FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 10-May-2010
Day Change Summary
Previous Current
07-May-2010 10-May-2010 Change Change % Previous Week
Open 5,111.0 5,261.0 150.0 2.9% 5,507.0
High 5,252.0 5,390.5 138.5 2.6% 5,512.0
Low 5,020.0 5,240.0 220.0 4.4% 4,801.0
Close 5,100.5 5,351.0 250.5 4.9% 5,100.5
Range 232.0 150.5 -81.5 -35.1% 711.0
ATR 135.6 146.6 11.0 8.1% 0.0
Volume 231,947 391,646 159,699 68.9% 615,678
Daily Pivots for day following 10-May-2010
Classic Woodie Camarilla DeMark
R4 5,778.5 5,715.5 5,434.0
R3 5,628.0 5,565.0 5,392.5
R2 5,477.5 5,477.5 5,378.5
R1 5,414.5 5,414.5 5,365.0 5,446.0
PP 5,327.0 5,327.0 5,327.0 5,343.0
S1 5,264.0 5,264.0 5,337.0 5,295.5
S2 5,176.5 5,176.5 5,323.5
S3 5,026.0 5,113.5 5,309.5
S4 4,875.5 4,963.0 5,268.0
Weekly Pivots for week ending 07-May-2010
Classic Woodie Camarilla DeMark
R4 7,271.0 6,896.5 5,491.5
R3 6,560.0 6,185.5 5,296.0
R2 5,849.0 5,849.0 5,231.0
R1 5,474.5 5,474.5 5,165.5 5,306.0
PP 5,138.0 5,138.0 5,138.0 5,053.5
S1 4,763.5 4,763.5 5,035.5 4,595.0
S2 4,427.0 4,427.0 4,970.0
S3 3,716.0 4,052.5 4,905.0
S4 3,005.0 3,341.5 4,709.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,512.0 4,801.0 711.0 13.3% 242.5 4.5% 77% False False 201,464
10 5,761.0 4,801.0 960.0 17.9% 181.5 3.4% 57% False False 166,044
20 5,800.0 4,801.0 999.0 18.7% 127.5 2.4% 55% False False 132,345
40 5,800.0 4,801.0 999.0 18.7% 90.0 1.7% 55% False False 122,910
60 5,800.0 4,801.0 999.0 18.7% 80.0 1.5% 55% False False 82,256
80 5,800.0 4,801.0 999.0 18.7% 68.5 1.3% 55% False False 61,744
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 36.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,030.0
2.618 5,784.5
1.618 5,634.0
1.000 5,541.0
0.618 5,483.5
HIGH 5,390.5
0.618 5,333.0
0.500 5,315.0
0.382 5,297.5
LOW 5,240.0
0.618 5,147.0
1.000 5,089.5
1.618 4,996.5
2.618 4,846.0
4.250 4,600.5
Fisher Pivots for day following 10-May-2010
Pivot 1 day 3 day
R1 5,339.0 5,266.0
PP 5,327.0 5,181.0
S1 5,315.0 5,096.0

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

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