FTSE 100 Index Future September 2011


Trading Metrics calculated at close of trading on 07-Jul-2011
Day Change Summary
Previous Current
06-Jul-2011 07-Jul-2011 Change Change % Previous Week
Open 5,989.0 5,987.0 -2.0 0.0% 5,642.0
High 6,009.0 6,049.0 40.0 0.7% 5,983.0
Low 5,936.5 5,969.5 33.0 0.6% 5,627.0
Close 5,978.0 6,034.5 56.5 0.9% 5,975.0
Range 72.5 79.5 7.0 9.7% 356.0
ATR 76.9 77.1 0.2 0.2% 0.0
Volume 102,147 84,322 -17,825 -17.5% 502,667
Daily Pivots for day following 07-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,256.0 6,225.0 6,078.0
R3 6,176.5 6,145.5 6,056.5
R2 6,097.0 6,097.0 6,049.0
R1 6,066.0 6,066.0 6,042.0 6,081.5
PP 6,017.5 6,017.5 6,017.5 6,025.5
S1 5,986.5 5,986.5 6,027.0 6,002.0
S2 5,938.0 5,938.0 6,020.0
S3 5,858.5 5,907.0 6,012.5
S4 5,779.0 5,827.5 5,991.0
Weekly Pivots for week ending 01-Jul-2011
Classic Woodie Camarilla DeMark
R4 6,929.5 6,808.5 6,171.0
R3 6,573.5 6,452.5 6,073.0
R2 6,217.5 6,217.5 6,040.5
R1 6,096.5 6,096.5 6,007.5 6,157.0
PP 5,861.5 5,861.5 5,861.5 5,892.0
S1 5,740.5 5,740.5 5,942.5 5,801.0
S2 5,505.5 5,505.5 5,909.5
S3 5,149.5 5,384.5 5,877.0
S4 4,793.5 5,028.5 5,779.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,049.0 5,900.0 149.0 2.5% 63.0 1.0% 90% True False 82,698
10 6,049.0 5,627.0 422.0 7.0% 76.0 1.3% 97% True False 92,203
20 6,049.0 5,605.5 443.5 7.3% 80.5 1.3% 97% True False 110,983
40 6,049.0 5,605.5 443.5 7.3% 72.5 1.2% 97% True False 58,114
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 17.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,387.0
2.618 6,257.0
1.618 6,177.5
1.000 6,128.5
0.618 6,098.0
HIGH 6,049.0
0.618 6,018.5
0.500 6,009.0
0.382 6,000.0
LOW 5,969.5
0.618 5,920.5
1.000 5,890.0
1.618 5,841.0
2.618 5,761.5
4.250 5,631.5
Fisher Pivots for day following 07-Jul-2011
Pivot 1 day 3 day
R1 6,026.0 6,020.5
PP 6,017.5 6,006.5
S1 6,009.0 5,993.0

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

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