FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 10-Jun-2011
Day Change Summary
Previous Current
09-Jun-2011 10-Jun-2011 Change Change % Previous Week
Open 5,806.5 5,844.0 37.5 0.6% 5,837.0
High 5,885.5 5,869.0 -16.5 -0.3% 5,892.0
Low 5,793.5 5,737.0 -56.5 -1.0% 5,737.0
Close 5,871.5 5,765.0 -106.5 -1.8% 5,765.0
Range 92.0 132.0 40.0 43.5% 155.0
ATR 83.1 86.8 3.7 4.4% 0.0
Volume 127,243 152,689 25,446 20.0% 620,611
Daily Pivots for day following 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,186.5 6,107.5 5,837.5
R3 6,054.5 5,975.5 5,801.5
R2 5,922.5 5,922.5 5,789.0
R1 5,843.5 5,843.5 5,777.0 5,817.0
PP 5,790.5 5,790.5 5,790.5 5,777.0
S1 5,711.5 5,711.5 5,753.0 5,685.0
S2 5,658.5 5,658.5 5,741.0
S3 5,526.5 5,579.5 5,728.5
S4 5,394.5 5,447.5 5,692.5
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,263.0 6,169.0 5,850.0
R3 6,108.0 6,014.0 5,807.5
R2 5,953.0 5,953.0 5,793.5
R1 5,859.0 5,859.0 5,779.0 5,828.5
PP 5,798.0 5,798.0 5,798.0 5,783.0
S1 5,704.0 5,704.0 5,751.0 5,673.5
S2 5,643.0 5,643.0 5,736.5
S3 5,488.0 5,549.0 5,722.5
S4 5,333.0 5,394.0 5,680.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,892.0 5,737.0 155.0 2.7% 86.5 1.5% 18% False True 124,122
10 5,996.5 5,737.0 259.5 4.5% 79.5 1.4% 11% False True 116,674
20 6,006.0 5,737.0 269.0 4.7% 82.5 1.4% 10% False True 112,009
40 6,068.5 5,737.0 331.5 5.8% 79.5 1.4% 8% False True 102,818
60 6,068.5 5,458.5 610.0 10.6% 80.5 1.4% 50% False False 103,656
80 6,068.5 5,458.5 610.0 10.6% 79.0 1.4% 50% False False 80,508
100 6,068.5 5,458.5 610.0 10.6% 69.5 1.2% 50% False False 64,424
120 6,068.5 5,458.5 610.0 10.6% 60.5 1.1% 50% False False 53,692
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.6
Widest range in 34 trading days
Fibonacci Retracements and Extensions
4.250 6,430.0
2.618 6,214.5
1.618 6,082.5
1.000 6,001.0
0.618 5,950.5
HIGH 5,869.0
0.618 5,818.5
0.500 5,803.0
0.382 5,787.5
LOW 5,737.0
0.618 5,655.5
1.000 5,605.0
1.618 5,523.5
2.618 5,391.5
4.250 5,176.0
Fisher Pivots for day following 10-Jun-2011
Pivot 1 day 3 day
R1 5,803.0 5,811.0
PP 5,790.5 5,796.0
S1 5,777.5 5,780.5

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

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