FTSE 100 Index Future June 2008

Trading Metrics calculated at close of trading on 19-May-2008

Day Change Summary
	Previous	Current
	16-May-2008	19-May-2008	Change	Change %	Previous Week
Open	6,288.0	6,330.0	42.0	0.7%	6,215.0
High	6,359.5	6,396.0	36.5	0.6%	6,359.5
Low	6,272.5	6,306.5	34.0	0.5%	6,139.5
Close	6,293.0	6,377.5	84.5	1.3%	6,293.0
Range	87.0	89.5	2.5	2.9%	220.0
ATR	99.1	99.4	0.3	0.3%	0.0
Volume	97,961	124,599	26,638	27.2%	474,053

Daily Pivots for day following 19-May-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,628.5	6,592.5	6,426.5
R3	6,539.0	6,503.0	6,402.0
R2	6,449.5	6,449.5	6,394.0
R1	6,413.5	6,413.5	6,385.5	6,431.5
PP	6,360.0	6,360.0	6,360.0	6,369.0
S1	6,324.0	6,324.0	6,369.5	6,342.0
S2	6,270.5	6,270.5	6,361.0
S3	6,181.0	6,234.5	6,353.0
S4	6,091.5	6,145.0	6,328.5

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	6,396.0	6,139.5	256.5	4.0%	98.0	1.5%	93%	True	False	101,899
10	6,396.0	6,139.5	256.5	4.0%	86.0	1.3%	93%	True	False	86,594
20	6,396.0	5,960.5	435.5	6.8%	90.0	1.4%	96%	True	False	79,672
40	6,396.0	5,597.5	798.5	12.5%	93.5	1.5%	98%	True	False	93,308
60	6,396.0	5,424.5	971.5	15.2%	99.5	1.6%	98%	True	False	74,351
80	6,396.0	5,424.5	971.5	15.2%	99.0	1.6%	98%	True	False	55,873
100	6,559.5	5,325.0	1,234.5	19.4%	103.0	1.6%	85%	False	False	44,726
120	6,643.5	5,325.0	1,318.5	20.7%	88.0	1.4%	80%	False	False	37,277

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	20.9
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,776.5
2.618	6,630.5
1.618	6,541.0
1.000	6,485.5
0.618	6,451.5
HIGH	6,396.0
0.618	6,362.0
0.500	6,351.0
0.382	6,340.5
LOW	6,306.5
0.618	6,251.0
1.000	6,217.0
1.618	6,161.5
2.618	6,072.0
4.250	5,926.0

Fisher Pivots for day following 19-May-2008
Pivot	1 day	3 day
R1	6,369.0	6,347.0
PP	6,360.0	6,317.0
S1	6,351.0	6,287.0

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