FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 18-Dec-2007
Day Change Summary
Previous Current
17-Dec-2007 18-Dec-2007 Change Change % Previous Week
Open 6,328.0 6,259.0 -69.0 -1.1% 6,543.0
High 6,344.0 6,354.0 10.0 0.2% 6,623.5
Low 6,269.0 6,239.0 -30.0 -0.5% 6,343.5
Close 6,288.5 6,290.0 1.5 0.0% 6,400.0
Range 75.0 115.0 40.0 53.3% 280.0
ATR 130.4 129.3 -1.1 -0.8% 0.0
Volume 132,811 242,063 109,252 82.3% 625,087
Daily Pivots for day following 18-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,639.5 6,579.5 6,353.0
R3 6,524.5 6,464.5 6,321.5
R2 6,409.5 6,409.5 6,311.0
R1 6,349.5 6,349.5 6,300.5 6,379.5
PP 6,294.5 6,294.5 6,294.5 6,309.0
S1 6,234.5 6,234.5 6,279.5 6,264.5
S2 6,179.5 6,179.5 6,269.0
S3 6,064.5 6,119.5 6,258.5
S4 5,949.5 6,004.5 6,227.0
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,295.5 7,128.0 6,554.0
R3 7,015.5 6,848.0 6,477.0
R2 6,735.5 6,735.5 6,451.5
R1 6,568.0 6,568.0 6,425.5 6,512.0
PP 6,455.5 6,455.5 6,455.5 6,427.5
S1 6,288.0 6,288.0 6,374.5 6,232.0
S2 6,175.5 6,175.5 6,348.5
S3 5,895.5 6,008.0 6,323.0
S4 5,615.5 5,728.0 6,246.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,623.5 6,239.0 384.5 6.1% 125.0 2.0% 13% False True 160,085
10 6,623.5 6,239.0 384.5 6.1% 115.5 1.8% 13% False True 139,873
20 6,623.5 6,048.0 575.5 9.1% 122.5 2.0% 42% False False 126,524
40 6,760.5 6,048.0 712.5 11.3% 117.5 1.9% 34% False False 121,810
60 6,802.0 6,048.0 754.0 12.0% 106.0 1.7% 32% False False 116,305
80 6,802.0 6,048.0 754.0 12.0% 104.0 1.7% 32% False False 98,887
100 6,802.0 5,899.0 903.0 14.4% 100.5 1.6% 43% False False 79,142
120 6,835.0 5,899.0 936.0 14.9% 95.5 1.5% 42% False False 66,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,843.0
2.618 6,655.0
1.618 6,540.0
1.000 6,469.0
0.618 6,425.0
HIGH 6,354.0
0.618 6,310.0
0.500 6,296.5
0.382 6,283.0
LOW 6,239.0
0.618 6,168.0
1.000 6,124.0
1.618 6,053.0
2.618 5,938.0
4.250 5,750.0
Fisher Pivots for day following 18-Dec-2007
Pivot 1 day 3 day
R1 6,296.5 6,338.0
PP 6,294.5 6,322.0
S1 6,292.0 6,306.0

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

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