FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 19-May-2011
Day Change Summary
Previous Current
18-May-2011 19-May-2011 Change Change % Previous Week
Open 5,890.5 5,949.0 58.5 1.0% 5,916.0
High 5,948.0 5,991.5 43.5 0.7% 6,024.0
Low 5,873.0 5,922.5 49.5 0.8% 5,863.0
Close 5,913.5 5,949.0 35.5 0.6% 5,905.0
Range 75.0 69.0 -6.0 -8.0% 161.0
ATR 85.3 84.7 -0.5 -0.6% 0.0
Volume 85,763 106,572 20,809 24.3% 494,911
Daily Pivots for day following 19-May-2011
Classic Woodie Camarilla DeMark
R4 6,161.5 6,124.0 5,987.0
R3 6,092.5 6,055.0 5,968.0
R2 6,023.5 6,023.5 5,961.5
R1 5,986.0 5,986.0 5,955.5 5,983.5
PP 5,954.5 5,954.5 5,954.5 5,953.0
S1 5,917.0 5,917.0 5,942.5 5,914.5
S2 5,885.5 5,885.5 5,936.5
S3 5,816.5 5,848.0 5,930.0
S4 5,747.5 5,779.0 5,911.0
Weekly Pivots for week ending 13-May-2011
Classic Woodie Camarilla DeMark
R4 6,413.5 6,320.5 5,993.5
R3 6,252.5 6,159.5 5,949.5
R2 6,091.5 6,091.5 5,934.5
R1 5,998.5 5,998.5 5,920.0 5,964.5
PP 5,930.5 5,930.5 5,930.5 5,914.0
S1 5,837.5 5,837.5 5,890.0 5,803.5
S2 5,769.5 5,769.5 5,875.5
S3 5,608.5 5,676.5 5,860.5
S4 5,447.5 5,515.5 5,816.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,991.5 5,836.5 155.0 2.6% 83.5 1.4% 73% True False 105,814
10 6,024.0 5,836.5 187.5 3.2% 93.0 1.6% 60% False False 104,208
20 6,068.5 5,817.0 251.5 4.2% 82.5 1.4% 52% False False 97,314
40 6,068.5 5,685.0 383.5 6.4% 72.5 1.2% 69% False False 91,130
60 6,068.5 5,458.5 610.0 10.3% 82.5 1.4% 80% False False 78,817
80 6,068.5 5,458.5 610.0 10.3% 69.0 1.2% 80% False False 59,133
100 6,068.5 5,458.5 610.0 10.3% 60.0 1.0% 80% False False 47,318
120 6,068.5 5,458.5 610.0 10.3% 52.5 0.9% 80% False False 39,438
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.9
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,285.0
2.618 6,172.0
1.618 6,103.0
1.000 6,060.5
0.618 6,034.0
HIGH 5,991.5
0.618 5,965.0
0.500 5,957.0
0.382 5,949.0
LOW 5,922.5
0.618 5,880.0
1.000 5,853.5
1.618 5,811.0
2.618 5,742.0
4.250 5,629.0
Fisher Pivots for day following 19-May-2011
Pivot 1 day 3 day
R1 5,957.0 5,937.5
PP 5,954.5 5,925.5
S1 5,951.5 5,914.0

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

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