FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 02-Jun-2011

Day Change Summary
	Previous	Current
	01-Jun-2011	02-Jun-2011	Change	Change %	Previous Week
Open	5,996.0	5,873.0	-123.0	-2.1%	5,850.0
High	5,996.0	5,894.0	-102.0	-1.7%	5,938.0
Low	5,864.5	5,843.5	-21.0	-0.4%	5,778.0
Close	5,942.5	5,879.0	-63.5	-1.1%	5,923.5
Range	131.5	50.5	-81.0	-61.6%	160.0
ATR	84.9	85.9	1.0	1.2%	0.0
Volume	114,317	102,858	-11,459	-10.0%	536,053

Daily Pivots for day following 02-Jun-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,023.5	6,002.0	5,907.0
R3	5,973.0	5,951.5	5,893.0
R2	5,922.5	5,922.5	5,888.5
R1	5,901.0	5,901.0	5,883.5	5,912.0
PP	5,872.0	5,872.0	5,872.0	5,877.5
S1	5,850.5	5,850.5	5,874.5	5,861.0
S2	5,821.5	5,821.5	5,869.5
S3	5,771.0	5,800.0	5,865.0
S4	5,720.5	5,749.5	5,851.0

Weekly Pivots for week ending 27-May-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,360.0	6,301.5	6,011.5
R3	6,200.0	6,141.5	5,967.5
R2	6,040.0	6,040.0	5,953.0
R1	5,981.5	5,981.5	5,938.0	6,011.0
PP	5,880.0	5,880.0	5,880.0	5,894.5
S1	5,821.5	5,821.5	5,909.0	5,851.0
S2	5,720.0	5,720.0	5,894.0
S3	5,560.0	5,661.5	5,879.5
S4	5,400.0	5,501.5	5,835.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,996.5	5,843.5	153.0	2.6%	69.5	1.2%	23%	False	True	110,286
10	6,006.0	5,778.0	228.0	3.9%	78.5	1.3%	44%	False	False	108,108
20	6,024.0	5,778.0	246.0	4.2%	87.5	1.5%	41%	False	False	105,833
40	6,068.5	5,778.0	290.5	4.9%	75.5	1.3%	35%	False	False	96,377
60	6,068.5	5,458.5	610.0	10.4%	80.5	1.4%	69%	False	False	94,743
80	6,068.5	5,458.5	610.0	10.4%	75.5	1.3%	69%	False	False	71,309
100	6,068.5	5,458.5	610.0	10.4%	66.0	1.1%	69%	False	False	57,060
120	6,068.5	5,458.5	610.0	10.4%	57.0	1.0%	69%	False	False	47,554

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	20.0
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,108.5
2.618	6,026.0
1.618	5,975.5
1.000	5,944.5
0.618	5,925.0
HIGH	5,894.0
0.618	5,874.5
0.500	5,869.0
0.382	5,863.0
LOW	5,843.5
0.618	5,812.5
1.000	5,793.0
1.618	5,762.0
2.618	5,711.5
4.250	5,629.0

Fisher Pivots for day following 02-Jun-2011
Pivot	1 day	3 day
R1	5,875.5	5,920.0
PP	5,872.0	5,906.5
S1	5,869.0	5,892.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols