FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 22-May-2009
Day Change Summary
Previous Current
21-May-2009 22-May-2009 Change Change % Previous Week
Open 4,388.0 4,345.0 -43.0 -1.0% 4,294.0
High 4,395.5 4,379.0 -16.5 -0.4% 4,500.0
Low 4,297.0 4,315.5 18.5 0.4% 4,279.5
Close 4,329.0 4,344.0 15.0 0.3% 4,344.0
Range 98.5 63.5 -35.0 -35.5% 220.5
ATR 118.4 114.5 -3.9 -3.3% 0.0
Volume 100,922 112,331 11,409 11.3% 529,173
Daily Pivots for day following 22-May-2009
Classic Woodie Camarilla DeMark
R4 4,536.5 4,504.0 4,379.0
R3 4,473.0 4,440.5 4,361.5
R2 4,409.5 4,409.5 4,355.5
R1 4,377.0 4,377.0 4,350.0 4,361.5
PP 4,346.0 4,346.0 4,346.0 4,338.5
S1 4,313.5 4,313.5 4,338.0 4,298.0
S2 4,282.5 4,282.5 4,332.5
S3 4,219.0 4,250.0 4,326.5
S4 4,155.5 4,186.5 4,309.0
Weekly Pivots for week ending 22-May-2009
Classic Woodie Camarilla DeMark
R4 5,036.0 4,910.5 4,465.5
R3 4,815.5 4,690.0 4,404.5
R2 4,595.0 4,595.0 4,384.5
R1 4,469.5 4,469.5 4,364.0 4,532.0
PP 4,374.5 4,374.5 4,374.5 4,406.0
S1 4,249.0 4,249.0 4,324.0 4,312.0
S2 4,154.0 4,154.0 4,303.5
S3 3,933.5 4,028.5 4,283.5
S4 3,713.0 3,808.0 4,222.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,500.0 4,279.5 220.5 5.1% 102.5 2.4% 29% False False 105,834
10 4,500.0 4,271.5 228.5 5.3% 99.5 2.3% 32% False False 110,587
20 4,500.0 3,990.0 510.0 11.7% 101.0 2.3% 69% False False 106,716
40 4,500.0 3,698.0 802.0 18.5% 110.5 2.5% 81% False False 114,806
60 4,500.0 3,405.5 1,094.5 25.2% 114.5 2.6% 86% False False 93,851
80 4,500.0 3,405.5 1,094.5 25.2% 109.0 2.5% 86% False False 70,454
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.6
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 4,649.0
2.618 4,545.0
1.618 4,481.5
1.000 4,442.5
0.618 4,418.0
HIGH 4,379.0
0.618 4,354.5
0.500 4,347.0
0.382 4,340.0
LOW 4,315.5
0.618 4,276.5
1.000 4,252.0
1.618 4,213.0
2.618 4,149.5
4.250 4,045.5
Fisher Pivots for day following 22-May-2009
Pivot 1 day 3 day
R1 4,347.0 4,398.5
PP 4,346.0 4,380.5
S1 4,345.0 4,362.0

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

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