FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 19-Apr-2007
Day Change Summary
Previous Current
18-Apr-2007 19-Apr-2007 Change Change % Previous Week
Open 6,500.5 6,416.0 -84.5 -1.3% 6,420.5
High 6,503.0 6,475.0 -28.0 -0.4% 6,483.0
Low 6,452.5 6,397.5 -55.0 -0.9% 6,388.5
Close 6,465.0 6,452.5 -12.5 -0.2% 6,472.5
Range 50.5 77.5 27.0 53.5% 94.5
ATR 64.4 65.4 0.9 1.4% 0.0
Volume 105,391 93,651 -11,740 -11.1% 270,764
Daily Pivots for day following 19-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,674.0 6,641.0 6,495.0
R3 6,596.5 6,563.5 6,474.0
R2 6,519.0 6,519.0 6,466.5
R1 6,486.0 6,486.0 6,459.5 6,502.5
PP 6,441.5 6,441.5 6,441.5 6,450.0
S1 6,408.5 6,408.5 6,445.5 6,425.0
S2 6,364.0 6,364.0 6,438.5
S3 6,286.5 6,331.0 6,431.0
S4 6,209.0 6,253.5 6,410.0
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,731.5 6,696.5 6,524.5
R3 6,637.0 6,602.0 6,498.5
R2 6,542.5 6,542.5 6,490.0
R1 6,507.5 6,507.5 6,481.0 6,525.0
PP 6,448.0 6,448.0 6,448.0 6,457.0
S1 6,413.0 6,413.0 6,464.0 6,430.5
S2 6,353.5 6,353.5 6,455.0
S3 6,259.0 6,318.5 6,446.5
S4 6,164.5 6,224.0 6,420.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,534.5 6,397.5 137.0 2.1% 55.5 0.9% 40% False True 81,398
10 6,534.5 6,363.0 171.5 2.7% 52.5 0.8% 52% False False 72,751
20 6,534.5 6,225.0 309.5 4.8% 56.5 0.9% 74% False False 81,432
40 6,534.5 5,981.5 553.0 8.6% 67.5 1.0% 85% False False 65,354
60 6,534.5 5,981.5 553.0 8.6% 58.0 0.9% 85% False False 43,627
80 6,534.5 5,981.5 553.0 8.6% 53.0 0.8% 85% False False 32,931
100 6,534.5 5,981.5 553.0 8.6% 43.5 0.7% 85% False False 26,371
120 6,534.5 5,981.5 553.0 8.6% 37.0 0.6% 85% False False 22,006
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.8
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,804.5
2.618 6,678.0
1.618 6,600.5
1.000 6,552.5
0.618 6,523.0
HIGH 6,475.0
0.618 6,445.5
0.500 6,436.0
0.382 6,427.0
LOW 6,397.5
0.618 6,349.5
1.000 6,320.0
1.618 6,272.0
2.618 6,194.5
4.250 6,068.0
Fisher Pivots for day following 19-Apr-2007
Pivot 1 day 3 day
R1 6,447.0 6,460.0
PP 6,441.5 6,457.5
S1 6,436.0 6,455.0

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

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