FTSE 100 Index Future June 2008

Trading Metrics calculated at close of trading on 10-Jun-2008

Day Change Summary
	Previous	Current
	09-Jun-2008	10-Jun-2008	Change	Change %	Previous Week
Open	5,900.0	5,861.5	-38.5	-0.7%	6,043.0
High	5,950.5	5,882.5	-68.0	-1.1%	6,087.5
Low	5,840.5	5,821.0	-19.5	-0.3%	5,862.0
Close	5,887.0	5,848.5	-38.5	-0.7%	5,918.5
Range	110.0	61.5	-48.5	-44.1%	225.5
ATR	105.4	102.6	-2.8	-2.7%	0.0
Volume	117,907	115,785	-2,122	-1.8%	451,185

Daily Pivots for day following 10-Jun-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,035.0	6,003.5	5,882.5
R3	5,973.5	5,942.0	5,865.5
R2	5,912.0	5,912.0	5,860.0
R1	5,880.5	5,880.5	5,854.0	5,865.5
PP	5,850.5	5,850.5	5,850.5	5,843.0
S1	5,819.0	5,819.0	5,843.0	5,804.0
S2	5,789.0	5,789.0	5,837.0
S3	5,727.5	5,757.5	5,831.5
S4	5,666.0	5,696.0	5,814.5

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	5,821.0	266.5	4.6%	113.5	1.9%	10%	False	True	101,785
10	6,135.0	5,821.0	314.0	5.4%	97.0	1.7%	9%	False	True	90,989
20	6,396.0	5,821.0	575.0	9.8%	100.0	1.7%	5%	False	True	95,163
40	6,396.0	5,821.0	575.0	9.8%	95.5	1.6%	5%	False	True	87,674
60	6,396.0	5,424.5	971.5	16.6%	98.5	1.7%	44%	False	False	96,398
80	6,396.0	5,424.5	971.5	16.6%	99.5	1.7%	44%	False	False	73,229
100	6,396.0	5,325.0	1,071.0	18.3%	106.0	1.8%	49%	False	False	58,642
120	6,559.5	5,325.0	1,234.5	21.1%	98.5	1.7%	42%	False	False	48,887

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
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 22 trading days

Fibonacci Retracements and Extensions
4.250	6,144.0
2.618	6,043.5
1.618	5,982.0
1.000	5,944.0
0.618	5,920.5
HIGH	5,882.5
0.618	5,859.0
0.500	5,852.0
0.382	5,844.5
LOW	5,821.0
0.618	5,783.0
1.000	5,759.5
1.618	5,721.5
2.618	5,660.0
4.250	5,559.5

Fisher Pivots for day following 10-Jun-2008
Pivot	1 day	3 day
R1	5,852.0	5,954.0
PP	5,850.5	5,919.0
S1	5,849.5	5,884.0

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