FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 12-Jun-2008
Day Change Summary
Previous Current
11-Jun-2008 12-Jun-2008 Change Change % Previous Week
Open 5,854.0 5,736.0 -118.0 -2.0% 6,043.0
High 5,862.5 5,804.5 -58.0 -1.0% 6,087.5
Low 5,711.5 5,725.0 13.5 0.2% 5,862.0
Close 5,735.0 5,789.5 54.5 1.0% 5,918.5
Range 151.0 79.5 -71.5 -47.4% 225.5
ATR 106.0 104.1 -1.9 -1.8% 0.0
Volume 119,011 146,265 27,254 22.9% 451,185
Daily Pivots for day following 12-Jun-2008
Classic Woodie Camarilla DeMark
R4 6,011.5 5,980.0 5,833.0
R3 5,932.0 5,900.5 5,811.5
R2 5,852.5 5,852.5 5,804.0
R1 5,821.0 5,821.0 5,797.0 5,837.0
PP 5,773.0 5,773.0 5,773.0 5,781.0
S1 5,741.5 5,741.5 5,782.0 5,757.0
S2 5,693.5 5,693.5 5,775.0
S3 5,614.0 5,662.0 5,767.5
S4 5,534.5 5,582.5 5,746.0
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 5,711.5 376.0 6.5% 125.5 2.2% 21% False False 116,670
10 6,117.5 5,711.5 406.0 7.0% 103.0 1.8% 19% False False 102,486
20 6,396.0 5,711.5 684.5 11.8% 100.5 1.7% 11% False False 99,750
40 6,396.0 5,711.5 684.5 11.8% 96.0 1.7% 11% False False 89,682
60 6,396.0 5,473.0 923.0 15.9% 97.5 1.7% 34% False False 98,798
80 6,396.0 5,424.5 971.5 16.8% 99.5 1.7% 38% False False 76,538
100 6,396.0 5,325.0 1,071.0 18.5% 105.0 1.8% 43% False False 61,292
120 6,559.5 5,325.0 1,234.5 21.3% 100.5 1.7% 38% False False 51,097
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,142.5
2.618 6,012.5
1.618 5,933.0
1.000 5,884.0
0.618 5,853.5
HIGH 5,804.5
0.618 5,774.0
0.500 5,765.0
0.382 5,755.5
LOW 5,725.0
0.618 5,676.0
1.000 5,645.5
1.618 5,596.5
2.618 5,517.0
4.250 5,387.0
Fisher Pivots for day following 12-Jun-2008
Pivot 1 day 3 day
R1 5,781.0 5,797.0
PP 5,773.0 5,794.5
S1 5,765.0 5,792.0

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

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