FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 02-Jan-2007
Day Change Summary
Previous Current
29-Dec-2006 02-Jan-2007 Change Change % Previous Week
Open 6,236.5 6,331.0 94.5 1.5% 6,256.0
High 6,239.5 6,352.0 112.5 1.8% 6,283.0
Low 6,236.5 6,331.0 94.5 1.5% 6,236.5
Close 6,239.0 6,349.5 110.5 1.8% 6,239.0
Range 3.0 21.0 18.0 600.0% 46.5
ATR 25.0 31.3 6.3 25.1% 0.0
Volume 41 6 -35 -85.4% 82
Daily Pivots for day following 02-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,407.0 6,399.5 6,361.0
R3 6,386.0 6,378.5 6,355.5
R2 6,365.0 6,365.0 6,353.5
R1 6,357.5 6,357.5 6,351.5 6,361.0
PP 6,344.0 6,344.0 6,344.0 6,346.0
S1 6,336.5 6,336.5 6,347.5 6,340.0
S2 6,323.0 6,323.0 6,345.5
S3 6,302.0 6,315.5 6,343.5
S4 6,281.0 6,294.5 6,338.0
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 6,392.5 6,362.0 6,264.5
R3 6,346.0 6,315.5 6,252.0
R2 6,299.5 6,299.5 6,247.5
R1 6,269.0 6,269.0 6,243.5 6,261.0
PP 6,253.0 6,253.0 6,253.0 6,249.0
S1 6,222.5 6,222.5 6,234.5 6,214.5
S2 6,206.5 6,206.5 6,230.5
S3 6,160.0 6,176.0 6,226.0
S4 6,113.5 6,129.5 6,213.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,352.0 6,215.5 136.5 2.1% 12.0 0.2% 98% True False 17
10 6,352.0 6,215.5 136.5 2.1% 9.0 0.1% 98% True False 12
20 6,352.0 6,081.0 271.0 4.3% 7.5 0.1% 99% True False 115
40 6,352.0 6,077.0 275.0 4.3% 6.5 0.1% 99% True False 156
60 6,352.0 6,067.5 284.5 4.5% 5.0 0.1% 99% True False 115
80 6,352.0 5,868.0 484.0 7.6% 3.5 0.1% 99% True False 86
100 6,352.0 5,868.0 484.0 7.6% 3.0 0.0% 99% True False 69
120 6,352.0 5,740.5 611.5 9.6% 2.5 0.0% 100% True False 57
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 0.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,441.0
2.618 6,407.0
1.618 6,386.0
1.000 6,373.0
0.618 6,365.0
HIGH 6,352.0
0.618 6,344.0
0.500 6,341.5
0.382 6,339.0
LOW 6,331.0
0.618 6,318.0
1.000 6,310.0
1.618 6,297.0
2.618 6,276.0
4.250 6,242.0
Fisher Pivots for day following 02-Jan-2007
Pivot 1 day 3 day
R1 6,347.0 6,331.0
PP 6,344.0 6,312.5
S1 6,341.5 6,294.0

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

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