FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 13-May-2008
Day Change Summary
Previous Current
12-May-2008 13-May-2008 Change Change % Previous Week
Open 6,215.0 6,260.5 45.5 0.7% 6,140.0
High 6,255.5 6,271.0 15.5 0.2% 6,278.0
Low 6,182.5 6,139.5 -43.0 -0.7% 6,123.5
Close 6,221.5 6,212.0 -9.5 -0.2% 6,215.0
Range 73.0 131.5 58.5 80.1% 154.5
ATR 96.8 99.3 2.5 2.6% 0.0
Volume 89,154 64,356 -24,798 -27.8% 267,291
Daily Pivots for day following 13-May-2008
Classic Woodie Camarilla DeMark
R4 6,602.0 6,538.5 6,284.5
R3 6,470.5 6,407.0 6,248.0
R2 6,339.0 6,339.0 6,236.0
R1 6,275.5 6,275.5 6,224.0 6,241.5
PP 6,207.5 6,207.5 6,207.5 6,190.5
S1 6,144.0 6,144.0 6,200.0 6,110.0
S2 6,076.0 6,076.0 6,188.0
S3 5,944.5 6,012.5 6,176.0
S4 5,813.0 5,881.0 6,139.5
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 6,139.5 138.5 2.2% 82.0 1.3% 52% False True 84,160
10 6,278.0 6,041.5 236.5 3.8% 91.0 1.5% 72% False False 55,186
20 6,278.0 5,941.5 336.5 5.4% 93.0 1.5% 80% False False 79,498
40 6,278.0 5,424.5 853.5 13.7% 96.5 1.6% 92% False False 97,264
60 6,278.0 5,424.5 853.5 13.7% 99.5 1.6% 92% False False 66,984
80 6,278.0 5,325.0 953.0 15.3% 107.5 1.7% 93% False False 50,314
100 6,559.5 5,325.0 1,234.5 19.9% 99.5 1.6% 72% False False 40,275
120 6,643.5 5,325.0 1,318.5 21.2% 85.0 1.4% 67% False False 33,570
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 22.1
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,830.0
2.618 6,615.5
1.618 6,484.0
1.000 6,402.5
0.618 6,352.5
HIGH 6,271.0
0.618 6,221.0
0.500 6,205.0
0.382 6,189.5
LOW 6,139.5
0.618 6,058.0
1.000 6,008.0
1.618 5,926.5
2.618 5,795.0
4.250 5,580.5
Fisher Pivots for day following 13-May-2008
Pivot 1 day 3 day
R1 6,210.0 6,210.0
PP 6,207.5 6,207.5
S1 6,205.0 6,205.0

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

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