FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 26-May-2011
Day Change Summary
Previous Current
25-May-2011 26-May-2011 Change Change % Previous Week
Open 5,804.5 5,862.5 58.0 1.0% 5,880.0
High 5,886.5 5,913.5 27.0 0.5% 6,006.0
Low 5,778.0 5,851.5 73.5 1.3% 5,836.5
Close 5,858.5 5,900.0 41.5 0.7% 5,929.5
Range 108.5 62.0 -46.5 -42.9% 169.5
ATR 86.9 85.1 -1.8 -2.0% 0.0
Volume 96,715 121,282 24,567 25.4% 535,641
Daily Pivots for day following 26-May-2011
Classic Woodie Camarilla DeMark
R4 6,074.5 6,049.0 5,934.0
R3 6,012.5 5,987.0 5,917.0
R2 5,950.5 5,950.5 5,911.5
R1 5,925.0 5,925.0 5,905.5 5,938.0
PP 5,888.5 5,888.5 5,888.5 5,894.5
S1 5,863.0 5,863.0 5,894.5 5,876.0
S2 5,826.5 5,826.5 5,888.5
S3 5,764.5 5,801.0 5,883.0
S4 5,702.5 5,739.0 5,866.0
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% 86.5 1.5% 54% False False 108,873
10 6,006.0 5,778.0 228.0 3.9% 85.0 1.4% 54% False False 107,343
20 6,068.5 5,778.0 290.5 4.9% 85.0 1.4% 42% False False 103,008
40 6,068.5 5,778.0 290.5 4.9% 74.0 1.3% 42% False False 93,415
60 6,068.5 5,458.5 610.0 10.3% 82.0 1.4% 72% False False 87,864
80 6,068.5 5,458.5 610.0 10.3% 73.0 1.2% 72% False False 65,933
100 6,068.5 5,458.5 610.0 10.3% 64.0 1.1% 72% False False 52,761
120 6,068.5 5,458.5 610.0 10.3% 55.5 0.9% 72% False False 43,970
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 27.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,177.0
2.618 6,076.0
1.618 6,014.0
1.000 5,975.5
0.618 5,952.0
HIGH 5,913.5
0.618 5,890.0
0.500 5,882.5
0.382 5,875.0
LOW 5,851.5
0.618 5,813.0
1.000 5,789.5
1.618 5,751.0
2.618 5,689.0
4.250 5,588.0
Fisher Pivots for day following 26-May-2011
Pivot 1 day 3 day
R1 5,894.0 5,882.0
PP 5,888.5 5,864.0
S1 5,882.5 5,846.0

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

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