FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 04-Apr-2011
Day Change Summary
Previous Current
01-Apr-2011 04-Apr-2011 Change Change % Previous Week
Open 5,886.5 5,963.0 76.5 1.3% 5,850.0
High 5,975.5 6,000.0 24.5 0.4% 5,975.5
Low 5,879.5 5,944.0 64.5 1.1% 5,833.5
Close 5,972.5 5,977.5 5.0 0.1% 5,972.5
Range 96.0 56.0 -40.0 -41.7% 142.0
ATR 82.9 81.0 -1.9 -2.3% 0.0
Volume 93,976 77,578 -16,398 -17.4% 405,685
Daily Pivots for day following 04-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,142.0 6,115.5 6,008.5
R3 6,086.0 6,059.5 5,993.0
R2 6,030.0 6,030.0 5,988.0
R1 6,003.5 6,003.5 5,982.5 6,017.0
PP 5,974.0 5,974.0 5,974.0 5,980.5
S1 5,947.5 5,947.5 5,972.5 5,961.0
S2 5,918.0 5,918.0 5,967.0
S3 5,862.0 5,891.5 5,962.0
S4 5,806.0 5,835.5 5,946.5
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,353.0 6,305.0 6,050.5
R3 6,211.0 6,163.0 6,011.5
R2 6,069.0 6,069.0 5,998.5
R1 6,021.0 6,021.0 5,985.5 6,045.0
PP 5,927.0 5,927.0 5,927.0 5,939.0
S1 5,879.0 5,879.0 5,959.5 5,903.0
S2 5,785.0 5,785.0 5,946.5
S3 5,643.0 5,737.0 5,933.5
S4 5,501.0 5,595.0 5,894.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,000.0 5,833.5 166.5 2.8% 65.5 1.1% 86% True False 84,625
10 6,000.0 5,685.0 315.0 5.3% 68.0 1.1% 93% True False 85,167
20 6,000.0 5,458.5 541.5 9.1% 87.5 1.5% 96% True False 99,245
40 6,042.0 5,458.5 583.5 9.8% 78.5 1.3% 89% False False 50,525
60 6,042.0 5,458.5 583.5 9.8% 61.5 1.0% 89% False False 33,708
80 6,042.0 5,458.5 583.5 9.8% 49.0 0.8% 89% False False 25,287
100 6,042.0 5,458.5 583.5 9.8% 45.0 0.8% 89% False False 20,241
120 6,042.0 5,458.5 583.5 9.8% 39.5 0.7% 89% False False 16,870
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
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 14.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,238.0
2.618 6,146.5
1.618 6,090.5
1.000 6,056.0
0.618 6,034.5
HIGH 6,000.0
0.618 5,978.5
0.500 5,972.0
0.382 5,965.5
LOW 5,944.0
0.618 5,909.5
1.000 5,888.0
1.618 5,853.5
2.618 5,797.5
4.250 5,706.0
Fisher Pivots for day following 04-Apr-2011
Pivot 1 day 3 day
R1 5,975.5 5,962.0
PP 5,974.0 5,946.0
S1 5,972.0 5,930.0

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

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