FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 06-Apr-2011
Day Change Summary
Previous Current
05-Apr-2011 06-Apr-2011 Change Change % Previous Week
Open 5,977.5 5,971.5 -6.0 -0.1% 5,850.0
High 5,987.5 6,016.0 28.5 0.5% 5,975.5
Low 5,946.0 5,966.0 20.0 0.3% 5,833.5
Close 5,969.0 6,002.0 33.0 0.6% 5,972.5
Range 41.5 50.0 8.5 20.5% 142.0
ATR 78.2 76.2 -2.0 -2.6% 0.0
Volume 68,051 81,197 13,146 19.3% 405,685
Daily Pivots for day following 06-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,144.5 6,123.5 6,029.5
R3 6,094.5 6,073.5 6,016.0
R2 6,044.5 6,044.5 6,011.0
R1 6,023.5 6,023.5 6,006.5 6,034.0
PP 5,994.5 5,994.5 5,994.5 6,000.0
S1 5,973.5 5,973.5 5,997.5 5,984.0
S2 5,944.5 5,944.5 5,993.0
S3 5,894.5 5,923.5 5,988.0
S4 5,844.5 5,873.5 5,974.5
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 6,016.0 5,860.5 155.5 2.6% 63.0 1.1% 91% True False 86,159
10 6,016.0 5,732.5 283.5 4.7% 63.0 1.0% 95% True False 81,478
20 6,016.0 5,458.5 557.5 9.3% 85.5 1.4% 97% True False 105,106
40 6,042.0 5,458.5 583.5 9.7% 78.5 1.3% 93% False False 54,250
60 6,042.0 5,458.5 583.5 9.7% 63.0 1.1% 93% False False 36,195
80 6,042.0 5,458.5 583.5 9.7% 50.0 0.8% 93% False False 27,152
100 6,042.0 5,458.5 583.5 9.7% 45.5 0.8% 93% False False 21,732
120 6,042.0 5,458.5 583.5 9.7% 40.0 0.7% 93% False False 18,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 11.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,228.5
2.618 6,147.0
1.618 6,097.0
1.000 6,066.0
0.618 6,047.0
HIGH 6,016.0
0.618 5,997.0
0.500 5,991.0
0.382 5,985.0
LOW 5,966.0
0.618 5,935.0
1.000 5,916.0
1.618 5,885.0
2.618 5,835.0
4.250 5,753.5
Fisher Pivots for day following 06-Apr-2011
Pivot 1 day 3 day
R1 5,998.5 5,994.5
PP 5,994.5 5,987.5
S1 5,991.0 5,980.0

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

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