FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 06-Jun-2011
Day Change Summary
Previous Current
03-Jun-2011 06-Jun-2011 Change Change % Previous Week
Open 5,867.5 5,837.0 -30.5 -0.5% 5,980.0
High 5,880.0 5,882.5 2.5 0.0% 5,996.5
Low 5,802.5 5,818.5 16.0 0.3% 5,802.5
Close 5,849.0 5,828.0 -21.0 -0.4% 5,849.0
Range 77.5 64.0 -13.5 -17.4% 194.0
ATR 85.3 83.8 -1.5 -1.8% 0.0
Volume 115,987 91,731 -24,256 -20.9% 444,019
Daily Pivots for day following 06-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,035.0 5,995.5 5,863.0
R3 5,971.0 5,931.5 5,845.5
R2 5,907.0 5,907.0 5,839.5
R1 5,867.5 5,867.5 5,834.0 5,855.0
PP 5,843.0 5,843.0 5,843.0 5,837.0
S1 5,803.5 5,803.5 5,822.0 5,791.0
S2 5,779.0 5,779.0 5,816.5
S3 5,715.0 5,739.5 5,810.5
S4 5,651.0 5,675.5 5,793.0
Weekly Pivots for week ending 03-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,464.5 6,351.0 5,955.5
R3 6,270.5 6,157.0 5,902.5
R2 6,076.5 6,076.5 5,884.5
R1 5,963.0 5,963.0 5,867.0 5,923.0
PP 5,882.5 5,882.5 5,882.5 5,862.5
S1 5,769.0 5,769.0 5,831.0 5,729.0
S2 5,688.5 5,688.5 5,813.5
S3 5,494.5 5,575.0 5,795.5
S4 5,300.5 5,381.0 5,742.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,996.5 5,802.5 194.0 3.3% 77.0 1.3% 13% False False 107,150
10 5,996.5 5,778.0 218.5 3.7% 76.5 1.3% 23% False False 107,180
20 6,024.0 5,778.0 246.0 4.2% 84.0 1.4% 20% False False 105,117
40 6,068.5 5,778.0 290.5 5.0% 75.5 1.3% 17% False False 97,281
60 6,068.5 5,458.5 610.0 10.5% 79.5 1.4% 61% False False 97,936
80 6,068.5 5,458.5 610.0 10.5% 77.0 1.3% 61% False False 73,903
100 6,068.5 5,458.5 610.0 10.5% 67.0 1.2% 61% False False 59,137
120 6,068.5 5,458.5 610.0 10.5% 57.5 1.0% 61% False False 49,285
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,154.5
2.618 6,050.0
1.618 5,986.0
1.000 5,946.5
0.618 5,922.0
HIGH 5,882.5
0.618 5,858.0
0.500 5,850.5
0.382 5,843.0
LOW 5,818.5
0.618 5,779.0
1.000 5,754.5
1.618 5,715.0
2.618 5,651.0
4.250 5,546.5
Fisher Pivots for day following 06-Jun-2011
Pivot 1 day 3 day
R1 5,850.5 5,848.0
PP 5,843.0 5,841.5
S1 5,835.5 5,835.0

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

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