FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 07-Apr-2011
Day Change Summary
Previous Current
06-Apr-2011 07-Apr-2011 Change Change % Previous Week
Open 5,971.5 5,995.0 23.5 0.4% 5,850.0
High 6,016.0 6,013.0 -3.0 0.0% 5,975.5
Low 5,966.0 5,959.5 -6.5 -0.1% 5,833.5
Close 6,002.0 5,977.0 -25.0 -0.4% 5,972.5
Range 50.0 53.5 3.5 7.0% 142.0
ATR 76.2 74.5 -1.6 -2.1% 0.0
Volume 81,197 91,973 10,776 13.3% 405,685
Daily Pivots for day following 07-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,143.5 6,114.0 6,006.5
R3 6,090.0 6,060.5 5,991.5
R2 6,036.5 6,036.5 5,987.0
R1 6,007.0 6,007.0 5,982.0 5,995.0
PP 5,983.0 5,983.0 5,983.0 5,977.0
S1 5,953.5 5,953.5 5,972.0 5,941.5
S2 5,929.5 5,929.5 5,967.0
S3 5,876.0 5,900.0 5,962.5
S4 5,822.5 5,846.5 5,947.5
Weekly Pivots for week ending 01-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,353.0 6,305.0 6,050.5
R3 6,211.0 6,163.0 6,011.5
R2 6,069.0 6,069.0 5,998.5
R1 6,021.0 6,021.0 5,985.5 6,045.0
PP 5,927.0 5,927.0 5,927.0 5,939.0
S1 5,879.0 5,879.0 5,959.5 5,903.0
S2 5,785.0 5,785.0 5,946.5
S3 5,643.0 5,737.0 5,933.5
S4 5,501.0 5,595.0 5,894.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,016.0 5,879.5 136.5 2.3% 59.5 1.0% 71% False False 82,555
10 6,016.0 5,832.0 184.0 3.1% 57.0 0.9% 79% False False 80,971
20 6,016.0 5,458.5 557.5 9.3% 82.0 1.4% 93% False False 106,018
40 6,042.0 5,458.5 583.5 9.8% 79.0 1.3% 89% False False 56,544
60 6,042.0 5,458.5 583.5 9.8% 63.5 1.1% 89% False False 37,726
80 6,042.0 5,458.5 583.5 9.8% 50.5 0.8% 89% False False 28,302
100 6,042.0 5,458.5 583.5 9.8% 46.0 0.8% 89% False False 22,652
120 6,042.0 5,458.5 583.5 9.8% 40.0 0.7% 89% False False 18,880
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,240.5
2.618 6,153.0
1.618 6,099.5
1.000 6,066.5
0.618 6,046.0
HIGH 6,013.0
0.618 5,992.5
0.500 5,986.0
0.382 5,980.0
LOW 5,959.5
0.618 5,926.5
1.000 5,906.0
1.618 5,873.0
2.618 5,819.5
4.250 5,732.0
Fisher Pivots for day following 07-Apr-2011
Pivot 1 day 3 day
R1 5,986.0 5,981.0
PP 5,983.0 5,979.5
S1 5,980.0 5,978.5

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

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