FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 20-May-2011
Day Change Summary
Previous Current
19-May-2011 20-May-2011 Change Change % Previous Week
Open 5,949.0 5,964.5 15.5 0.3% 5,880.0
High 5,991.5 6,006.0 14.5 0.2% 6,006.0
Low 5,922.5 5,912.0 -10.5 -0.2% 5,836.5
Close 5,949.0 5,929.5 -19.5 -0.3% 5,929.5
Range 69.0 94.0 25.0 36.2% 169.5
ATR 84.7 85.4 0.7 0.8% 0.0
Volume 106,572 110,431 3,859 3.6% 535,641
Daily Pivots for day following 20-May-2011
Classic Woodie Camarilla DeMark
R4 6,231.0 6,174.5 5,981.0
R3 6,137.0 6,080.5 5,955.5
R2 6,043.0 6,043.0 5,946.5
R1 5,986.5 5,986.5 5,938.0 5,968.0
PP 5,949.0 5,949.0 5,949.0 5,940.0
S1 5,892.5 5,892.5 5,921.0 5,874.0
S2 5,855.0 5,855.0 5,912.5
S3 5,761.0 5,798.5 5,903.5
S4 5,667.0 5,704.5 5,878.0
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 6,432.5 6,350.5 6,022.5
R3 6,263.0 6,181.0 5,976.0
R2 6,093.5 6,093.5 5,960.5
R1 6,011.5 6,011.5 5,945.0 6,052.5
PP 5,924.0 5,924.0 5,924.0 5,944.5
S1 5,842.0 5,842.0 5,914.0 5,883.0
S2 5,754.5 5,754.5 5,898.5
S3 5,585.0 5,672.5 5,883.0
S4 5,415.5 5,503.0 5,836.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,006.0 5,836.5 169.5 2.9% 80.5 1.4% 55% True False 107,128
10 6,024.0 5,836.5 187.5 3.2% 91.0 1.5% 50% False False 103,055
20 6,068.5 5,836.5 232.0 3.9% 80.0 1.4% 40% False False 98,076
40 6,068.5 5,685.0 383.5 6.5% 73.5 1.2% 64% False False 91,777
60 6,068.5 5,458.5 610.0 10.3% 82.5 1.4% 77% False False 80,654
80 6,068.5 5,458.5 610.0 10.3% 69.5 1.2% 77% False False 60,511
100 6,068.5 5,458.5 610.0 10.3% 61.0 1.0% 77% False False 48,422
120 6,068.5 5,458.5 610.0 10.3% 53.5 0.9% 77% False False 40,357
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,405.5
2.618 6,252.0
1.618 6,158.0
1.000 6,100.0
0.618 6,064.0
HIGH 6,006.0
0.618 5,970.0
0.500 5,959.0
0.382 5,948.0
LOW 5,912.0
0.618 5,854.0
1.000 5,818.0
1.618 5,760.0
2.618 5,666.0
4.250 5,512.5
Fisher Pivots for day following 20-May-2011
Pivot 1 day 3 day
R1 5,959.0 5,939.5
PP 5,949.0 5,936.0
S1 5,939.5 5,933.0

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

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