FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 26-Apr-2011
Day Change Summary
Previous Current
21-Apr-2011 26-Apr-2011 Change Change % Previous Week
Open 6,010.0 5,970.0 -40.0 -0.7% 5,955.0
High 6,020.0 6,038.0 18.0 0.3% 6,020.0
Low 5,967.5 5,970.0 2.5 0.0% 5,817.0
Close 5,980.5 6,031.5 51.0 0.9% 5,980.5
Range 52.5 68.0 15.5 29.5% 203.0
ATR 76.6 76.0 -0.6 -0.8% 0.0
Volume 72,830 75,236 2,406 3.3% 355,260
Daily Pivots for day following 26-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,217.0 6,192.5 6,069.0
R3 6,149.0 6,124.5 6,050.0
R2 6,081.0 6,081.0 6,044.0
R1 6,056.5 6,056.5 6,037.5 6,069.0
PP 6,013.0 6,013.0 6,013.0 6,019.5
S1 5,988.5 5,988.5 6,025.5 6,001.0
S2 5,945.0 5,945.0 6,019.0
S3 5,877.0 5,920.5 6,013.0
S4 5,809.0 5,852.5 5,994.0
Weekly Pivots for week ending 22-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,548.0 6,467.5 6,092.0
R3 6,345.0 6,264.5 6,036.5
R2 6,142.0 6,142.0 6,017.5
R1 6,061.5 6,061.5 5,999.0 6,102.0
PP 5,939.0 5,939.0 5,939.0 5,959.5
S1 5,858.5 5,858.5 5,962.0 5,899.0
S2 5,736.0 5,736.0 5,943.5
S3 5,533.0 5,655.5 5,924.5
S4 5,330.0 5,452.5 5,869.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,038.0 5,817.0 221.0 3.7% 76.0 1.3% 97% True False 86,099
10 6,038.0 5,817.0 221.0 3.7% 69.0 1.1% 97% True False 88,583
20 6,038.0 5,817.0 221.0 3.7% 63.0 1.0% 97% True False 83,823
40 6,038.0 5,458.5 579.5 9.6% 81.0 1.3% 99% True False 80,293
60 6,042.0 5,458.5 583.5 9.7% 69.0 1.1% 98% False False 53,575
80 6,042.0 5,458.5 583.5 9.7% 59.0 1.0% 98% False False 40,200
100 6,042.0 5,458.5 583.5 9.7% 49.5 0.8% 98% False False 32,162
120 6,042.0 5,458.5 583.5 9.7% 45.0 0.7% 98% False False 26,811
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 5.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,327.0
2.618 6,216.0
1.618 6,148.0
1.000 6,106.0
0.618 6,080.0
HIGH 6,038.0
0.618 6,012.0
0.500 6,004.0
0.382 5,996.0
LOW 5,970.0
0.618 5,928.0
1.000 5,902.0
1.618 5,860.0
2.618 5,792.0
4.250 5,681.0
Fisher Pivots for day following 26-Apr-2011
Pivot 1 day 3 day
R1 6,022.5 6,012.5
PP 6,013.0 5,994.0
S1 6,004.0 5,975.0

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

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