FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 17-Jun-2010
Day Change Summary
Previous Current
16-Jun-2010 17-Jun-2010 Change Change % Previous Week
Open 5,258.5 5,240.0 -18.5 -0.4% 5,040.0
High 5,283.0 5,296.0 13.0 0.2% 5,201.0
Low 5,210.5 5,235.0 24.5 0.5% 4,970.0
Close 5,241.5 5,248.5 7.0 0.1% 5,161.5
Range 72.5 61.0 -11.5 -15.9% 231.0
ATR 128.8 124.0 -4.8 -3.8% 0.0
Volume 310,561 319,309 8,748 2.8% 723,910
Daily Pivots for day following 17-Jun-2010
Classic Woodie Camarilla DeMark
R4 5,443.0 5,406.5 5,282.0
R3 5,382.0 5,345.5 5,265.5
R2 5,321.0 5,321.0 5,259.5
R1 5,284.5 5,284.5 5,254.0 5,303.0
PP 5,260.0 5,260.0 5,260.0 5,269.0
S1 5,223.5 5,223.5 5,243.0 5,242.0
S2 5,199.0 5,199.0 5,237.5
S3 5,138.0 5,162.5 5,231.5
S4 5,077.0 5,101.5 5,215.0
Weekly Pivots for week ending 11-Jun-2010
Classic Woodie Camarilla DeMark
R4 5,804.0 5,713.5 5,288.5
R3 5,573.0 5,482.5 5,225.0
R2 5,342.0 5,342.0 5,204.0
R1 5,251.5 5,251.5 5,182.5 5,297.0
PP 5,111.0 5,111.0 5,111.0 5,133.5
S1 5,020.5 5,020.5 5,140.5 5,066.0
S2 4,880.0 4,880.0 5,119.0
S3 4,649.0 4,789.5 5,098.0
S4 4,418.0 4,558.5 5,034.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,296.0 5,115.0 181.0 3.4% 86.0 1.6% 74% True False 240,386
10 5,296.0 4,970.0 326.0 6.2% 111.5 2.1% 85% True False 188,416
20 5,296.0 4,883.5 412.5 7.9% 122.5 2.3% 88% True False 173,497
40 5,761.0 4,801.0 960.0 18.3% 136.5 2.6% 47% False False 165,822
60 5,800.0 4,801.0 999.0 19.0% 110.5 2.1% 45% False False 143,947
80 5,800.0 4,801.0 999.0 19.0% 96.5 1.8% 45% False False 119,536
100 5,800.0 4,801.0 999.0 19.0% 88.5 1.7% 45% False False 95,675
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.1
Narrowest range in 41 trading days
Fibonacci Retracements and Extensions
4.250 5,555.0
2.618 5,455.5
1.618 5,394.5
1.000 5,357.0
0.618 5,333.5
HIGH 5,296.0
0.618 5,272.5
0.500 5,265.5
0.382 5,258.5
LOW 5,235.0
0.618 5,197.5
1.000 5,174.0
1.618 5,136.5
2.618 5,075.5
4.250 4,976.0
Fisher Pivots for day following 17-Jun-2010
Pivot 1 day 3 day
R1 5,265.5 5,239.0
PP 5,260.0 5,230.0
S1 5,254.0 5,220.5

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

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