FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 30-Jan-2007
Day Change Summary
Previous Current
29-Jan-2007 30-Jan-2007 Change Change % Previous Week
Open 6,233.5 6,227.0 -6.5 -0.1% 6,273.0
High 6,265.5 6,255.5 -10.0 -0.2% 6,345.0
Low 6,233.5 6,227.0 -6.5 -0.1% 6,231.5
Close 6,255.5 6,250.5 -5.0 -0.1% 6,244.0
Range 32.0 28.5 -3.5 -10.9% 113.5
ATR 48.7 47.3 -1.4 -3.0% 0.0
Volume 91 226 135 148.4% 1,796
Daily Pivots for day following 30-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,330.0 6,318.5 6,266.0
R3 6,301.5 6,290.0 6,258.5
R2 6,273.0 6,273.0 6,255.5
R1 6,261.5 6,261.5 6,253.0 6,267.0
PP 6,244.5 6,244.5 6,244.5 6,247.0
S1 6,233.0 6,233.0 6,248.0 6,239.0
S2 6,216.0 6,216.0 6,245.5
S3 6,187.5 6,204.5 6,242.5
S4 6,159.0 6,176.0 6,235.0
Weekly Pivots for week ending 26-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,614.0 6,542.5 6,306.5
R3 6,500.5 6,429.0 6,275.0
R2 6,387.0 6,387.0 6,265.0
R1 6,315.5 6,315.5 6,254.5 6,294.5
PP 6,273.5 6,273.5 6,273.5 6,263.0
S1 6,202.0 6,202.0 6,233.5 6,181.0
S2 6,160.0 6,160.0 6,223.0
S3 6,046.5 6,088.5 6,213.0
S4 5,933.0 5,975.0 6,181.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,345.0 6,227.0 118.0 1.9% 49.5 0.8% 20% False True 307
10 6,345.0 6,197.5 147.5 2.4% 45.0 0.7% 36% False False 244
20 6,353.0 6,153.5 199.5 3.2% 46.5 0.7% 49% False False 916
40 6,353.0 6,081.0 272.0 4.4% 27.0 0.4% 62% False False 516
60 6,353.0 6,077.0 276.0 4.4% 20.0 0.3% 63% False False 409
80 6,353.0 6,067.5 285.5 4.6% 15.5 0.2% 64% False False 315
100 6,353.0 5,868.0 485.0 7.8% 12.0 0.2% 79% False False 252
120 6,353.0 5,868.0 485.0 7.8% 10.0 0.2% 79% False False 210
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,376.5
2.618 6,330.0
1.618 6,301.5
1.000 6,284.0
0.618 6,273.0
HIGH 6,255.5
0.618 6,244.5
0.500 6,241.0
0.382 6,238.0
LOW 6,227.0
0.618 6,209.5
1.000 6,198.5
1.618 6,181.0
2.618 6,152.5
4.250 6,106.0
Fisher Pivots for day following 30-Jan-2007
Pivot 1 day 3 day
R1 6,247.5 6,255.0
PP 6,244.5 6,253.5
S1 6,241.0 6,252.0

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

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