FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 05-Apr-2011
Day Change Summary
Previous Current
04-Apr-2011 05-Apr-2011 Change Change % Previous Week
Open 5,963.0 5,977.5 14.5 0.2% 5,850.0
High 6,000.0 5,987.5 -12.5 -0.2% 5,975.5
Low 5,944.0 5,946.0 2.0 0.0% 5,833.5
Close 5,977.5 5,969.0 -8.5 -0.1% 5,972.5
Range 56.0 41.5 -14.5 -25.9% 142.0
ATR 81.0 78.2 -2.8 -3.5% 0.0
Volume 77,578 68,051 -9,527 -12.3% 405,685
Daily Pivots for day following 05-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,092.0 6,072.0 5,992.0
R3 6,050.5 6,030.5 5,980.5
R2 6,009.0 6,009.0 5,976.5
R1 5,989.0 5,989.0 5,973.0 5,978.0
PP 5,967.5 5,967.5 5,967.5 5,962.0
S1 5,947.5 5,947.5 5,965.0 5,937.0
S2 5,926.0 5,926.0 5,961.5
S3 5,884.5 5,906.0 5,957.5
S4 5,843.0 5,864.5 5,946.0
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 5,860.5 139.5 2.3% 61.0 1.0% 78% False False 82,816
10 6,000.0 5,685.0 315.0 5.3% 65.0 1.1% 90% False False 83,600
20 6,000.0 5,458.5 541.5 9.1% 85.5 1.4% 94% False False 102,109
40 6,042.0 5,458.5 583.5 9.8% 78.0 1.3% 87% False False 52,224
60 6,042.0 5,458.5 583.5 9.8% 62.0 1.0% 87% False False 34,842
80 6,042.0 5,458.5 583.5 9.8% 49.0 0.8% 87% False False 26,138
100 6,042.0 5,458.5 583.5 9.8% 45.0 0.8% 87% False False 20,920
120 6,042.0 5,458.5 583.5 9.8% 40.0 0.7% 87% False False 17,437
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,164.0
2.618 6,096.0
1.618 6,054.5
1.000 6,029.0
0.618 6,013.0
HIGH 5,987.5
0.618 5,971.5
0.500 5,967.0
0.382 5,962.0
LOW 5,946.0
0.618 5,920.5
1.000 5,904.5
1.618 5,879.0
2.618 5,837.5
4.250 5,769.5
Fisher Pivots for day following 05-Apr-2011
Pivot 1 day 3 day
R1 5,968.0 5,959.0
PP 5,967.5 5,949.5
S1 5,967.0 5,940.0

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

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