FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 20-Apr-2011
Day Change Summary
Previous Current
19-Apr-2011 20-Apr-2011 Change Change % Previous Week
Open 5,845.0 5,912.0 67.0 1.1% 6,013.5
High 5,879.0 6,000.0 121.0 2.1% 6,029.5
Low 5,845.0 5,912.0 67.0 1.1% 5,900.0
Close 5,853.0 5,982.5 129.5 2.2% 5,953.0
Range 34.0 88.0 54.0 158.8% 129.5
ATR 73.2 78.5 5.3 7.2% 0.0
Volume 68,747 118,491 49,744 72.4% 455,335
Daily Pivots for day following 20-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,229.0 6,193.5 6,031.0
R3 6,141.0 6,105.5 6,006.5
R2 6,053.0 6,053.0 5,998.5
R1 6,017.5 6,017.5 5,990.5 6,035.0
PP 5,965.0 5,965.0 5,965.0 5,973.5
S1 5,929.5 5,929.5 5,974.5 5,947.0
S2 5,877.0 5,877.0 5,966.5
S3 5,789.0 5,841.5 5,958.5
S4 5,701.0 5,753.5 5,934.0
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,349.5 6,280.5 6,024.0
R3 6,220.0 6,151.0 5,988.5
R2 6,090.5 6,090.5 5,976.5
R1 6,021.5 6,021.5 5,965.0 5,991.0
PP 5,961.0 5,961.0 5,961.0 5,945.5
S1 5,892.0 5,892.0 5,941.0 5,862.0
S2 5,831.5 5,831.5 5,929.5
S3 5,702.0 5,762.5 5,917.5
S4 5,572.5 5,633.0 5,882.0
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 5,817.0 183.0 3.1% 74.5 1.2% 90% True False 92,001
10 6,029.5 5,817.0 212.5 3.6% 68.0 1.1% 78% False False 89,590
20 6,029.5 5,732.5 297.0 5.0% 65.5 1.1% 84% False False 85,534
40 6,029.5 5,458.5 571.0 9.5% 82.0 1.4% 92% False False 76,604
60 6,042.0 5,458.5 583.5 9.8% 67.5 1.1% 90% False False 51,110
80 6,042.0 5,458.5 583.5 9.8% 57.5 1.0% 90% False False 38,349
100 6,042.0 5,458.5 583.5 9.8% 48.5 0.8% 90% False False 30,685
120 6,042.0 5,458.5 583.5 9.8% 44.0 0.7% 90% False False 25,578
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 8.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,374.0
2.618 6,230.5
1.618 6,142.5
1.000 6,088.0
0.618 6,054.5
HIGH 6,000.0
0.618 5,966.5
0.500 5,956.0
0.382 5,945.5
LOW 5,912.0
0.618 5,857.5
1.000 5,824.0
1.618 5,769.5
2.618 5,681.5
4.250 5,538.0
Fisher Pivots for day following 20-Apr-2011
Pivot 1 day 3 day
R1 5,973.5 5,958.0
PP 5,965.0 5,933.0
S1 5,956.0 5,908.5

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

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