FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 24-May-2011
Day Change Summary
Previous Current
23-May-2011 24-May-2011 Change Change % Previous Week
Open 5,850.0 5,823.5 -26.5 -0.5% 5,880.0
High 5,925.5 5,869.5 -56.0 -0.9% 6,006.0
Low 5,804.0 5,823.5 19.5 0.3% 5,836.5
Close 5,828.5 5,835.5 7.0 0.1% 5,929.5
Range 121.5 46.0 -75.5 -62.1% 169.5
ATR 88.3 85.2 -3.0 -3.4% 0.0
Volume 113,305 102,632 -10,673 -9.4% 535,641
Daily Pivots for day following 24-May-2011
Classic Woodie Camarilla DeMark
R4 5,981.0 5,954.0 5,861.0
R3 5,935.0 5,908.0 5,848.0
R2 5,889.0 5,889.0 5,844.0
R1 5,862.0 5,862.0 5,839.5 5,875.5
PP 5,843.0 5,843.0 5,843.0 5,849.5
S1 5,816.0 5,816.0 5,831.5 5,829.5
S2 5,797.0 5,797.0 5,827.0
S3 5,751.0 5,770.0 5,823.0
S4 5,705.0 5,724.0 5,810.0
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 5,804.0 202.0 3.5% 81.0 1.4% 16% False False 103,740
10 6,024.0 5,804.0 220.0 3.8% 90.0 1.5% 14% False False 105,844
20 6,068.5 5,804.0 264.5 4.5% 82.5 1.4% 12% False False 99,511
40 6,068.5 5,732.5 336.0 5.8% 74.0 1.3% 31% False False 92,522
60 6,068.5 5,458.5 610.0 10.5% 82.0 1.4% 62% False False 84,240
80 6,068.5 5,458.5 610.0 10.5% 71.5 1.2% 62% False False 63,210
100 6,068.5 5,458.5 610.0 10.5% 62.5 1.1% 62% False False 50,581
120 6,068.5 5,458.5 610.0 10.5% 54.5 0.9% 62% False False 42,156
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.7
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,065.0
2.618 5,990.0
1.618 5,944.0
1.000 5,915.5
0.618 5,898.0
HIGH 5,869.5
0.618 5,852.0
0.500 5,846.5
0.382 5,841.0
LOW 5,823.5
0.618 5,795.0
1.000 5,777.5
1.618 5,749.0
2.618 5,703.0
4.250 5,628.0
Fisher Pivots for day following 24-May-2011
Pivot 1 day 3 day
R1 5,846.5 5,905.0
PP 5,843.0 5,882.0
S1 5,839.0 5,858.5

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

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