FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 25-May-2011
Day Change Summary
Previous Current
24-May-2011 25-May-2011 Change Change % Previous Week
Open 5,823.5 5,804.5 -19.0 -0.3% 5,880.0
High 5,869.5 5,886.5 17.0 0.3% 6,006.0
Low 5,823.5 5,778.0 -45.5 -0.8% 5,836.5
Close 5,835.5 5,858.5 23.0 0.4% 5,929.5
Range 46.0 108.5 62.5 135.9% 169.5
ATR 85.2 86.9 1.7 1.9% 0.0
Volume 102,632 96,715 -5,917 -5.8% 535,641
Daily Pivots for day following 25-May-2011
Classic Woodie Camarilla DeMark
R4 6,166.5 6,121.0 5,918.0
R3 6,058.0 6,012.5 5,888.5
R2 5,949.5 5,949.5 5,878.5
R1 5,904.0 5,904.0 5,868.5 5,927.0
PP 5,841.0 5,841.0 5,841.0 5,852.5
S1 5,795.5 5,795.5 5,848.5 5,818.0
S2 5,732.5 5,732.5 5,838.5
S3 5,624.0 5,687.0 5,828.5
S4 5,515.5 5,578.5 5,799.0
Weekly Pivots for week ending 20-May-2011
Classic Woodie Camarilla DeMark
R4 6,432.5 6,350.5 6,022.5
R3 6,263.0 6,181.0 5,976.0
R2 6,093.5 6,093.5 5,960.5
R1 6,011.5 6,011.5 5,945.0 6,052.5
PP 5,924.0 5,924.0 5,924.0 5,944.5
S1 5,842.0 5,842.0 5,914.0 5,883.0
S2 5,754.5 5,754.5 5,898.5
S3 5,585.0 5,672.5 5,883.0
S4 5,415.5 5,503.0 5,836.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,006.0 5,778.0 228.0 3.9% 88.0 1.5% 35% False True 105,931
10 6,006.0 5,778.0 228.0 3.9% 89.0 1.5% 35% False True 105,839
20 6,068.5 5,778.0 290.5 5.0% 85.5 1.5% 28% False True 100,705
40 6,068.5 5,778.0 290.5 5.0% 74.0 1.3% 28% False True 92,514
60 6,068.5 5,458.5 610.0 10.4% 83.0 1.4% 66% False False 85,845
80 6,068.5 5,458.5 610.0 10.4% 72.5 1.2% 66% False False 64,419
100 6,068.5 5,458.5 610.0 10.4% 64.0 1.1% 66% False False 51,549
120 6,068.5 5,458.5 610.0 10.4% 55.0 0.9% 66% False False 42,959
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,347.5
2.618 6,170.5
1.618 6,062.0
1.000 5,995.0
0.618 5,953.5
HIGH 5,886.5
0.618 5,845.0
0.500 5,832.0
0.382 5,819.5
LOW 5,778.0
0.618 5,711.0
1.000 5,669.5
1.618 5,602.5
2.618 5,494.0
4.250 5,317.0
Fisher Pivots for day following 25-May-2011
Pivot 1 day 3 day
R1 5,850.0 5,856.0
PP 5,841.0 5,854.0
S1 5,832.0 5,852.0

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

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