FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 15-May-2008
Day Change Summary
Previous Current
14-May-2008 15-May-2008 Change Change % Previous Week
Open 6,244.5 6,213.5 -31.0 -0.5% 6,140.0
High 6,263.5 6,268.0 4.5 0.1% 6,278.0
Low 6,173.0 6,177.5 4.5 0.1% 6,123.5
Close 6,222.5 6,247.0 24.5 0.4% 6,215.0
Range 90.5 90.5 0.0 0.0% 154.5
ATR 98.6 98.1 -0.6 -0.6% 0.0
Volume 109,172 113,410 4,238 3.9% 267,291
Daily Pivots for day following 15-May-2008
Classic Woodie Camarilla DeMark
R4 6,502.5 6,465.0 6,297.0
R3 6,412.0 6,374.5 6,272.0
R2 6,321.5 6,321.5 6,263.5
R1 6,284.0 6,284.0 6,255.5 6,303.0
PP 6,231.0 6,231.0 6,231.0 6,240.0
S1 6,193.5 6,193.5 6,238.5 6,212.0
S2 6,140.5 6,140.5 6,230.5
S3 6,050.0 6,103.0 6,222.0
S4 5,959.5 6,012.5 6,197.0
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 6,271.0 6,139.5 131.5 2.1% 94.0 1.5% 82% False False 91,304
10 6,278.0 6,123.5 154.5 2.5% 91.0 1.5% 80% False False 68,306
20 6,278.0 5,960.5 317.5 5.1% 89.5 1.4% 90% False False 79,953
40 6,278.0 5,473.0 805.0 12.9% 95.0 1.5% 96% False False 97,543
60 6,278.0 5,424.5 853.5 13.7% 99.0 1.6% 96% False False 70,662
80 6,278.0 5,424.5 853.5 13.7% 102.0 1.6% 96% False False 53,093
100 6,559.5 5,325.0 1,234.5 19.8% 101.5 1.6% 75% False False 42,500
120 6,643.5 5,325.0 1,318.5 21.1% 86.5 1.4% 70% False False 35,424
Crabel Price Patterns
NR False
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 True
Bear Hook False
Bull Hook False
Stretch 20.3
Fibonacci Retracements and Extensions
4.250 6,652.5
2.618 6,505.0
1.618 6,414.5
1.000 6,358.5
0.618 6,324.0
HIGH 6,268.0
0.618 6,233.5
0.500 6,223.0
0.382 6,212.0
LOW 6,177.5
0.618 6,121.5
1.000 6,087.0
1.618 6,031.0
2.618 5,940.5
4.250 5,793.0
Fisher Pivots for day following 15-May-2008
Pivot 1 day 3 day
R1 6,239.0 6,233.0
PP 6,231.0 6,219.0
S1 6,223.0 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