FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 08-Jun-2011
Day Change Summary
Previous Current
07-Jun-2011 08-Jun-2011 Change Change % Previous Week
Open 5,846.5 5,851.0 4.5 0.1% 5,980.0
High 5,892.0 5,862.5 -29.5 -0.5% 5,996.5
Low 5,830.0 5,779.5 -50.5 -0.9% 5,802.5
Close 5,844.0 5,794.5 -49.5 -0.8% 5,849.0
Range 62.0 83.0 21.0 33.9% 194.0
ATR 82.4 82.4 0.0 0.1% 0.0
Volume 101,397 147,551 46,154 45.5% 444,019
Daily Pivots for day following 08-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,061.0 6,011.0 5,840.0
R3 5,978.0 5,928.0 5,817.5
R2 5,895.0 5,895.0 5,809.5
R1 5,845.0 5,845.0 5,802.0 5,828.5
PP 5,812.0 5,812.0 5,812.0 5,804.0
S1 5,762.0 5,762.0 5,787.0 5,745.5
S2 5,729.0 5,729.0 5,779.5
S3 5,646.0 5,679.0 5,771.5
S4 5,563.0 5,596.0 5,749.0
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 5,894.0 5,779.5 114.5 2.0% 67.5 1.2% 13% False True 111,904
10 5,996.5 5,778.0 218.5 3.8% 74.0 1.3% 8% False False 110,481
20 6,024.0 5,778.0 246.0 4.2% 82.0 1.4% 7% False False 108,162
40 6,068.5 5,778.0 290.5 5.0% 77.0 1.3% 6% False False 99,773
60 6,068.5 5,458.5 610.0 10.5% 79.5 1.4% 55% False False 101,551
80 6,068.5 5,458.5 610.0 10.5% 77.5 1.3% 55% False False 77,012
100 6,068.5 5,458.5 610.0 10.5% 68.5 1.2% 55% False False 61,627
120 6,068.5 5,458.5 610.0 10.5% 59.0 1.0% 55% False False 51,359
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,215.0
2.618 6,080.0
1.618 5,997.0
1.000 5,945.5
0.618 5,914.0
HIGH 5,862.5
0.618 5,831.0
0.500 5,821.0
0.382 5,811.0
LOW 5,779.5
0.618 5,728.0
1.000 5,696.5
1.618 5,645.0
2.618 5,562.0
4.250 5,427.0
Fisher Pivots for day following 08-Jun-2011
Pivot 1 day 3 day
R1 5,821.0 5,836.0
PP 5,812.0 5,822.0
S1 5,803.5 5,808.0

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

View Archives - Comment on this page... - Back to Index of Symbols