FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 24-Jan-2007

Day Change Summary
	Previous	Current
	23-Jan-2007	24-Jan-2007	Change	Change %	Previous Week
Open	6,237.0	6,268.0	31.0	0.5%	6,294.5
High	6,260.0	6,329.0	69.0	1.1%	6,294.5
Low	6,236.5	6,267.5	31.0	0.5%	6,197.5
Close	6,239.5	6,323.5	84.0	1.3%	6,253.0
Range	23.5	61.5	38.0	161.7%	97.0
ATR	44.4	47.6	3.2	7.2%	0.0
Volume	77	1,072	995	1,292.2%	713

Daily Pivots for day following 24-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,491.0	6,469.0	6,357.5
R3	6,429.5	6,407.5	6,340.5
R2	6,368.0	6,368.0	6,335.0
R1	6,346.0	6,346.0	6,329.0	6,357.0
PP	6,306.5	6,306.5	6,306.5	6,312.0
S1	6,284.5	6,284.5	6,318.0	6,295.5
S2	6,245.0	6,245.0	6,312.0
S3	6,183.5	6,223.0	6,306.5
S4	6,122.0	6,161.5	6,289.5

Weekly Pivots for week ending 19-Jan-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,539.5	6,493.0	6,306.5
R3	6,442.5	6,396.0	6,279.5
R2	6,345.5	6,345.5	6,271.0
R1	6,299.0	6,299.0	6,262.0	6,274.0
PP	6,248.5	6,248.5	6,248.5	6,235.5
S1	6,202.0	6,202.0	6,244.0	6,177.0
S2	6,151.5	6,151.5	6,235.0
S3	6,054.5	6,105.0	6,226.5
S4	5,957.5	6,008.0	6,199.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,329.0	6,201.0	128.0	2.0%	44.0	0.7%	96%	True	False	381
10	6,329.0	6,153.5	175.5	2.8%	50.0	0.8%	97%	True	False	279
20	6,353.0	6,153.5	199.5	3.2%	40.0	0.6%	85%	False	False	897
40	6,353.0	6,077.0	276.0	4.4%	23.5	0.4%	89%	False	False	514
60	6,353.0	6,077.0	276.0	4.4%	17.0	0.3%	89%	False	False	403
80	6,353.0	5,996.5	356.5	5.6%	13.0	0.2%	92%	False	False	310
100	6,353.0	5,868.0	485.0	7.7%	10.5	0.2%	94%	False	False	248
120	6,353.0	5,868.0	485.0	7.7%	8.5	0.1%	94%	False	False	206

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	10.5
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,590.5
2.618	6,490.0
1.618	6,428.5
1.000	6,390.5
0.618	6,367.0
HIGH	6,329.0
0.618	6,305.5
0.500	6,298.0
0.382	6,291.0
LOW	6,267.5
0.618	6,229.5
1.000	6,206.0
1.618	6,168.0
2.618	6,106.5
4.250	6,006.0

Fisher Pivots for day following 24-Jan-2007
Pivot	1 day	3 day
R1	6,315.0	6,309.5
PP	6,306.5	6,296.0
S1	6,298.0	6,282.0

Download as Excel Spreadsheet

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

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