FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 28-Apr-2010
Day Change Summary
Previous Current
27-Apr-2010 28-Apr-2010 Change Change % Previous Week
Open 5,705.0 5,543.0 -162.0 -2.8% 5,685.0
High 5,716.5 5,602.5 -114.0 -2.0% 5,755.0
Low 5,513.5 5,494.5 -19.0 -0.3% 5,608.5
Close 5,592.0 5,546.0 -46.0 -0.8% 5,674.5
Range 203.0 108.0 -95.0 -46.8% 146.5
ATR 82.1 83.9 1.9 2.3% 0.0
Volume 86,944 143,687 56,743 65.3% 596,589
Daily Pivots for day following 28-Apr-2010
Classic Woodie Camarilla DeMark
R4 5,871.5 5,817.0 5,605.5
R3 5,763.5 5,709.0 5,575.5
R2 5,655.5 5,655.5 5,566.0
R1 5,601.0 5,601.0 5,556.0 5,628.0
PP 5,547.5 5,547.5 5,547.5 5,561.5
S1 5,493.0 5,493.0 5,536.0 5,520.0
S2 5,439.5 5,439.5 5,526.0
S3 5,331.5 5,385.0 5,516.5
S4 5,223.5 5,277.0 5,486.5
Weekly Pivots for week ending 23-Apr-2010
Classic Woodie Camarilla DeMark
R4 6,119.0 6,043.0 5,755.0
R3 5,972.5 5,896.5 5,715.0
R2 5,826.0 5,826.0 5,701.5
R1 5,750.0 5,750.0 5,688.0 5,715.0
PP 5,679.5 5,679.5 5,679.5 5,661.5
S1 5,603.5 5,603.5 5,661.0 5,568.0
S2 5,533.0 5,533.0 5,647.5
S3 5,386.5 5,457.0 5,634.0
S4 5,240.0 5,310.5 5,594.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,761.0 5,494.5 266.5 4.8% 119.0 2.1% 19% False True 115,610
10 5,800.0 5,494.5 305.5 5.5% 98.5 1.8% 17% False True 108,600
20 5,800.0 5,494.5 305.5 5.5% 75.5 1.4% 17% False True 99,555
40 5,800.0 5,340.0 460.0 8.3% 64.5 1.2% 45% False False 90,315
60 5,800.0 4,947.0 853.0 15.4% 63.0 1.1% 70% False False 60,281
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 28.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,061.5
2.618 5,885.0
1.618 5,777.0
1.000 5,710.5
0.618 5,669.0
HIGH 5,602.5
0.618 5,561.0
0.500 5,548.5
0.382 5,536.0
LOW 5,494.5
0.618 5,428.0
1.000 5,386.5
1.618 5,320.0
2.618 5,212.0
4.250 5,035.5
Fisher Pivots for day following 28-Apr-2010
Pivot 1 day 3 day
R1 5,548.5 5,628.0
PP 5,547.5 5,600.5
S1 5,547.0 5,573.0

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

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