FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 07-Jun-2011
Day Change Summary
Previous Current
06-Jun-2011 07-Jun-2011 Change Change % Previous Week
Open 5,837.0 5,846.5 9.5 0.2% 5,980.0
High 5,882.5 5,892.0 9.5 0.2% 5,996.5
Low 5,818.5 5,830.0 11.5 0.2% 5,802.5
Close 5,828.0 5,844.0 16.0 0.3% 5,849.0
Range 64.0 62.0 -2.0 -3.1% 194.0
ATR 83.8 82.4 -1.4 -1.7% 0.0
Volume 91,731 101,397 9,666 10.5% 444,019
Daily Pivots for day following 07-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,041.5 6,004.5 5,878.0
R3 5,979.5 5,942.5 5,861.0
R2 5,917.5 5,917.5 5,855.5
R1 5,880.5 5,880.5 5,849.5 5,868.0
PP 5,855.5 5,855.5 5,855.5 5,849.0
S1 5,818.5 5,818.5 5,838.5 5,806.0
S2 5,793.5 5,793.5 5,832.5
S3 5,731.5 5,756.5 5,827.0
S4 5,669.5 5,694.5 5,810.0
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 5,996.0 5,802.5 193.5 3.3% 77.0 1.3% 21% False False 105,258
10 5,996.5 5,778.0 218.5 3.7% 70.5 1.2% 30% False False 105,989
20 6,024.0 5,778.0 246.0 4.2% 83.0 1.4% 27% False False 105,071
40 6,068.5 5,778.0 290.5 5.0% 76.0 1.3% 23% False False 98,114
60 6,068.5 5,458.5 610.0 10.4% 79.0 1.4% 63% False False 99,446
80 6,068.5 5,458.5 610.0 10.4% 77.0 1.3% 63% False False 75,169
100 6,068.5 5,458.5 610.0 10.4% 67.5 1.2% 63% False False 60,151
120 6,068.5 5,458.5 610.0 10.4% 58.0 1.0% 63% False False 50,130
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,155.5
2.618 6,054.5
1.618 5,992.5
1.000 5,954.0
0.618 5,930.5
HIGH 5,892.0
0.618 5,868.5
0.500 5,861.0
0.382 5,853.5
LOW 5,830.0
0.618 5,791.5
1.000 5,768.0
1.618 5,729.5
2.618 5,667.5
4.250 5,566.5
Fisher Pivots for day following 07-Jun-2011
Pivot 1 day 3 day
R1 5,861.0 5,847.0
PP 5,855.5 5,846.0
S1 5,849.5 5,845.0

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

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