FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 28-May-2008
Day Change Summary
Previous Current
27-May-2008 28-May-2008 Change Change % Previous Week
Open 6,123.0 6,081.0 -42.0 -0.7% 6,330.0
High 6,144.0 6,128.0 -16.0 -0.3% 6,396.0
Low 6,050.0 6,053.5 3.5 0.1% 6,083.5
Close 6,075.0 6,069.5 -5.5 -0.1% 6,107.0
Range 94.0 74.5 -19.5 -20.7% 312.5
ATR 102.2 100.2 -2.0 -1.9% 0.0
Volume 82,908 76,567 -6,341 -7.6% 525,565
Daily Pivots for day following 28-May-2008
Classic Woodie Camarilla DeMark
R4 6,307.0 6,263.0 6,110.5
R3 6,232.5 6,188.5 6,090.0
R2 6,158.0 6,158.0 6,083.0
R1 6,114.0 6,114.0 6,076.5 6,099.0
PP 6,083.5 6,083.5 6,083.5 6,076.0
S1 6,039.5 6,039.5 6,062.5 6,024.0
S2 6,009.0 6,009.0 6,056.0
S3 5,934.5 5,965.0 6,049.0
S4 5,860.0 5,890.5 6,028.5
Weekly Pivots for week ending 23-May-2008
Classic Woodie Camarilla DeMark
R4 7,133.0 6,932.5 6,279.0
R3 6,820.5 6,620.0 6,193.0
R2 6,508.0 6,508.0 6,164.5
R1 6,307.5 6,307.5 6,135.5 6,251.5
PP 6,195.5 6,195.5 6,195.5 6,167.5
S1 5,995.0 5,995.0 6,078.5 5,939.0
S2 5,883.0 5,883.0 6,049.5
S3 5,570.5 5,682.5 6,021.0
S4 5,258.0 5,370.0 5,935.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,266.5 6,050.0 216.5 3.6% 87.5 1.4% 9% False False 98,212
10 6,396.0 6,050.0 346.0 5.7% 97.0 1.6% 6% False False 100,558
20 6,396.0 6,041.5 354.5 5.8% 94.0 1.5% 8% False False 77,872
40 6,396.0 5,832.0 564.0 9.3% 92.5 1.5% 42% False False 89,957
60 6,396.0 5,424.5 971.5 16.0% 100.0 1.6% 66% False False 83,642
80 6,396.0 5,424.5 971.5 16.0% 99.5 1.6% 66% False False 62,836
100 6,431.5 5,325.0 1,106.5 18.2% 105.0 1.7% 67% False False 50,330
120 6,643.5 5,325.0 1,318.5 21.7% 92.0 1.5% 56% False False 41,947
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.4
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,444.5
2.618 6,323.0
1.618 6,248.5
1.000 6,202.5
0.618 6,174.0
HIGH 6,128.0
0.618 6,099.5
0.500 6,091.0
0.382 6,082.0
LOW 6,053.5
0.618 6,007.5
1.000 5,979.0
1.618 5,933.0
2.618 5,858.5
4.250 5,737.0
Fisher Pivots for day following 28-May-2008
Pivot 1 day 3 day
R1 6,091.0 6,124.5
PP 6,083.5 6,106.0
S1 6,076.5 6,088.0

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

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