FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 14-May-2008
Day Change Summary
Previous Current
13-May-2008 14-May-2008 Change Change % Previous Week
Open 6,260.5 6,244.5 -16.0 -0.3% 6,140.0
High 6,271.0 6,263.5 -7.5 -0.1% 6,278.0
Low 6,139.5 6,173.0 33.5 0.5% 6,123.5
Close 6,212.0 6,222.5 10.5 0.2% 6,215.0
Range 131.5 90.5 -41.0 -31.2% 154.5
ATR 99.3 98.6 -0.6 -0.6% 0.0
Volume 64,356 109,172 44,816 69.6% 267,291
Daily Pivots for day following 14-May-2008
Classic Woodie Camarilla DeMark
R4 6,491.0 6,447.5 6,272.5
R3 6,400.5 6,357.0 6,247.5
R2 6,310.0 6,310.0 6,239.0
R1 6,266.5 6,266.5 6,231.0 6,243.0
PP 6,219.5 6,219.5 6,219.5 6,208.0
S1 6,176.0 6,176.0 6,214.0 6,152.5
S2 6,129.0 6,129.0 6,206.0
S3 6,038.5 6,085.5 6,197.5
S4 5,948.0 5,995.0 6,172.5
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% 87.5 1.4% 60% False False 86,799
10 6,278.0 6,041.5 236.5 3.8% 91.0 1.5% 77% False False 56,965
20 6,278.0 5,960.5 317.5 5.1% 91.5 1.5% 83% False False 79,614
40 6,278.0 5,473.0 805.0 12.9% 95.5 1.5% 93% False False 98,322
60 6,278.0 5,424.5 853.5 13.7% 99.5 1.6% 93% False False 68,800
80 6,278.0 5,325.0 953.0 15.3% 106.5 1.7% 94% False False 51,677
100 6,559.5 5,325.0 1,234.5 19.8% 100.5 1.6% 73% False False 41,367
120 6,643.5 5,325.0 1,318.5 21.2% 85.5 1.4% 68% False False 34,479
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 20.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,648.0
2.618 6,500.5
1.618 6,410.0
1.000 6,354.0
0.618 6,319.5
HIGH 6,263.5
0.618 6,229.0
0.500 6,218.0
0.382 6,207.5
LOW 6,173.0
0.618 6,117.0
1.000 6,082.5
1.618 6,026.5
2.618 5,936.0
4.250 5,788.5
Fisher Pivots for day following 14-May-2008
Pivot 1 day 3 day
R1 6,221.0 6,217.0
PP 6,219.5 6,211.0
S1 6,218.0 6,205.0

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

View Archives - Comment on this page... - Back to Index of Symbols