,958.0 6,001.0
S3 5,909.0 5,935.0 5,996.5
S4 5,860.0 5,886.0 5,983.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,042.0 5,820.0 222.0 3.8% 65.5 1.1% 23% False True 282
10 6,042.0 5,820.0 222.0 3.8% 53.5 0.9% 23% False True 175
20 6,042.0 5,790.0 252.0 4.3% 38.5 0.7% 32% False False 121
40 6,042.0 5,787.5 254.5 4.3% 33.5 0.6% 33% False False 94
60 6,042.0 5,463.0 579.0 9.9% 26.5 0.4% 71% False False 72
80 6,042.0 5,463.0 579.0 9.9% 25.0 0.4% 71% False False 64
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 14.2
Widest range in 100 trading days
Fibonacci Retracements and Extensions
4.250 6,345.0
2.618 6,182.0
1.618 6,082.0
1.000 6,020.0
0.618 5,982.0
HIGH 5,920.0
0.618 5,882.0
0.500 5,870.0
0.382 5,858.0
LOW 5,820.0
0.618 5,758.0
1.000 5,720.0
1.618 5,658.0
2.618 5,558.0
4.250 5,395.0
Fisher Pivots for day following 23-Feb-2011
Pivot 1 day 3 day
R1 5,871.0 5,931.0
PP 5,870.5 5,911.0
S1 5,870.0 5,891.5

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

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