FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 09-Jun-2008
Day Change Summary
Previous Current
06-Jun-2008 09-Jun-2008 Change Change % Previous Week
Open 6,045.0 5,900.0 -145.0 -2.4% 6,043.0
High 6,087.5 5,950.5 -137.0 -2.3% 6,087.5
Low 5,862.0 5,840.5 -21.5 -0.4% 5,862.0
Close 5,918.5 5,887.0 -31.5 -0.5% 5,918.5
Range 225.5 110.0 -115.5 -51.2% 225.5
ATR 105.0 105.4 0.4 0.3% 0.0
Volume 84,386 117,907 33,521 39.7% 451,185
Daily Pivots for day following 09-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,222.5 6,165.0 5,947.5
R3 6,112.5 6,055.0 5,917.0
R2 6,002.5 6,002.5 5,907.0
R1 5,945.0 5,945.0 5,897.0 5,919.0
PP 5,892.5 5,892.5 5,892.5 5,879.5
S1 5,835.0 5,835.0 5,877.0 5,809.0
S2 5,782.5 5,782.5 5,867.0
S3 5,672.5 5,725.0 5,857.0
S4 5,562.5 5,615.0 5,826.5
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 5,840.5 247.0 4.2% 116.5 2.0% 19% False True 95,559
10 6,144.0 5,840.5 303.5 5.2% 100.0 1.7% 15% False True 87,701
20 6,396.0 5,840.5 555.5 9.4% 100.5 1.7% 8% False True 93,831
40 6,396.0 5,832.0 564.0 9.6% 95.0 1.6% 10% False False 87,794
60 6,396.0 5,424.5 971.5 16.5% 99.5 1.7% 48% False False 94,904
80 6,396.0 5,424.5 971.5 16.5% 99.5 1.7% 48% False False 71,783
100 6,396.0 5,325.0 1,071.0 18.2% 106.5 1.8% 52% False False 57,485
120 6,559.5 5,325.0 1,234.5 21.0% 98.0 1.7% 46% False False 47,922
Crabel Price Patterns
NR True
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 False
Bear Hook False
Bull Hook False
Stretch 25.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,418.0
2.618 6,238.5
1.618 6,128.5
1.000 6,060.5
0.618 6,018.5
HIGH 5,950.5
0.618 5,908.5
0.500 5,895.5
0.382 5,882.5
LOW 5,840.5
0.618 5,772.5
1.000 5,730.5
1.618 5,662.5
2.618 5,552.5
4.250 5,373.0
Fisher Pivots for day following 09-Jun-2008
Pivot 1 day 3 day
R1 5,895.5 5,964.0
PP 5,892.5 5,938.5
S1 5,890.0 5,912.5

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

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