FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 09-Apr-2009
Day Change Summary
Previous Current
08-Apr-2009 09-Apr-2009 Change Change % Previous Week
Open 3,850.0 3,921.0 71.0 1.8% 3,800.0
High 3,906.0 3,969.0 63.0 1.6% 4,119.0
Low 3,827.5 3,862.5 35.0 0.9% 3,698.0
Close 3,872.5 3,929.5 57.0 1.5% 3,985.0
Range 78.5 106.5 28.0 35.7% 421.0
ATR 137.8 135.6 -2.2 -1.6% 0.0
Volume 130,078 121,215 -8,863 -6.8% 704,902
Daily Pivots for day following 09-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,240.0 4,191.0 3,988.0
R3 4,133.5 4,084.5 3,959.0
R2 4,027.0 4,027.0 3,949.0
R1 3,978.0 3,978.0 3,939.5 4,002.5
PP 3,920.5 3,920.5 3,920.5 3,932.5
S1 3,871.5 3,871.5 3,919.5 3,896.0
S2 3,814.0 3,814.0 3,910.0
S3 3,707.5 3,765.0 3,900.0
S4 3,601.0 3,658.5 3,871.0
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 4,090.5 3,827.5 263.0 6.7% 118.5 3.0% 39% False False 133,255
10 4,119.0 3,698.0 421.0 10.7% 124.5 3.2% 55% False False 130,574
20 4,119.0 3,562.5 556.5 14.2% 127.0 3.2% 66% False False 129,472
40 4,230.0 3,405.5 824.5 21.0% 115.0 2.9% 64% False False 64,934
60 4,324.5 3,405.5 919.0 23.4% 112.0 2.9% 57% False False 43,375
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 22.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,421.5
2.618 4,248.0
1.618 4,141.5
1.000 4,075.5
0.618 4,035.0
HIGH 3,969.0
0.618 3,928.5
0.500 3,916.0
0.382 3,903.0
LOW 3,862.5
0.618 3,796.5
1.000 3,756.0
1.618 3,690.0
2.618 3,583.5
4.250 3,410.0
Fisher Pivots for day following 09-Apr-2009
Pivot 1 day 3 day
R1 3,925.0 3,923.5
PP 3,920.5 3,918.0
S1 3,916.0 3,912.0

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

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