FTSE 100 Index Future September 2010


Trading Metrics calculated at close of trading on 07-Jul-2010
Day Change Summary
Previous Current
06-Jul-2010 07-Jul-2010 Change Change % Previous Week
Open 4,817.5 4,874.5 57.0 1.2% 5,043.0
High 4,942.0 5,050.0 108.0 2.2% 5,053.5
Low 4,810.0 4,857.5 47.5 1.0% 4,757.0
Close 4,913.0 4,972.0 59.0 1.2% 4,798.5
Range 132.0 192.5 60.5 45.8% 296.5
ATR 115.8 121.3 5.5 4.7% 0.0
Volume 39,355 105,468 66,113 168.0% 621,239
Daily Pivots for day following 07-Jul-2010
Classic Woodie Camarilla DeMark
R4 5,537.5 5,447.0 5,078.0
R3 5,345.0 5,254.5 5,025.0
R2 5,152.5 5,152.5 5,007.5
R1 5,062.0 5,062.0 4,989.5 5,107.0
PP 4,960.0 4,960.0 4,960.0 4,982.5
S1 4,869.5 4,869.5 4,954.5 4,915.0
S2 4,767.5 4,767.5 4,936.5
S3 4,575.0 4,677.0 4,919.0
S4 4,382.5 4,484.5 4,866.0
Weekly Pivots for week ending 02-Jul-2010
Classic Woodie Camarilla DeMark
R4 5,759.0 5,575.5 4,961.5
R3 5,462.5 5,279.0 4,880.0
R2 5,166.0 5,166.0 4,853.0
R1 4,982.5 4,982.5 4,825.5 4,926.0
PP 4,869.5 4,869.5 4,869.5 4,841.5
S1 4,686.0 4,686.0 4,771.5 4,629.5
S2 4,573.0 4,573.0 4,744.0
S3 4,276.5 4,389.5 4,717.0
S4 3,980.0 4,093.0 4,635.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,050.0 4,757.0 293.0 5.9% 126.0 2.5% 73% True False 113,669
10 5,215.0 4,757.0 458.0 9.2% 114.0 2.3% 47% False False 108,849
20 5,310.0 4,757.0 553.0 11.1% 105.0 2.1% 39% False False 109,787
40 5,385.5 4,757.0 628.5 12.6% 107.0 2.2% 34% False False 55,910
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 19.9
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 5,868.0
2.618 5,554.0
1.618 5,361.5
1.000 5,242.5
0.618 5,169.0
HIGH 5,050.0
0.618 4,976.5
0.500 4,954.0
0.382 4,931.0
LOW 4,857.5
0.618 4,738.5
1.000 4,665.0
1.618 4,546.0
2.618 4,353.5
4.250 4,039.5
Fisher Pivots for day following 07-Jul-2010
Pivot 1 day 3 day
R1 4,966.0 4,951.0
PP 4,960.0 4,929.5
S1 4,954.0 4,908.5

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

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