FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 24-Apr-2007
Day Change Summary
Previous Current
23-Apr-2007 24-Apr-2007 Change Change % Previous Week
Open 6,508.5 6,494.0 -14.5 -0.2% 6,496.0
High 6,514.0 6,503.5 -10.5 -0.2% 6,534.5
Low 6,475.0 6,417.5 -57.5 -0.9% 6,397.5
Close 6,492.5 6,447.5 -45.0 -0.7% 6,492.5
Range 39.0 86.0 47.0 120.5% 137.0
ATR 63.8 65.4 1.6 2.5% 0.0
Volume 85,918 59,673 -26,245 -30.5% 461,139
Daily Pivots for day following 24-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,714.0 6,667.0 6,495.0
R3 6,628.0 6,581.0 6,471.0
R2 6,542.0 6,542.0 6,463.5
R1 6,495.0 6,495.0 6,455.5 6,475.5
PP 6,456.0 6,456.0 6,456.0 6,446.5
S1 6,409.0 6,409.0 6,439.5 6,389.5
S2 6,370.0 6,370.0 6,431.5
S3 6,284.0 6,323.0 6,424.0
S4 6,198.0 6,237.0 6,400.0
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,886.0 6,826.0 6,568.0
R3 6,749.0 6,689.0 6,530.0
R2 6,612.0 6,612.0 6,517.5
R1 6,552.0 6,552.0 6,505.0 6,513.5
PP 6,475.0 6,475.0 6,475.0 6,455.5
S1 6,415.0 6,415.0 6,480.0 6,376.5
S2 6,338.0 6,338.0 6,467.5
S3 6,201.0 6,278.0 6,455.0
S4 6,064.0 6,141.0 6,417.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,522.5 6,397.5 125.0 1.9% 60.0 0.9% 40% False False 93,238
10 6,534.5 6,388.5 146.0 2.3% 56.0 0.9% 40% False False 82,095
20 6,534.5 6,270.0 264.5 4.1% 55.0 0.9% 67% False False 79,699
40 6,534.5 5,981.5 553.0 8.6% 68.0 1.1% 84% False False 71,984
60 6,534.5 5,981.5 553.0 8.6% 58.0 0.9% 84% False False 48,059
80 6,534.5 5,981.5 553.0 8.6% 54.5 0.8% 84% False False 36,270
100 6,534.5 5,981.5 553.0 8.6% 45.5 0.7% 84% False False 29,042
120 6,534.5 5,981.5 553.0 8.6% 38.5 0.6% 84% False False 24,232
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 11.0
Widest range in 22 trading days
Fibonacci Retracements and Extensions
4.250 6,869.0
2.618 6,728.5
1.618 6,642.5
1.000 6,589.5
0.618 6,556.5
HIGH 6,503.5
0.618 6,470.5
0.500 6,460.5
0.382 6,450.5
LOW 6,417.5
0.618 6,364.5
1.000 6,331.5
1.618 6,278.5
2.618 6,192.5
4.250 6,052.0
Fisher Pivots for day following 24-Apr-2007
Pivot 1 day 3 day
R1 6,460.5 6,470.0
PP 6,456.0 6,462.5
S1 6,452.0 6,455.0

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

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