FTSE 100 Index Future June 2008

Trading Metrics calculated at close of trading on 12-May-2008

Day Change Summary
	Previous	Current
	09-May-2008	12-May-2008	Change	Change %	Previous Week
Open	6,247.5	6,215.0	-32.5	-0.5%	6,140.0
High	6,252.0	6,255.5	3.5	0.1%	6,278.0
Low	6,167.0	6,182.5	15.5	0.3%	6,123.5
Close	6,215.0	6,221.5	6.5	0.1%	6,215.0
Range	85.0	73.0	-12.0	-14.1%	154.5
ATR	98.6	96.8	-1.8	-1.9%	0.0
Volume	80,431	89,154	8,723	10.8%	267,291

Daily Pivots for day following 12-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,439.0	6,403.0	6,261.5
R3	6,366.0	6,330.0	6,241.5
R2	6,293.0	6,293.0	6,235.0
R1	6,257.0	6,257.0	6,228.0	6,275.0
PP	6,220.0	6,220.0	6,220.0	6,229.0
S1	6,184.0	6,184.0	6,215.0	6,202.0
S2	6,147.0	6,147.0	6,208.0
S3	6,074.0	6,111.0	6,201.5
S4	6,001.0	6,038.0	6,181.5

Weekly Pivots for week ending 09-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,669.0	6,596.5	6,300.0
R3	6,514.5	6,442.0	6,257.5
R2	6,360.0	6,360.0	6,243.5
R1	6,287.5	6,287.5	6,229.0	6,324.0
PP	6,205.5	6,205.5	6,205.5	6,223.5
S1	6,133.0	6,133.0	6,201.0	6,169.0
S2	6,051.0	6,051.0	6,186.5
S3	5,896.5	5,978.5	6,172.5
S4	5,742.0	5,824.0	6,130.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,278.0	6,156.5	121.5	2.0%	74.0	1.2%	53%	False	False	71,289
10	6,278.0	6,041.5	236.5	3.8%	87.0	1.4%	76%	False	False	56,186
20	6,278.0	5,871.5	406.5	6.5%	91.0	1.5%	86%	False	False	80,186
40	6,278.0	5,424.5	853.5	13.7%	98.0	1.6%	93%	False	False	97,016
60	6,278.0	5,424.5	853.5	13.7%	99.5	1.6%	93%	False	False	65,917
80	6,278.0	5,325.0	953.0	15.3%	107.5	1.7%	94%	False	False	49,512
100	6,559.5	5,325.0	1,234.5	19.8%	98.0	1.6%	73%	False	False	39,631
120	6,643.5	5,325.0	1,318.5	21.2%	85.0	1.4%	68%	False	False	33,034

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
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	25.4
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,566.0
2.618	6,446.5
1.618	6,373.5
1.000	6,328.5
0.618	6,300.5
HIGH	6,255.5
0.618	6,227.5
0.500	6,219.0
0.382	6,210.5
LOW	6,182.5
0.618	6,137.5
1.000	6,109.5
1.618	6,064.5
2.618	5,991.5
4.250	5,872.0

Fisher Pivots for day following 12-May-2008
Pivot	1 day	3 day
R1	6,220.5	6,222.5
PP	6,220.0	6,222.0
S1	6,219.0	6,222.0

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