FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 04-Jan-2007
Day Change Summary
Previous Current
03-Jan-2007 04-Jan-2007 Change Change % Previous Week
Open 6,332.0 6,314.0 -18.0 -0.3% 6,256.0
High 6,353.0 6,320.5 -32.5 -0.5% 6,283.0
Low 6,332.0 6,296.5 -35.5 -0.6% 6,236.5
Close 6,350.0 6,311.0 -39.0 -0.6% 6,239.0
Range 21.0 24.0 3.0 14.3% 46.5
ATR 30.6 32.2 1.6 5.4% 0.0
Volume 69 13,821 13,752 19,930.4% 82
Daily Pivots for day following 04-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,381.5 6,370.0 6,324.0
R3 6,357.5 6,346.0 6,317.5
R2 6,333.5 6,333.5 6,315.5
R1 6,322.0 6,322.0 6,313.0 6,316.0
PP 6,309.5 6,309.5 6,309.5 6,306.0
S1 6,298.0 6,298.0 6,309.0 6,292.0
S2 6,285.5 6,285.5 6,306.5
S3 6,261.5 6,274.0 6,304.5
S4 6,237.5 6,250.0 6,298.0
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 6,353.0 6,236.5 116.5 1.8% 15.5 0.2% 64% False False 2,794
10 6,353.0 6,215.5 137.5 2.2% 12.5 0.2% 69% False False 1,401
20 6,353.0 6,116.0 237.0 3.8% 10.0 0.2% 82% False False 759
40 6,353.0 6,077.0 276.0 4.4% 7.5 0.1% 85% False False 503
60 6,353.0 6,077.0 276.0 4.4% 5.5 0.1% 85% False False 347
80 6,353.0 5,868.0 485.0 7.7% 4.0 0.1% 91% False False 260
100 6,353.0 5,868.0 485.0 7.7% 3.5 0.1% 91% False False 208
120 6,353.0 5,740.5 612.5 9.7% 3.0 0.0% 93% False False 173
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 1.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,422.5
2.618 6,383.5
1.618 6,359.5
1.000 6,344.5
0.618 6,335.5
HIGH 6,320.5
0.618 6,311.5
0.500 6,308.5
0.382 6,305.5
LOW 6,296.5
0.618 6,281.5
1.000 6,272.5
1.618 6,257.5
2.618 6,233.5
4.250 6,194.5
Fisher Pivots for day following 04-Jan-2007
Pivot 1 day 3 day
R1 6,310.0 6,325.0
PP 6,309.5 6,320.0
S1 6,308.5 6,315.5

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

View Archives - Comment on this page... - Back to Index of Symbols