FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 20-May-2010
Day Change Summary
Previous Current
19-May-2010 20-May-2010 Change Change % Previous Week
Open 5,205.0 5,162.0 -43.0 -0.8% 5,261.0
High 5,252.5 5,216.5 -36.0 -0.7% 5,432.0
Low 5,121.5 4,980.5 -141.0 -2.8% 5,216.0
Close 5,150.0 5,063.0 -87.0 -1.7% 5,243.0
Range 131.0 236.0 105.0 80.2% 216.0
ATR 143.1 149.8 6.6 4.6% 0.0
Volume 135,260 197,568 62,308 46.1% 1,102,378
Daily Pivots for day following 20-May-2010
Classic Woodie Camarilla DeMark
R4 5,794.5 5,665.0 5,193.0
R3 5,558.5 5,429.0 5,128.0
R2 5,322.5 5,322.5 5,106.5
R1 5,193.0 5,193.0 5,084.5 5,140.0
PP 5,086.5 5,086.5 5,086.5 5,060.0
S1 4,957.0 4,957.0 5,041.5 4,904.0
S2 4,850.5 4,850.5 5,019.5
S3 4,614.5 4,721.0 4,998.0
S4 4,378.5 4,485.0 4,933.0
Weekly Pivots for week ending 14-May-2010
Classic Woodie Camarilla DeMark
R4 5,945.0 5,810.0 5,362.0
R3 5,729.0 5,594.0 5,302.5
R2 5,513.0 5,513.0 5,282.5
R1 5,378.0 5,378.0 5,263.0 5,337.5
PP 5,297.0 5,297.0 5,297.0 5,277.0
S1 5,162.0 5,162.0 5,223.0 5,121.5
S2 5,081.0 5,081.0 5,203.5
S3 4,865.0 4,946.0 5,183.5
S4 4,649.0 4,730.0 5,124.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,391.0 4,980.5 410.5 8.1% 159.5 3.1% 20% False True 153,883
10 5,432.0 4,980.5 451.5 8.9% 152.0 3.0% 18% False True 197,947
20 5,761.0 4,801.0 960.0 19.0% 158.0 3.1% 27% False False 162,772
40 5,800.0 4,801.0 999.0 19.7% 108.5 2.1% 26% False False 129,857
60 5,800.0 4,801.0 999.0 19.7% 91.5 1.8% 26% False False 104,841
80 5,800.0 4,801.0 999.0 19.7% 83.0 1.6% 26% False False 78,688
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34.5
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,219.5
2.618 5,834.5
1.618 5,598.5
1.000 5,452.5
0.618 5,362.5
HIGH 5,216.5
0.618 5,126.5
0.500 5,098.5
0.382 5,070.5
LOW 4,980.5
0.618 4,834.5
1.000 4,744.5
1.618 4,598.5
2.618 4,362.5
4.250 3,977.5
Fisher Pivots for day following 20-May-2010
Pivot 1 day 3 day
R1 5,098.5 5,151.0
PP 5,086.5 5,122.0
S1 5,075.0 5,092.5

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

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