FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 16-May-2008
Day Change Summary
Previous Current
15-May-2008 16-May-2008 Change Change % Previous Week
Open 6,213.5 6,288.0 74.5 1.2% 6,215.0
High 6,268.0 6,359.5 91.5 1.5% 6,359.5
Low 6,177.5 6,272.5 95.0 1.5% 6,139.5
Close 6,247.0 6,293.0 46.0 0.7% 6,293.0
Range 90.5 87.0 -3.5 -3.9% 220.0
ATR 98.1 99.1 1.0 1.1% 0.0
Volume 113,410 97,961 -15,449 -13.6% 474,053
Daily Pivots for day following 16-May-2008
Classic Woodie Camarilla DeMark
R4 6,569.5 6,518.0 6,341.0
R3 6,482.5 6,431.0 6,317.0
R2 6,395.5 6,395.5 6,309.0
R1 6,344.0 6,344.0 6,301.0 6,370.0
PP 6,308.5 6,308.5 6,308.5 6,321.0
S1 6,257.0 6,257.0 6,285.0 6,283.0
S2 6,221.5 6,221.5 6,277.0
S3 6,134.5 6,170.0 6,269.0
S4 6,047.5 6,083.0 6,245.0
Weekly Pivots for week ending 16-May-2008
Classic Woodie Camarilla DeMark
R4 6,924.0 6,828.5 6,414.0
R3 6,704.0 6,608.5 6,353.5
R2 6,484.0 6,484.0 6,333.5
R1 6,388.5 6,388.5 6,313.0 6,436.0
PP 6,264.0 6,264.0 6,264.0 6,288.0
S1 6,168.5 6,168.5 6,273.0 6,216.0
S2 6,044.0 6,044.0 6,252.5
S3 5,824.0 5,948.5 6,232.5
S4 5,604.0 5,728.5 6,172.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,359.5 6,139.5 220.0 3.5% 94.5 1.5% 70% True False 94,810
10 6,359.5 6,123.5 236.0 3.8% 88.5 1.4% 72% True False 74,134
20 6,359.5 5,960.5 399.0 6.3% 89.0 1.4% 83% True False 79,077
40 6,359.5 5,473.0 886.5 14.1% 93.0 1.5% 92% True False 94,198
60 6,359.5 5,424.5 935.0 14.9% 99.0 1.6% 93% True False 72,275
80 6,359.5 5,424.5 935.0 14.9% 99.5 1.6% 93% True False 54,316
100 6,559.5 5,325.0 1,234.5 19.6% 102.0 1.6% 78% False False 43,480
120 6,643.5 5,325.0 1,318.5 21.0% 87.0 1.4% 73% False False 36,240
Crabel Price Patterns
NR True
NR4 True
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 20.2
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,729.0
2.618 6,587.5
1.618 6,500.5
1.000 6,446.5
0.618 6,413.5
HIGH 6,359.5
0.618 6,326.5
0.500 6,316.0
0.382 6,305.5
LOW 6,272.5
0.618 6,218.5
1.000 6,185.5
1.618 6,131.5
2.618 6,044.5
4.250 5,903.0
Fisher Pivots for day following 16-May-2008
Pivot 1 day 3 day
R1 6,316.0 6,284.0
PP 6,308.5 6,275.0
S1 6,300.5 6,266.0

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

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