FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 19-Feb-2007
Day Change Summary
Previous Current
16-Feb-2007 19-Feb-2007 Change Change % Previous Week
Open 6,431.5 6,439.0 7.5 0.1% 6,376.5
High 6,447.0 6,458.5 11.5 0.2% 6,447.0
Low 6,414.5 6,434.5 20.0 0.3% 6,353.0
Close 6,428.0 6,446.5 18.5 0.3% 6,428.0
Range 32.5 24.0 -8.5 -26.2% 94.0
ATR 44.5 43.5 -1.0 -2.2% 0.0
Volume 100 83 -17 -17.0% 772
Daily Pivots for day following 19-Feb-2007
Classic Woodie Camarilla DeMark
R4 6,518.5 6,506.5 6,459.5
R3 6,494.5 6,482.5 6,453.0
R2 6,470.5 6,470.5 6,451.0
R1 6,458.5 6,458.5 6,448.5 6,464.5
PP 6,446.5 6,446.5 6,446.5 6,449.5
S1 6,434.5 6,434.5 6,444.5 6,440.5
S2 6,422.5 6,422.5 6,442.0
S3 6,398.5 6,410.5 6,440.0
S4 6,374.5 6,386.5 6,433.5
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 6,691.5 6,653.5 6,479.5
R3 6,597.5 6,559.5 6,454.0
R2 6,503.5 6,503.5 6,445.0
R1 6,465.5 6,465.5 6,436.5 6,484.5
PP 6,409.5 6,409.5 6,409.5 6,419.0
S1 6,371.5 6,371.5 6,419.5 6,390.5
S2 6,315.5 6,315.5 6,411.0
S3 6,221.5 6,277.5 6,402.0
S4 6,127.5 6,183.5 6,376.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,458.5 6,365.5 93.0 1.4% 33.5 0.5% 87% True False 100
10 6,458.5 6,335.0 123.5 1.9% 30.5 0.5% 90% True False 120
20 6,458.5 6,207.0 251.5 3.9% 37.5 0.6% 95% True False 169
40 6,458.5 6,153.5 305.0 4.7% 37.0 0.6% 96% True False 505
60 6,458.5 6,077.0 381.5 5.9% 27.5 0.4% 97% True False 380
80 6,458.5 6,077.0 381.5 5.9% 21.0 0.3% 97% True False 331
100 6,458.5 5,996.5 462.0 7.2% 17.0 0.3% 97% True False 270
120 6,458.5 5,868.0 590.5 9.2% 14.0 0.2% 98% True False 225
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,560.5
2.618 6,521.5
1.618 6,497.5
1.000 6,482.5
0.618 6,473.5
HIGH 6,458.5
0.618 6,449.5
0.500 6,446.5
0.382 6,443.5
LOW 6,434.5
0.618 6,419.5
1.000 6,410.5
1.618 6,395.5
2.618 6,371.5
4.250 6,332.5
Fisher Pivots for day following 19-Feb-2007
Pivot 1 day 3 day
R1 6,446.5 6,441.5
PP 6,446.5 6,436.0
S1 6,446.5 6,431.0

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

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