FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 11-May-2011
Day Change Summary
Previous Current
10-May-2011 11-May-2011 Change Change % Previous Week
Open 5,926.5 6,010.0 83.5 1.4% 6,051.5
High 6,017.0 6,024.0 7.0 0.1% 6,068.5
Low 5,913.0 5,903.5 -9.5 -0.2% 5,841.5
Close 5,990.5 5,957.5 -33.0 -0.6% 5,951.5
Range 104.0 120.5 16.5 15.9% 227.0
ATR 78.7 81.6 3.0 3.8% 0.0
Volume 85,729 96,766 11,037 12.9% 433,057
Daily Pivots for day following 11-May-2011
Classic Woodie Camarilla DeMark
R4 6,323.0 6,261.0 6,024.0
R3 6,202.5 6,140.5 5,990.5
R2 6,082.0 6,082.0 5,979.5
R1 6,020.0 6,020.0 5,968.5 5,991.0
PP 5,961.5 5,961.5 5,961.5 5,947.0
S1 5,899.5 5,899.5 5,946.5 5,870.0
S2 5,841.0 5,841.0 5,935.5
S3 5,720.5 5,779.0 5,924.5
S4 5,600.0 5,658.5 5,891.0
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 6,024.0 5,841.5 182.5 3.1% 102.0 1.7% 64% True False 101,369
10 6,068.5 5,841.5 227.0 3.8% 81.5 1.4% 51% False False 95,572
20 6,068.5 5,817.0 251.5 4.2% 74.5 1.3% 56% False False 91,624
40 6,068.5 5,458.5 610.0 10.2% 78.5 1.3% 82% False False 98,821
60 6,068.5 5,458.5 610.0 10.2% 77.5 1.3% 82% False False 68,237
80 6,068.5 5,458.5 610.0 10.2% 66.5 1.1% 82% False False 51,201
100 6,068.5 5,458.5 610.0 10.2% 55.5 0.9% 82% False False 40,966
120 6,068.5 5,458.5 610.0 10.2% 50.5 0.9% 82% False False 34,147
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.8
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,536.0
2.618 6,339.5
1.618 6,219.0
1.000 6,144.5
0.618 6,098.5
HIGH 6,024.0
0.618 5,978.0
0.500 5,964.0
0.382 5,949.5
LOW 5,903.5
0.618 5,829.0
1.000 5,783.0
1.618 5,708.5
2.618 5,588.0
4.250 5,391.5
Fisher Pivots for day following 11-May-2011
Pivot 1 day 3 day
R1 5,964.0 5,959.0
PP 5,961.5 5,958.5
S1 5,959.5 5,958.0

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

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