FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 15-Jun-2011
Day Change Summary
Previous Current
14-Jun-2011 15-Jun-2011 Change Change % Previous Week
Open 5,795.0 5,810.0 15.0 0.3% 5,837.0
High 5,826.0 5,813.5 -12.5 -0.2% 5,892.0
Low 5,756.0 5,692.5 -63.5 -1.1% 5,737.0
Close 5,812.0 5,707.0 -105.0 -1.8% 5,765.0
Range 70.0 121.0 51.0 72.9% 155.0
ATR 83.6 86.3 2.7 3.2% 0.0
Volume 341,435 290,434 -51,001 -14.9% 620,611
Daily Pivots for day following 15-Jun-2011
Classic Woodie Camarilla DeMark
R4 6,100.5 6,025.0 5,773.5
R3 5,979.5 5,904.0 5,740.5
R2 5,858.5 5,858.5 5,729.0
R1 5,783.0 5,783.0 5,718.0 5,760.0
PP 5,737.5 5,737.5 5,737.5 5,726.5
S1 5,662.0 5,662.0 5,696.0 5,639.0
S2 5,616.5 5,616.5 5,685.0
S3 5,495.5 5,541.0 5,673.5
S4 5,374.5 5,420.0 5,640.5
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 5,692.5 193.0 3.4% 94.0 1.6% 8% False True 221,056
10 5,894.0 5,692.5 201.5 3.5% 80.5 1.4% 7% False True 166,480
20 6,006.0 5,692.5 313.5 5.5% 81.0 1.4% 5% False True 136,440
40 6,068.5 5,692.5 376.0 6.6% 81.0 1.4% 4% False True 116,508
60 6,068.5 5,523.0 545.5 9.6% 76.5 1.3% 34% False False 107,364
80 6,068.5 5,458.5 610.0 10.7% 81.0 1.4% 41% False False 90,824
100 6,068.5 5,458.5 610.0 10.7% 71.0 1.2% 41% False False 72,675
120 6,068.5 5,458.5 610.0 10.7% 62.5 1.1% 41% False False 60,569
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 17.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,328.0
2.618 6,130.5
1.618 6,009.5
1.000 5,934.5
0.618 5,888.5
HIGH 5,813.5
0.618 5,767.5
0.500 5,753.0
0.382 5,738.5
LOW 5,692.5
0.618 5,617.5
1.000 5,571.5
1.618 5,496.5
2.618 5,375.5
4.250 5,178.0
Fisher Pivots for day following 15-Jun-2011
Pivot 1 day 3 day
R1 5,753.0 5,759.0
PP 5,737.5 5,742.0
S1 5,722.5 5,724.5

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

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