FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 14-Jun-2011
Day Change Summary
Previous Current
13-Jun-2011 14-Jun-2011 Change Change % Previous Week
Open 5,771.0 5,795.0 24.0 0.4% 5,837.0
High 5,795.5 5,826.0 30.5 0.5% 5,892.0
Low 5,741.0 5,756.0 15.0 0.3% 5,737.0
Close 5,754.0 5,812.0 58.0 1.0% 5,765.0
Range 54.5 70.0 15.5 28.4% 155.0
ATR 84.5 83.6 -0.9 -1.1% 0.0
Volume 193,483 341,435 147,952 76.5% 620,611
Daily Pivots for day following 14-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,008.0 5,980.0 5,850.5
R3 5,938.0 5,910.0 5,831.0
R2 5,868.0 5,868.0 5,825.0
R1 5,840.0 5,840.0 5,818.5 5,854.0
PP 5,798.0 5,798.0 5,798.0 5,805.0
S1 5,770.0 5,770.0 5,805.5 5,784.0
S2 5,728.0 5,728.0 5,799.0
S3 5,658.0 5,700.0 5,793.0
S4 5,588.0 5,630.0 5,773.5
Weekly Pivots for week ending 10-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,263.0 6,169.0 5,850.0
R3 6,108.0 6,014.0 5,807.5
R2 5,953.0 5,953.0 5,793.5
R1 5,859.0 5,859.0 5,779.0 5,828.5
PP 5,798.0 5,798.0 5,798.0 5,783.0
S1 5,704.0 5,704.0 5,751.0 5,673.5
S2 5,643.0 5,643.0 5,736.5
S3 5,488.0 5,549.0 5,722.5
S4 5,333.0 5,394.0 5,680.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,885.5 5,737.0 148.5 2.6% 86.5 1.5% 51% False False 192,480
10 5,996.0 5,737.0 259.0 4.5% 81.5 1.4% 29% False False 148,869
20 6,006.0 5,737.0 269.0 4.6% 79.0 1.4% 28% False False 127,693
40 6,068.5 5,737.0 331.5 5.7% 80.0 1.4% 23% False False 111,668
60 6,068.5 5,458.5 610.0 10.5% 78.0 1.3% 58% False False 105,970
80 6,068.5 5,458.5 610.0 10.5% 80.0 1.4% 58% False False 87,193
100 6,068.5 5,458.5 610.0 10.5% 71.0 1.2% 58% False False 69,773
120 6,068.5 5,458.5 610.0 10.5% 61.5 1.1% 58% False False 58,148
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 17.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,123.5
2.618 6,009.5
1.618 5,939.5
1.000 5,896.0
0.618 5,869.5
HIGH 5,826.0
0.618 5,799.5
0.500 5,791.0
0.382 5,782.5
LOW 5,756.0
0.618 5,712.5
1.000 5,686.0
1.618 5,642.5
2.618 5,572.5
4.250 5,458.5
Fisher Pivots for day following 14-Jun-2011
Pivot 1 day 3 day
R1 5,805.0 5,809.0
PP 5,798.0 5,806.0
S1 5,791.0 5,803.0

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

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