FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 13-May-2010
Day Change Summary
Previous Current
12-May-2010 13-May-2010 Change Change % Previous Week
Open 5,280.0 5,410.0 130.0 2.5% 5,507.0
High 5,398.5 5,432.0 33.5 0.6% 5,512.0
Low 5,261.5 5,361.0 99.5 1.9% 4,801.0
Close 5,361.0 5,406.0 45.0 0.8% 5,100.5
Range 137.0 71.0 -66.0 -48.2% 711.0
ATR 144.8 139.6 -5.3 -3.6% 0.0
Volume 190,927 147,497 -43,430 -22.7% 615,678
Daily Pivots for day following 13-May-2010
Classic Woodie Camarilla DeMark
R4 5,612.5 5,580.5 5,445.0
R3 5,541.5 5,509.5 5,425.5
R2 5,470.5 5,470.5 5,419.0
R1 5,438.5 5,438.5 5,412.5 5,419.0
PP 5,399.5 5,399.5 5,399.5 5,390.0
S1 5,367.5 5,367.5 5,399.5 5,348.0
S2 5,328.5 5,328.5 5,393.0
S3 5,257.5 5,296.5 5,386.5
S4 5,186.5 5,225.5 5,367.0
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 5,432.0 5,020.0 412.0 7.6% 144.0 2.7% 94% True False 242,011
10 5,607.0 4,801.0 806.0 14.9% 177.0 3.3% 75% False False 190,798
20 5,800.0 4,801.0 999.0 18.5% 138.0 2.5% 61% False False 149,699
40 5,800.0 4,801.0 999.0 18.5% 95.5 1.8% 61% False False 132,107
60 5,800.0 4,801.0 999.0 18.5% 82.5 1.5% 61% False False 92,026
80 5,800.0 4,801.0 999.0 18.5% 73.0 1.3% 61% False False 69,072
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 36.2
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,734.0
2.618 5,618.0
1.618 5,547.0
1.000 5,503.0
0.618 5,476.0
HIGH 5,432.0
0.618 5,405.0
0.500 5,396.5
0.382 5,388.0
LOW 5,361.0
0.618 5,317.0
1.000 5,290.0
1.618 5,246.0
2.618 5,175.0
4.250 5,059.0
Fisher Pivots for day following 13-May-2010
Pivot 1 day 3 day
R1 5,403.0 5,381.5
PP 5,399.5 5,357.0
S1 5,396.5 5,332.5

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

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