FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 20-Jun-2008
Day Change Summary
Previous Current
19-Jun-2008 20-Jun-2008 Change Change % Previous Week
Open 5,747.0 5,712.5 -34.5 -0.6% 5,819.0
High 5,788.0 5,730.5 -57.5 -1.0% 5,934.0
Low 5,698.5 5,686.0 -12.5 -0.2% 5,686.0
Close 5,710.0 5,701.5 -8.5 -0.1% 5,701.5
Range 89.5 44.5 -45.0 -50.3% 248.0
ATR 105.6 101.2 -4.4 -4.1% 0.0
Volume 258,088 138,061 -120,027 -46.5% 988,061
Daily Pivots for day following 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 5,839.5 5,815.0 5,726.0
R3 5,795.0 5,770.5 5,713.5
R2 5,750.5 5,750.5 5,709.5
R1 5,726.0 5,726.0 5,705.5 5,716.0
PP 5,706.0 5,706.0 5,706.0 5,701.0
S1 5,681.5 5,681.5 5,697.5 5,671.5
S2 5,661.5 5,661.5 5,693.5
S3 5,617.0 5,637.0 5,689.5
S4 5,572.5 5,592.5 5,677.0
Weekly Pivots for week ending 20-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,518.0 6,357.5 5,838.0
R3 6,270.0 6,109.5 5,769.5
R2 6,022.0 6,022.0 5,747.0
R1 5,861.5 5,861.5 5,724.0 5,818.0
PP 5,774.0 5,774.0 5,774.0 5,752.0
S1 5,613.5 5,613.5 5,679.0 5,570.0
S2 5,526.0 5,526.0 5,656.0
S3 5,278.0 5,365.5 5,633.5
S4 5,030.0 5,117.5 5,565.0
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 5,686.0 248.0 4.3% 88.5 1.6% 6% False True 197,612
10 5,950.5 5,686.0 264.5 4.6% 94.5 1.7% 6% False True 162,136
20 6,199.0 5,686.0 513.0 9.0% 97.5 1.7% 3% False True 123,779
40 6,396.0 5,686.0 710.0 12.5% 94.0 1.6% 2% False True 102,497
60 6,396.0 5,597.5 798.5 14.0% 96.5 1.7% 13% False False 102,557
80 6,396.0 5,424.5 971.5 17.0% 100.0 1.8% 29% False False 90,506
100 6,396.0 5,424.5 971.5 17.0% 99.0 1.7% 29% False False 72,482
120 6,559.5 5,325.0 1,234.5 21.7% 104.0 1.8% 30% False False 60,450
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 21.0
Narrowest range in 96 trading days
Fibonacci Retracements and Extensions
4.250 5,919.5
2.618 5,847.0
1.618 5,802.5
1.000 5,775.0
0.618 5,758.0
HIGH 5,730.5
0.618 5,713.5
0.500 5,708.0
0.382 5,703.0
LOW 5,686.0
0.618 5,658.5
1.000 5,641.5
1.618 5,614.0
2.618 5,569.5
4.250 5,497.0
Fisher Pivots for day following 20-Jun-2008
Pivot 1 day 3 day
R1 5,708.0 5,763.0
PP 5,706.0 5,742.5
S1 5,704.0 5,722.0

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

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