FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 04-May-2011
Day Change Summary
Previous Current
03-May-2011 04-May-2011 Change Change % Previous Week
Open 6,051.5 6,006.0 -45.5 -0.8% 5,970.0
High 6,068.5 6,046.0 -22.5 -0.4% 6,061.5
Low 6,018.5 5,945.0 -73.5 -1.2% 5,970.0
Close 6,043.5 5,957.0 -86.5 -1.4% 6,033.0
Range 50.0 101.0 51.0 102.0% 91.5
ATR 70.0 72.2 2.2 3.2% 0.0
Volume 91,879 119,142 27,263 29.7% 237,853
Daily Pivots for day following 04-May-2011
Classic Woodie Camarilla DeMark
R4 6,285.5 6,222.5 6,012.5
R3 6,184.5 6,121.5 5,985.0
R2 6,083.5 6,083.5 5,975.5
R1 6,020.5 6,020.5 5,966.5 6,001.5
PP 5,982.5 5,982.5 5,982.5 5,973.0
S1 5,919.5 5,919.5 5,947.5 5,900.5
S2 5,881.5 5,881.5 5,938.5
S3 5,780.5 5,818.5 5,929.0
S4 5,679.5 5,717.5 5,901.5
Weekly Pivots for week ending 29-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,296.0 6,256.0 6,083.5
R3 6,204.5 6,164.5 6,058.0
R2 6,113.0 6,113.0 6,050.0
R1 6,073.0 6,073.0 6,041.5 6,093.0
PP 6,021.5 6,021.5 6,021.5 6,031.5
S1 5,981.5 5,981.5 6,024.5 6,001.5
S2 5,930.0 5,930.0 6,016.0
S3 5,838.5 5,890.0 6,008.0
S4 5,747.0 5,798.5 5,982.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,068.5 5,945.0 123.5 2.1% 61.5 1.0% 10% False True 89,774
10 6,068.5 5,817.0 251.5 4.2% 67.0 1.1% 56% False False 88,603
20 6,068.5 5,817.0 251.5 4.2% 64.0 1.1% 56% False False 86,920
40 6,068.5 5,458.5 610.0 10.2% 77.0 1.3% 82% False False 89,198
60 6,068.5 5,458.5 610.0 10.2% 71.5 1.2% 82% False False 59,801
80 6,068.5 5,458.5 610.0 10.2% 60.5 1.0% 82% False False 44,867
100 6,068.5 5,458.5 610.0 10.2% 51.0 0.9% 82% False False 35,898
120 6,068.5 5,458.5 610.0 10.2% 47.0 0.8% 82% False False 29,924
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.8
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,475.0
2.618 6,310.5
1.618 6,209.5
1.000 6,147.0
0.618 6,108.5
HIGH 6,046.0
0.618 6,007.5
0.500 5,995.5
0.382 5,983.5
LOW 5,945.0
0.618 5,882.5
1.000 5,844.0
1.618 5,781.5
2.618 5,680.5
4.250 5,516.0
Fisher Pivots for day following 04-May-2011
Pivot 1 day 3 day
R1 5,995.5 6,007.0
PP 5,982.5 5,990.0
S1 5,970.0 5,973.5

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

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