FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 14-Feb-2007
Day Change Summary
Previous Current
13-Feb-2007 14-Feb-2007 Change Change % Previous Week
Open 6,365.5 6,406.0 40.5 0.6% 6,300.0
High 6,396.0 6,430.5 34.5 0.5% 6,405.5
Low 6,365.5 6,391.5 26.0 0.4% 6,300.0
Close 6,384.0 6,425.0 41.0 0.6% 6,392.5
Range 30.5 39.0 8.5 27.9% 105.5
ATR 45.8 45.8 0.1 0.1% 0.0
Volume 49 127 78 159.2% 383
Daily Pivots for day following 14-Feb-2007
Classic Woodie Camarilla DeMark
R4 6,532.5 6,518.0 6,446.5
R3 6,493.5 6,479.0 6,435.5
R2 6,454.5 6,454.5 6,432.0
R1 6,440.0 6,440.0 6,428.5 6,447.0
PP 6,415.5 6,415.5 6,415.5 6,419.5
S1 6,401.0 6,401.0 6,421.5 6,408.0
S2 6,376.5 6,376.5 6,418.0
S3 6,337.5 6,362.0 6,414.5
S4 6,298.5 6,323.0 6,403.5
Weekly Pivots for week ending 09-Feb-2007
Classic Woodie Camarilla DeMark
R4 6,682.5 6,643.0 6,450.5
R3 6,577.0 6,537.5 6,421.5
R2 6,471.5 6,471.5 6,412.0
R1 6,432.0 6,432.0 6,402.0 6,452.0
PP 6,366.0 6,366.0 6,366.0 6,376.0
S1 6,326.5 6,326.5 6,383.0 6,346.0
S2 6,260.5 6,260.5 6,373.0
S3 6,155.0 6,221.0 6,363.5
S4 6,049.5 6,115.5 6,334.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,430.5 6,347.5 83.0 1.3% 28.5 0.4% 93% True False 145
10 6,430.5 6,255.0 175.5 2.7% 32.5 0.5% 97% True False 140
20 6,430.5 6,201.0 229.5 3.6% 39.5 0.6% 98% True False 191
40 6,430.5 6,153.5 277.0 4.3% 35.0 0.5% 98% True False 498
60 6,430.5 6,077.0 353.5 5.5% 26.0 0.4% 98% True False 425
80 6,430.5 6,077.0 353.5 5.5% 20.0 0.3% 98% True False 327
100 6,430.5 5,868.0 562.5 8.8% 16.0 0.2% 99% True False 267
120 6,430.5 5,868.0 562.5 8.8% 13.5 0.2% 99% True False 222
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,596.0
2.618 6,532.5
1.618 6,493.5
1.000 6,469.5
0.618 6,454.5
HIGH 6,430.5
0.618 6,415.5
0.500 6,411.0
0.382 6,406.5
LOW 6,391.5
0.618 6,367.5
1.000 6,352.5
1.618 6,328.5
2.618 6,289.5
4.250 6,226.0
Fisher Pivots for day following 14-Feb-2007
Pivot 1 day 3 day
R1 6,420.5 6,414.0
PP 6,415.5 6,403.0
S1 6,411.0 6,392.0

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

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