FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 19-Apr-2011
Day Change Summary
Previous Current
18-Apr-2011 19-Apr-2011 Change Change % Previous Week
Open 5,955.0 5,845.0 -110.0 -1.8% 6,013.5
High 5,955.0 5,879.0 -76.0 -1.3% 6,029.5
Low 5,817.0 5,845.0 28.0 0.5% 5,900.0
Close 5,843.0 5,853.0 10.0 0.2% 5,953.0
Range 138.0 34.0 -104.0 -75.4% 129.5
ATR 76.0 73.2 -2.9 -3.8% 0.0
Volume 95,192 68,747 -26,445 -27.8% 455,335
Daily Pivots for day following 19-Apr-2011
Classic Woodie Camarilla DeMark
R4 5,961.0 5,941.0 5,871.5
R3 5,927.0 5,907.0 5,862.5
R2 5,893.0 5,893.0 5,859.0
R1 5,873.0 5,873.0 5,856.0 5,883.0
PP 5,859.0 5,859.0 5,859.0 5,864.0
S1 5,839.0 5,839.0 5,850.0 5,849.0
S2 5,825.0 5,825.0 5,847.0
S3 5,791.0 5,805.0 5,843.5
S4 5,757.0 5,771.0 5,834.5
Weekly Pivots for week ending 15-Apr-2011
Classic Woodie Camarilla DeMark
R4 6,349.5 6,280.5 6,024.0
R3 6,220.0 6,151.0 5,988.5
R2 6,090.5 6,090.5 5,976.5
R1 6,021.5 6,021.5 5,965.0 5,991.0
PP 5,961.0 5,961.0 5,961.0 5,945.5
S1 5,892.0 5,892.0 5,941.0 5,862.0
S2 5,831.5 5,831.5 5,929.5
S3 5,702.0 5,762.5 5,917.5
S4 5,572.5 5,633.0 5,882.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,008.5 5,817.0 191.5 3.3% 73.0 1.2% 19% False False 87,674
10 6,029.5 5,817.0 212.5 3.6% 64.0 1.1% 17% False False 85,860
20 6,029.5 5,685.0 344.5 5.9% 64.5 1.1% 49% False False 84,730
40 6,029.5 5,458.5 571.0 9.8% 82.5 1.4% 69% False False 73,659
60 6,042.0 5,458.5 583.5 10.0% 66.0 1.1% 68% False False 49,135
80 6,042.0 5,458.5 583.5 10.0% 56.5 1.0% 68% False False 36,868
100 6,042.0 5,458.5 583.5 10.0% 48.5 0.8% 68% False False 29,500
120 6,042.0 5,458.5 583.5 10.0% 43.5 0.7% 68% False False 24,590
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.9
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 6,023.5
2.618 5,968.0
1.618 5,934.0
1.000 5,913.0
0.618 5,900.0
HIGH 5,879.0
0.618 5,866.0
0.500 5,862.0
0.382 5,858.0
LOW 5,845.0
0.618 5,824.0
1.000 5,811.0
1.618 5,790.0
2.618 5,756.0
4.250 5,700.5
Fisher Pivots for day following 19-Apr-2011
Pivot 1 day 3 day
R1 5,862.0 5,894.0
PP 5,859.0 5,880.5
S1 5,856.0 5,866.5

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

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