FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 08-Apr-2009
Day Change Summary
Previous Current
07-Apr-2009 08-Apr-2009 Change Change % Previous Week
Open 3,984.0 3,850.0 -134.0 -3.4% 3,800.0
High 3,996.5 3,906.0 -90.5 -2.3% 4,119.0
Low 3,854.0 3,827.5 -26.5 -0.7% 3,698.0
Close 3,886.0 3,872.5 -13.5 -0.3% 3,985.0
Range 142.5 78.5 -64.0 -44.9% 421.0
ATR 142.4 137.8 -4.6 -3.2% 0.0
Volume 93,677 130,078 36,401 38.9% 704,902
Daily Pivots for day following 08-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,104.0 4,067.0 3,915.5
R3 4,025.5 3,988.5 3,894.0
R2 3,947.0 3,947.0 3,887.0
R1 3,910.0 3,910.0 3,879.5 3,928.5
PP 3,868.5 3,868.5 3,868.5 3,878.0
S1 3,831.5 3,831.5 3,865.5 3,850.0
S2 3,790.0 3,790.0 3,858.0
S3 3,711.5 3,753.0 3,851.0
S4 3,633.0 3,674.5 3,829.5
Weekly Pivots for week ending 03-Apr-2009
Classic Woodie Camarilla DeMark
R4 5,197.0 5,012.0 4,216.5
R3 4,776.0 4,591.0 4,101.0
R2 4,355.0 4,355.0 4,062.0
R1 4,170.0 4,170.0 4,023.5 4,262.5
PP 3,934.0 3,934.0 3,934.0 3,980.0
S1 3,749.0 3,749.0 3,946.5 3,841.5
S2 3,513.0 3,513.0 3,908.0
S3 3,092.0 3,328.0 3,869.0
S4 2,671.0 2,907.0 3,753.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,119.0 3,827.5 291.5 7.5% 123.0 3.2% 15% False True 138,690
10 4,119.0 3,698.0 421.0 10.9% 122.5 3.2% 41% False False 131,003
20 4,119.0 3,405.5 713.5 18.4% 126.5 3.3% 65% False False 123,447
40 4,257.0 3,405.5 851.5 22.0% 114.5 3.0% 55% False False 61,910
60 4,360.0 3,405.5 954.5 24.6% 110.5 2.9% 49% False False 41,356
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 21.9
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 4,239.5
2.618 4,111.5
1.618 4,033.0
1.000 3,984.5
0.618 3,954.5
HIGH 3,906.0
0.618 3,876.0
0.500 3,867.0
0.382 3,857.5
LOW 3,827.5
0.618 3,779.0
1.000 3,749.0
1.618 3,700.5
2.618 3,622.0
4.250 3,494.0
Fisher Pivots for day following 08-Apr-2009
Pivot 1 day 3 day
R1 3,870.5 3,941.0
PP 3,868.5 3,918.0
S1 3,867.0 3,895.0

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

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