FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 10-Jun-2009
Day Change Summary
Previous Current
09-Jun-2009 10-Jun-2009 Change Change % Previous Week
Open 4,422.0 4,447.0 25.0 0.6% 4,480.0
High 4,447.5 4,507.5 60.0 1.3% 4,504.5
Low 4,383.5 4,392.5 9.0 0.2% 4,348.5
Close 4,396.0 4,429.5 33.5 0.8% 4,434.0
Range 64.0 115.0 51.0 79.7% 156.0
ATR 102.7 103.6 0.9 0.9% 0.0
Volume 106,253 97,621 -8,632 -8.1% 524,488
Daily Pivots for day following 10-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,788.0 4,724.0 4,493.0
R3 4,673.0 4,609.0 4,461.0
R2 4,558.0 4,558.0 4,450.5
R1 4,494.0 4,494.0 4,440.0 4,468.5
PP 4,443.0 4,443.0 4,443.0 4,430.5
S1 4,379.0 4,379.0 4,419.0 4,353.5
S2 4,328.0 4,328.0 4,408.5
S3 4,213.0 4,264.0 4,398.0
S4 4,098.0 4,149.0 4,366.0
Weekly Pivots for week ending 05-Jun-2009
Classic Woodie Camarilla DeMark
R4 4,897.0 4,821.5 4,520.0
R3 4,741.0 4,665.5 4,477.0
R2 4,585.0 4,585.0 4,462.5
R1 4,509.5 4,509.5 4,448.5 4,469.0
PP 4,429.0 4,429.0 4,429.0 4,409.0
S1 4,353.5 4,353.5 4,419.5 4,313.0
S2 4,273.0 4,273.0 4,405.5
S3 4,117.0 4,197.5 4,391.0
S4 3,961.0 4,041.5 4,348.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,507.5 4,356.0 151.5 3.4% 86.0 1.9% 49% True False 102,840
10 4,507.5 4,322.0 185.5 4.2% 82.5 1.9% 58% True False 102,320
20 4,507.5 4,271.5 236.0 5.3% 96.5 2.2% 67% True False 100,552
40 4,507.5 3,845.0 662.5 15.0% 100.5 2.3% 88% True False 104,247
60 4,507.5 3,562.5 945.0 21.3% 109.5 2.5% 92% True False 112,656
80 4,507.5 3,405.5 1,102.0 24.9% 108.0 2.4% 93% True False 84,591
100 4,507.5 3,405.5 1,102.0 24.9% 107.5 2.4% 93% True False 67,724
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,996.0
2.618 4,808.5
1.618 4,693.5
1.000 4,622.5
0.618 4,578.5
HIGH 4,507.5
0.618 4,463.5
0.500 4,450.0
0.382 4,436.5
LOW 4,392.5
0.618 4,321.5
1.000 4,277.5
1.618 4,206.5
2.618 4,091.5
4.250 3,904.0
Fisher Pivots for day following 10-Jun-2009
Pivot 1 day 3 day
R1 4,450.0 4,436.5
PP 4,443.0 4,434.0
S1 4,436.5 4,432.0

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

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