FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 28-Apr-2009
Day Change Summary
Previous Current
27-Apr-2009 28-Apr-2009 Change Change % Previous Week
Open 4,069.0 4,056.0 -13.0 -0.3% 4,034.5
High 4,137.5 4,084.0 -53.5 -1.3% 4,132.0
Low 4,046.0 4,012.0 -34.0 -0.8% 3,845.0
Close 4,130.0 4,050.0 -80.0 -1.9% 4,107.5
Range 91.5 72.0 -19.5 -21.3% 287.0
ATR 126.9 126.3 -0.6 -0.5% 0.0
Volume 100,914 89,777 -11,137 -11.0% 584,122
Daily Pivots for day following 28-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,264.5 4,229.5 4,089.5
R3 4,192.5 4,157.5 4,070.0
R2 4,120.5 4,120.5 4,063.0
R1 4,085.5 4,085.5 4,056.5 4,067.0
PP 4,048.5 4,048.5 4,048.5 4,039.5
S1 4,013.5 4,013.5 4,043.5 3,995.0
S2 3,976.5 3,976.5 4,037.0
S3 3,904.5 3,941.5 4,030.0
S4 3,832.5 3,869.5 4,010.5
Weekly Pivots for week ending 24-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,889.0 4,785.5 4,265.5
R3 4,602.0 4,498.5 4,186.5
R2 4,315.0 4,315.0 4,160.0
R1 4,211.5 4,211.5 4,134.0 4,263.0
PP 4,028.0 4,028.0 4,028.0 4,054.0
S1 3,924.5 3,924.5 4,081.0 3,976.0
S2 3,741.0 3,741.0 4,055.0
S3 3,454.0 3,637.5 4,028.5
S4 3,167.0 3,350.5 3,949.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,137.5 3,902.5 235.0 5.8% 101.5 2.5% 63% False False 111,736
10 4,137.5 3,845.0 292.5 7.2% 113.0 2.8% 70% False False 110,268
20 4,137.5 3,698.0 439.5 10.9% 119.5 3.0% 80% False False 120,355
40 4,137.5 3,405.5 732.0 18.1% 121.0 3.0% 88% False False 94,947
60 4,262.5 3,405.5 857.0 21.2% 112.5 2.8% 75% False False 63,393
80 4,596.5 3,405.5 1,191.0 29.4% 104.0 2.6% 54% False False 47,604
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 27.0
Narrowest range in 38 trading days
Fibonacci Retracements and Extensions
4.250 4,390.0
2.618 4,272.5
1.618 4,200.5
1.000 4,156.0
0.618 4,128.5
HIGH 4,084.0
0.618 4,056.5
0.500 4,048.0
0.382 4,039.5
LOW 4,012.0
0.618 3,967.5
1.000 3,940.0
1.618 3,895.5
2.618 3,823.5
4.250 3,706.0
Fisher Pivots for day following 28-Apr-2009
Pivot 1 day 3 day
R1 4,049.5 4,064.0
PP 4,048.5 4,059.0
S1 4,048.0 4,054.5

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

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