FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 17-Jun-2011
Day Change Summary
Previous Current
16-Jun-2011 17-Jun-2011 Change Change % Previous Week
Open 5,715.0 5,687.0 -28.0 -0.5% 5,771.0
High 5,731.0 5,692.5 -38.5 -0.7% 5,826.0
Low 5,643.0 5,644.5 1.5 0.0% 5,643.0
Close 5,670.5 5,674.5 4.0 0.1% 5,674.5
Range 88.0 48.0 -40.0 -45.5% 183.0
ATR 86.4 83.6 -2.7 -3.2% 0.0
Volume 231,030 27,090 -203,940 -88.3% 1,083,472
Daily Pivots for day following 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 5,814.5 5,792.5 5,701.0
R3 5,766.5 5,744.5 5,687.5
R2 5,718.5 5,718.5 5,683.5
R1 5,696.5 5,696.5 5,679.0 5,683.5
PP 5,670.5 5,670.5 5,670.5 5,664.0
S1 5,648.5 5,648.5 5,670.0 5,635.5
S2 5,622.5 5,622.5 5,665.5
S3 5,574.5 5,600.5 5,661.5
S4 5,526.5 5,552.5 5,648.0
Weekly Pivots for week ending 17-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,263.5 6,152.0 5,775.0
R3 6,080.5 5,969.0 5,725.0
R2 5,897.5 5,897.5 5,708.0
R1 5,786.0 5,786.0 5,691.5 5,750.0
PP 5,714.5 5,714.5 5,714.5 5,696.5
S1 5,603.0 5,603.0 5,657.5 5,567.0
S2 5,531.5 5,531.5 5,641.0
S3 5,348.5 5,420.0 5,624.0
S4 5,165.5 5,237.0 5,574.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,826.0 5,643.0 183.0 3.2% 76.5 1.3% 17% False False 216,694
10 5,892.0 5,643.0 249.0 4.4% 81.5 1.4% 13% False False 170,408
20 6,006.0 5,643.0 363.0 6.4% 80.5 1.4% 9% False False 139,729
40 6,068.5 5,643.0 425.5 7.5% 81.5 1.4% 7% False False 118,521
60 6,068.5 5,643.0 425.5 7.5% 75.5 1.3% 7% False False 107,329
80 6,068.5 5,458.5 610.0 10.7% 82.0 1.4% 35% False False 94,045
100 6,068.5 5,458.5 610.0 10.7% 71.0 1.3% 35% False False 75,252
120 6,068.5 5,458.5 610.0 10.7% 63.5 1.1% 35% False False 62,720
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 16.5
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 5,896.5
2.618 5,818.0
1.618 5,770.0
1.000 5,740.5
0.618 5,722.0
HIGH 5,692.5
0.618 5,674.0
0.500 5,668.5
0.382 5,663.0
LOW 5,644.5
0.618 5,615.0
1.000 5,596.5
1.618 5,567.0
2.618 5,519.0
4.250 5,440.5
Fisher Pivots for day following 17-Jun-2011
Pivot 1 day 3 day
R1 5,672.5 5,728.0
PP 5,670.5 5,710.5
S1 5,668.5 5,692.5

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

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