FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 29-Apr-2009
Day Change Summary
Previous Current
28-Apr-2009 29-Apr-2009 Change Change % Previous Week
Open 4,056.0 4,067.0 11.0 0.3% 4,034.5
High 4,084.0 4,181.0 97.0 2.4% 4,132.0
Low 4,012.0 4,049.5 37.5 0.9% 3,845.0
Close 4,050.0 4,157.5 107.5 2.7% 4,107.5
Range 72.0 131.5 59.5 82.6% 287.0
ATR 126.3 126.6 0.4 0.3% 0.0
Volume 89,777 112,676 22,899 25.5% 584,122
Daily Pivots for day following 29-Apr-2009
Classic Woodie Camarilla DeMark
R4 4,524.0 4,472.0 4,230.0
R3 4,392.5 4,340.5 4,193.5
R2 4,261.0 4,261.0 4,181.5
R1 4,209.0 4,209.0 4,169.5 4,235.0
PP 4,129.5 4,129.5 4,129.5 4,142.0
S1 4,077.5 4,077.5 4,145.5 4,103.5
S2 3,998.0 3,998.0 4,133.5
S3 3,866.5 3,946.0 4,121.5
S4 3,735.0 3,814.5 4,085.0
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 4,181.0 3,952.5 228.5 5.5% 106.0 2.5% 90% True False 106,884
10 4,181.0 3,845.0 336.0 8.1% 117.5 2.8% 93% True False 111,028
20 4,181.0 3,753.0 428.0 10.3% 121.0 2.9% 95% True False 121,222
40 4,181.0 3,405.5 775.5 18.7% 122.0 2.9% 97% True False 97,752
60 4,262.5 3,405.5 857.0 20.6% 113.5 2.7% 88% False False 65,271
80 4,596.5 3,405.5 1,191.0 28.6% 105.5 2.5% 63% False False 49,011
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 27.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,740.0
2.618 4,525.5
1.618 4,394.0
1.000 4,312.5
0.618 4,262.5
HIGH 4,181.0
0.618 4,131.0
0.500 4,115.0
0.382 4,099.5
LOW 4,049.5
0.618 3,968.0
1.000 3,918.0
1.618 3,836.5
2.618 3,705.0
4.250 3,490.5
Fisher Pivots for day following 29-Apr-2009
Pivot 1 day 3 day
R1 4,143.5 4,137.0
PP 4,129.5 4,117.0
S1 4,115.0 4,096.5

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

View Archives - Comment on this page... - Back to Index of Symbols