FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 15-Mar-2007
Day Change Summary
Previous Current
14-Mar-2007 15-Mar-2007 Change Change % Previous Week
Open 6,096.0 6,105.0 9.0 0.1% 6,017.5
High 6,103.5 6,161.5 58.0 1.0% 6,275.5
Low 5,987.0 6,083.5 96.5 1.6% 5,981.5
Close 6,030.0 6,138.5 108.5 1.8% 6,269.0
Range 116.5 78.0 -38.5 -33.0% 294.0
ATR 82.9 86.4 3.5 4.2% 0.0
Volume 178,918 124,977 -53,941 -30.1% 81,260
Daily Pivots for day following 15-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,362.0 6,328.0 6,181.5
R3 6,284.0 6,250.0 6,160.0
R2 6,206.0 6,206.0 6,153.0
R1 6,172.0 6,172.0 6,145.5 6,189.0
PP 6,128.0 6,128.0 6,128.0 6,136.0
S1 6,094.0 6,094.0 6,131.5 6,111.0
S2 6,050.0 6,050.0 6,124.0
S3 5,972.0 6,016.0 6,117.0
S4 5,894.0 5,938.0 6,095.5
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,057.5 6,957.0 6,430.5
R3 6,763.5 6,663.0 6,350.0
R2 6,469.5 6,469.5 6,323.0
R1 6,369.0 6,369.0 6,296.0 6,419.0
PP 6,175.5 6,175.5 6,175.5 6,200.5
S1 6,075.0 6,075.0 6,242.0 6,125.0
S2 5,881.5 5,881.5 6,215.0
S3 5,587.5 5,781.0 6,188.0
S4 5,293.5 5,487.0 6,107.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,297.5 5,987.0 310.5 5.1% 82.5 1.3% 49% False False 125,676
10 6,297.5 5,981.5 316.0 5.1% 77.5 1.3% 50% False False 68,219
20 6,458.5 5,981.5 477.0 7.8% 75.0 1.2% 33% False False 35,054
40 6,458.5 5,981.5 477.0 7.8% 57.5 0.9% 33% False False 17,625
60 6,458.5 5,981.5 477.0 7.8% 49.0 0.8% 33% False False 12,019
80 6,458.5 5,981.5 477.0 7.8% 38.5 0.6% 33% False False 9,084
100 6,458.5 5,981.5 477.0 7.8% 31.5 0.5% 33% False False 7,274
120 6,458.5 5,868.0 590.5 9.6% 26.0 0.4% 46% False False 6,066
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 16.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,493.0
2.618 6,365.5
1.618 6,287.5
1.000 6,239.5
0.618 6,209.5
HIGH 6,161.5
0.618 6,131.5
0.500 6,122.5
0.382 6,113.5
LOW 6,083.5
0.618 6,035.5
1.000 6,005.5
1.618 5,957.5
2.618 5,879.5
4.250 5,752.0
Fisher Pivots for day following 15-Mar-2007
Pivot 1 day 3 day
R1 6,133.0 6,133.0
PP 6,128.0 6,127.0
S1 6,122.5 6,121.5

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

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