FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 05-May-2011
Day Change Summary
Previous Current
04-May-2011 05-May-2011 Change Change % Previous Week
Open 6,006.0 5,982.0 -24.0 -0.4% 5,970.0
High 6,046.0 5,982.0 -64.0 -1.1% 6,061.5
Low 5,945.0 5,885.0 -60.0 -1.0% 5,970.0
Close 5,957.0 5,890.0 -67.0 -1.1% 6,033.0
Range 101.0 97.0 -4.0 -4.0% 91.5
ATR 72.2 74.0 1.8 2.5% 0.0
Volume 119,142 100,068 -19,074 -16.0% 237,853
Daily Pivots for day following 05-May-2011
Classic Woodie Camarilla DeMark
R4 6,210.0 6,147.0 5,943.5
R3 6,113.0 6,050.0 5,916.5
R2 6,016.0 6,016.0 5,908.0
R1 5,953.0 5,953.0 5,899.0 5,936.0
PP 5,919.0 5,919.0 5,919.0 5,910.5
S1 5,856.0 5,856.0 5,881.0 5,839.0
S2 5,822.0 5,822.0 5,872.0
S3 5,725.0 5,759.0 5,863.5
S4 5,628.0 5,662.0 5,836.5
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 5,885.0 183.5 3.1% 67.0 1.1% 3% False True 94,741
10 6,068.5 5,817.0 251.5 4.3% 71.5 1.2% 29% False False 90,420
20 6,068.5 5,817.0 251.5 4.3% 64.0 1.1% 29% False False 87,224
40 6,068.5 5,458.5 610.0 10.4% 77.0 1.3% 71% False False 91,402
60 6,068.5 5,458.5 610.0 10.4% 73.0 1.2% 71% False False 61,467
80 6,068.5 5,458.5 610.0 10.4% 61.5 1.0% 71% False False 46,118
100 6,068.5 5,458.5 610.0 10.4% 51.5 0.9% 71% False False 36,899
120 6,068.5 5,458.5 610.0 10.4% 47.5 0.8% 71% False False 30,758
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 8.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,394.0
2.618 6,236.0
1.618 6,139.0
1.000 6,079.0
0.618 6,042.0
HIGH 5,982.0
0.618 5,945.0
0.500 5,933.5
0.382 5,922.0
LOW 5,885.0
0.618 5,825.0
1.000 5,788.0
1.618 5,728.0
2.618 5,631.0
4.250 5,473.0
Fisher Pivots for day following 05-May-2011
Pivot 1 day 3 day
R1 5,933.5 5,977.0
PP 5,919.0 5,948.0
S1 5,904.5 5,919.0

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

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