FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 06-May-2011
Day Change Summary
Previous Current
05-May-2011 06-May-2011 Change Change % Previous Week
Open 5,982.0 5,885.0 -97.0 -1.6% 6,051.5
High 5,982.0 5,955.5 -26.5 -0.4% 6,068.5
Low 5,885.0 5,841.5 -43.5 -0.7% 5,841.5
Close 5,890.0 5,951.5 61.5 1.0% 5,951.5
Range 97.0 114.0 17.0 17.5% 227.0
ATR 74.0 76.8 2.9 3.9% 0.0
Volume 100,068 121,968 21,900 21.9% 433,057
Daily Pivots for day following 06-May-2011
Classic Woodie Camarilla DeMark
R4 6,258.0 6,219.0 6,014.0
R3 6,144.0 6,105.0 5,983.0
R2 6,030.0 6,030.0 5,972.5
R1 5,991.0 5,991.0 5,962.0 6,010.5
PP 5,916.0 5,916.0 5,916.0 5,926.0
S1 5,877.0 5,877.0 5,941.0 5,896.5
S2 5,802.0 5,802.0 5,930.5
S3 5,688.0 5,763.0 5,920.0
S4 5,574.0 5,649.0 5,889.0
Weekly Pivots for week ending 06-May-2011
Classic Woodie Camarilla DeMark
R4 6,635.0 6,520.0 6,076.5
R3 6,408.0 6,293.0 6,014.0
R2 6,181.0 6,181.0 5,993.0
R1 6,066.0 6,066.0 5,972.5 6,010.0
PP 5,954.0 5,954.0 5,954.0 5,926.0
S1 5,839.0 5,839.0 5,930.5 5,783.0
S2 5,727.0 5,727.0 5,910.0
S3 5,500.0 5,612.0 5,889.0
S4 5,273.0 5,385.0 5,826.5
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 5,841.5 227.0 3.8% 81.0 1.4% 48% False True 103,343
10 6,068.5 5,841.5 227.0 3.8% 69.0 1.2% 48% False True 93,097
20 6,068.5 5,817.0 251.5 4.2% 67.0 1.1% 53% False False 89,444
40 6,068.5 5,458.5 610.0 10.2% 77.5 1.3% 81% False False 94,345
60 6,068.5 5,458.5 610.0 10.2% 74.5 1.3% 81% False False 63,498
80 6,068.5 5,458.5 610.0 10.2% 63.0 1.1% 81% False False 47,642
100 6,068.5 5,458.5 610.0 10.2% 52.5 0.9% 81% False False 38,118
120 6,068.5 5,458.5 610.0 10.2% 48.5 0.8% 81% False False 31,775
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 12.8
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,440.0
2.618 6,254.0
1.618 6,140.0
1.000 6,069.5
0.618 6,026.0
HIGH 5,955.5
0.618 5,912.0
0.500 5,898.5
0.382 5,885.0
LOW 5,841.5
0.618 5,771.0
1.000 5,727.5
1.618 5,657.0
2.618 5,543.0
4.250 5,357.0
Fisher Pivots for day following 06-May-2011
Pivot 1 day 3 day
R1 5,934.0 5,949.0
PP 5,916.0 5,946.5
S1 5,898.5 5,944.0

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

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