FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 29-May-2008
Day Change Summary
Previous Current
28-May-2008 29-May-2008 Change Change % Previous Week
Open 6,081.0 6,114.5 33.5 0.6% 6,330.0
High 6,128.0 6,135.0 7.0 0.1% 6,396.0
Low 6,053.5 6,042.0 -11.5 -0.2% 6,083.5
Close 6,069.5 6,074.5 5.0 0.1% 6,107.0
Range 74.5 93.0 18.5 24.8% 312.5
ATR 100.2 99.7 -0.5 -0.5% 0.0
Volume 76,567 73,743 -2,824 -3.7% 525,565
Daily Pivots for day following 29-May-2008
Classic Woodie Camarilla DeMark
R4 6,363.0 6,311.5 6,125.5
R3 6,270.0 6,218.5 6,100.0
R2 6,177.0 6,177.0 6,091.5
R1 6,125.5 6,125.5 6,083.0 6,105.0
PP 6,084.0 6,084.0 6,084.0 6,073.5
S1 6,032.5 6,032.5 6,066.0 6,012.0
S2 5,991.0 5,991.0 6,057.5
S3 5,898.0 5,939.5 6,049.0
S4 5,805.0 5,846.5 6,023.5
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 7,133.0 6,932.5 6,279.0
R3 6,820.5 6,620.0 6,193.0
R2 6,508.0 6,508.0 6,164.5
R1 6,307.5 6,307.5 6,135.5 6,251.5
PP 6,195.5 6,195.5 6,195.5 6,167.5
S1 5,995.0 5,995.0 6,078.5 5,939.0
S2 5,883.0 5,883.0 6,049.5
S3 5,570.5 5,682.5 6,021.0
S4 5,258.0 5,370.0 5,935.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,232.0 6,042.0 190.0 3.1% 90.5 1.5% 17% False True 84,811
10 6,396.0 6,042.0 354.0 5.8% 97.5 1.6% 9% False True 97,015
20 6,396.0 6,041.5 354.5 5.8% 94.0 1.6% 9% False False 76,990
40 6,396.0 5,832.0 564.0 9.3% 92.5 1.5% 43% False False 88,515
60 6,396.0 5,424.5 971.5 16.0% 100.0 1.6% 67% False False 84,866
80 6,396.0 5,424.5 971.5 16.0% 100.0 1.7% 67% False False 63,757
100 6,431.5 5,325.0 1,106.5 18.2% 105.0 1.7% 68% False False 51,067
120 6,643.5 5,325.0 1,318.5 21.7% 93.0 1.5% 57% False False 42,559
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,530.0
2.618 6,378.5
1.618 6,285.5
1.000 6,228.0
0.618 6,192.5
HIGH 6,135.0
0.618 6,099.5
0.500 6,088.5
0.382 6,077.5
LOW 6,042.0
0.618 5,984.5
1.000 5,949.0
1.618 5,891.5
2.618 5,798.5
4.250 5,647.0
Fisher Pivots for day following 29-May-2008
Pivot 1 day 3 day
R1 6,088.5 6,093.0
PP 6,084.0 6,087.0
S1 6,079.0 6,080.5

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

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