FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 06-Jun-2008
Day Change Summary
Previous Current
05-Jun-2008 06-Jun-2008 Change Change % Previous Week
Open 5,988.0 6,045.0 57.0 1.0% 6,043.0
High 6,027.5 6,087.5 60.0 1.0% 6,087.5
Low 5,950.0 5,862.0 -88.0 -1.5% 5,862.0
Close 6,001.0 5,918.5 -82.5 -1.4% 5,918.5
Range 77.5 225.5 148.0 191.0% 225.5
ATR 95.8 105.0 9.3 9.7% 0.0
Volume 105,423 84,386 -21,037 -20.0% 451,185
Daily Pivots for day following 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,632.5 6,501.0 6,042.5
R3 6,407.0 6,275.5 5,980.5
R2 6,181.5 6,181.5 5,960.0
R1 6,050.0 6,050.0 5,939.0 6,003.0
PP 5,956.0 5,956.0 5,956.0 5,932.5
S1 5,824.5 5,824.5 5,898.0 5,777.5
S2 5,730.5 5,730.5 5,877.0
S3 5,505.0 5,599.0 5,856.5
S4 5,279.5 5,373.5 5,794.5
Weekly Pivots for week ending 06-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,632.5 6,501.0 6,042.5
R3 6,407.0 6,275.5 5,980.5
R2 6,181.5 6,181.5 5,960.0
R1 6,050.0 6,050.0 5,939.0 6,003.0
PP 5,956.0 5,956.0 5,956.0 5,932.5
S1 5,824.5 5,824.5 5,898.0 5,777.5
S2 5,730.5 5,730.5 5,877.0
S3 5,505.0 5,599.0 5,856.5
S4 5,279.5 5,373.5 5,794.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,087.5 5,862.0 225.5 3.8% 109.0 1.8% 25% True True 90,237
10 6,199.0 5,862.0 337.0 5.7% 101.0 1.7% 17% False True 85,423
20 6,396.0 5,862.0 534.0 9.0% 99.0 1.7% 11% False True 91,957
40 6,396.0 5,832.0 564.0 9.5% 96.0 1.6% 15% False False 87,753
60 6,396.0 5,424.5 971.5 16.4% 99.0 1.7% 51% False False 93,246
80 6,396.0 5,424.5 971.5 16.4% 99.5 1.7% 51% False False 70,311
100 6,396.0 5,325.0 1,071.0 18.1% 106.5 1.8% 55% False False 56,306
120 6,559.5 5,325.0 1,234.5 20.9% 98.0 1.7% 48% False False 46,940
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.5
Widest range in 94 trading days
Fibonacci Retracements and Extensions
4.250 7,046.0
2.618 6,678.0
1.618 6,452.5
1.000 6,313.0
0.618 6,227.0
HIGH 6,087.5
0.618 6,001.5
0.500 5,975.0
0.382 5,948.0
LOW 5,862.0
0.618 5,722.5
1.000 5,636.5
1.618 5,497.0
2.618 5,271.5
4.250 4,903.5
Fisher Pivots for day following 06-Jun-2008
Pivot 1 day 3 day
R1 5,975.0 5,975.0
PP 5,956.0 5,956.0
S1 5,937.0 5,937.0

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

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