FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 19-Jun-2008
Day Change Summary
Previous Current
18-Jun-2008 19-Jun-2008 Change Change % Previous Week
Open 5,840.0 5,747.0 -93.0 -1.6% 5,900.0
High 5,840.0 5,788.0 -52.0 -0.9% 5,950.5
Low 5,735.5 5,698.5 -37.0 -0.6% 5,711.5
Close 5,751.5 5,710.0 -41.5 -0.7% 5,810.0
Range 104.5 89.5 -15.0 -14.4% 239.0
ATR 106.8 105.6 -1.2 -1.2% 0.0
Volume 291,352 258,088 -33,264 -11.4% 633,301
Daily Pivots for day following 19-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,000.5 5,945.0 5,759.0
R3 5,911.0 5,855.5 5,734.5
R2 5,821.5 5,821.5 5,726.5
R1 5,766.0 5,766.0 5,718.0 5,749.0
PP 5,732.0 5,732.0 5,732.0 5,724.0
S1 5,676.5 5,676.5 5,702.0 5,659.5
S2 5,642.5 5,642.5 5,693.5
S3 5,553.0 5,587.0 5,685.5
S4 5,463.5 5,497.5 5,661.0
Weekly Pivots for week ending 13-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,541.0 6,414.5 5,941.5
R3 6,302.0 6,175.5 5,875.5
R2 6,063.0 6,063.0 5,854.0
R1 5,936.5 5,936.5 5,832.0 5,880.0
PP 5,824.0 5,824.0 5,824.0 5,796.0
S1 5,697.5 5,697.5 5,788.0 5,641.0
S2 5,585.0 5,585.0 5,766.0
S3 5,346.0 5,458.5 5,744.5
S4 5,107.0 5,219.5 5,678.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,934.0 5,698.5 235.5 4.1% 100.0 1.7% 5% False True 196,866
10 6,087.5 5,698.5 389.0 6.8% 112.5 2.0% 3% False True 156,768
20 6,232.0 5,698.5 533.5 9.3% 99.0 1.7% 2% False True 121,662
40 6,396.0 5,698.5 697.5 12.2% 96.5 1.7% 2% False True 101,792
60 6,396.0 5,597.5 798.5 14.0% 97.5 1.7% 14% False False 101,734
80 6,396.0 5,424.5 971.5 17.0% 100.5 1.8% 29% False False 88,781
100 6,396.0 5,424.5 971.5 17.0% 99.0 1.7% 29% False False 71,129
120 6,559.5 5,325.0 1,234.5 21.6% 104.0 1.8% 31% False False 59,300
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,168.5
2.618 6,022.5
1.618 5,933.0
1.000 5,877.5
0.618 5,843.5
HIGH 5,788.0
0.618 5,754.0
0.500 5,743.0
0.382 5,732.5
LOW 5,698.5
0.618 5,643.0
1.000 5,609.0
1.618 5,553.5
2.618 5,464.0
4.250 5,318.0
Fisher Pivots for day following 19-Jun-2008
Pivot 1 day 3 day
R1 5,743.0 5,816.0
PP 5,732.0 5,781.0
S1 5,721.0 5,745.5

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

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