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

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