FTSE 100 Index Future June 2008

Trading Metrics calculated at close of trading on 28-Apr-2008

Day Change Summary
	Previous	Current
	25-Apr-2008	28-Apr-2008	Change	Change %	Previous Week
Open	6,100.0	6,133.0	33.0	0.5%	6,083.0
High	6,123.5	6,148.0	24.5	0.4%	6,123.5
Low	6,057.0	6,096.0	39.0	0.6%	5,960.5
Close	6,105.5	6,109.0	3.5	0.1%	6,105.5
Range	66.5	52.0	-14.5	-21.8%	163.0
ATR	109.2	105.2	-4.1	-3.7%	0.0
Volume	138,335	108,777	-29,558	-21.4%	526,010

Daily Pivots for day following 28-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,273.5	6,243.5	6,137.5
R3	6,221.5	6,191.5	6,123.5
R2	6,169.5	6,169.5	6,118.5
R1	6,139.5	6,139.5	6,114.0	6,128.5
PP	6,117.5	6,117.5	6,117.5	6,112.0
S1	6,087.5	6,087.5	6,104.0	6,076.5
S2	6,065.5	6,065.5	6,099.5
S3	6,013.5	6,035.5	6,094.5
S4	5,961.5	5,983.5	6,080.5

Weekly Pivots for week ending 25-Apr-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,552.0	6,492.0	6,195.0
R3	6,389.0	6,329.0	6,150.5
R2	6,226.0	6,226.0	6,135.5
R1	6,166.0	6,166.0	6,120.5	6,196.0
PP	6,063.0	6,063.0	6,063.0	6,078.0
S1	6,003.0	6,003.0	6,090.5	6,033.0
S2	5,900.0	5,900.0	6,075.5
S3	5,737.0	5,840.0	6,060.5
S4	5,574.0	5,677.0	6,016.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,148.0	5,960.5	187.5	3.1%	89.0	1.5%	79%	True	False	104,416
10	6,148.0	5,871.5	276.5	4.5%	94.5	1.6%	86%	True	False	104,186
20	6,148.0	5,680.0	468.0	7.7%	97.0	1.6%	92%	True	False	105,105
40	6,148.0	5,424.5	723.5	11.8%	103.5	1.7%	95%	True	False	84,676
60	6,148.0	5,424.5	723.5	11.8%	101.0	1.7%	95%	True	False	56,585
80	6,559.5	5,325.0	1,234.5	20.2%	108.5	1.8%	64%	False	False	42,515
100	6,643.5	5,325.0	1,318.5	21.6%	91.0	1.5%	59%	False	False	34,019
120	6,643.5	5,325.0	1,318.5	21.6%	78.0	1.3%	59%	False	False	28,366

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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	21.0
Narrowest range in 23 trading days

Fibonacci Retracements and Extensions
4.250	6,369.0
2.618	6,284.0
1.618	6,232.0
1.000	6,200.0
0.618	6,180.0
HIGH	6,148.0
0.618	6,128.0
0.500	6,122.0
0.382	6,116.0
LOW	6,096.0
0.618	6,064.0
1.000	6,044.0
1.618	6,012.0
2.618	5,960.0
4.250	5,875.0

Fisher Pivots for day following 28-Apr-2008
Pivot	1 day	3 day
R1	6,122.0	6,091.0
PP	6,117.5	6,072.5
S1	6,113.5	6,054.0

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