FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 15-Feb-2010
Day Change Summary
Previous Current
12-Feb-2010 15-Feb-2010 Change Change % Previous Week
Open 5,117.5 5,102.0 -15.5 -0.3% 5,029.0
High 5,120.0 5,113.0 -7.0 -0.1% 5,120.0
Low 5,054.0 5,084.0 30.0 0.6% 4,947.0
Close 5,071.0 5,087.5 16.5 0.3% 5,071.0
Range 66.0 29.0 -37.0 -56.1% 173.0
ATR 63.0 61.5 -1.5 -2.4% 0.0
Volume 103 158 55 53.4% 219
Daily Pivots for day following 15-Feb-2010
Classic Woodie Camarilla DeMark
R4 5,182.0 5,163.5 5,103.5
R3 5,153.0 5,134.5 5,095.5
R2 5,124.0 5,124.0 5,093.0
R1 5,105.5 5,105.5 5,090.0 5,100.0
PP 5,095.0 5,095.0 5,095.0 5,092.0
S1 5,076.5 5,076.5 5,085.0 5,071.0
S2 5,066.0 5,066.0 5,082.0
S3 5,037.0 5,047.5 5,079.5
S4 5,008.0 5,018.5 5,071.5
Weekly Pivots for week ending 12-Feb-2010
Classic Woodie Camarilla DeMark
R4 5,565.0 5,491.0 5,166.0
R3 5,392.0 5,318.0 5,118.5
R2 5,219.0 5,219.0 5,102.5
R1 5,145.0 5,145.0 5,087.0 5,182.0
PP 5,046.0 5,046.0 5,046.0 5,064.5
S1 4,972.0 4,972.0 5,055.0 5,009.0
S2 4,873.0 4,873.0 5,039.5
S3 4,700.0 4,799.0 5,023.5
S4 4,527.0 4,626.0 4,976.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,120.0 5,006.0 114.0 2.2% 61.5 1.2% 71% False False 68
10 5,213.5 4,947.0 266.5 5.2% 59.5 1.2% 53% False False 329
20 5,423.0 4,947.0 476.0 9.4% 43.5 0.9% 30% False False 209
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 6.5
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,236.0
2.618 5,189.0
1.618 5,160.0
1.000 5,142.0
0.618 5,131.0
HIGH 5,113.0
0.618 5,102.0
0.500 5,098.5
0.382 5,095.0
LOW 5,084.0
0.618 5,066.0
1.000 5,055.0
1.618 5,037.0
2.618 5,008.0
4.250 4,961.0
Fisher Pivots for day following 15-Feb-2010
Pivot 1 day 3 day
R1 5,098.5 5,084.5
PP 5,095.0 5,081.5
S1 5,091.0 5,078.5

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

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