FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 22-Mar-2007
Day Change Summary
Previous Current
21-Mar-2007 22-Mar-2007 Change Change % Previous Week
Open 6,230.0 6,359.0 129.0 2.1% 6,289.5
High 6,315.5 6,364.0 48.5 0.8% 6,297.5
Low 6,225.0 6,307.5 82.5 1.3% 5,987.0
Close 6,281.0 6,335.0 54.0 0.9% 6,145.0
Range 90.5 56.5 -34.0 -37.6% 310.5
ATR 82.8 82.9 0.0 0.0% 0.0
Volume 104,079 115,803 11,724 11.3% 728,068
Daily Pivots for day following 22-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,505.0 6,476.5 6,366.0
R3 6,448.5 6,420.0 6,350.5
R2 6,392.0 6,392.0 6,345.5
R1 6,363.5 6,363.5 6,340.0 6,349.5
PP 6,335.5 6,335.5 6,335.5 6,328.5
S1 6,307.0 6,307.0 6,330.0 6,293.0
S2 6,279.0 6,279.0 6,324.5
S3 6,222.5 6,250.5 6,319.5
S4 6,166.0 6,194.0 6,304.0
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,074.5 6,920.5 6,316.0
R3 6,764.0 6,610.0 6,230.5
R2 6,453.5 6,453.5 6,202.0
R1 6,299.5 6,299.5 6,173.5 6,221.0
PP 6,143.0 6,143.0 6,143.0 6,104.0
S1 5,989.0 5,989.0 6,116.5 5,911.0
S2 5,832.5 5,832.5 6,088.0
S3 5,522.0 5,678.5 6,059.5
S4 5,211.5 5,368.0 5,974.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,364.0 6,107.0 257.0 4.1% 66.5 1.1% 89% True False 100,928
10 6,364.0 5,987.0 377.0 6.0% 74.5 1.2% 92% True False 113,302
20 6,448.0 5,981.5 466.5 7.4% 81.0 1.3% 76% False False 60,182
40 6,458.5 5,981.5 477.0 7.5% 59.0 0.9% 74% False False 30,193
60 6,458.5 5,981.5 477.0 7.5% 53.5 0.8% 74% False False 20,429
80 6,458.5 5,981.5 477.0 7.5% 42.0 0.7% 74% False False 15,354
100 6,458.5 5,981.5 477.0 7.5% 34.5 0.5% 74% False False 12,320
120 6,458.5 5,981.5 477.0 7.5% 29.0 0.5% 74% False False 10,271
Crabel Price Patterns
NR True
NR4 True
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 15.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,604.0
2.618 6,512.0
1.618 6,455.5
1.000 6,420.5
0.618 6,399.0
HIGH 6,364.0
0.618 6,342.5
0.500 6,336.0
0.382 6,329.0
LOW 6,307.5
0.618 6,272.5
1.000 6,251.0
1.618 6,216.0
2.618 6,159.5
4.250 6,067.5
Fisher Pivots for day following 22-Mar-2007
Pivot 1 day 3 day
R1 6,336.0 6,312.5
PP 6,335.5 6,290.5
S1 6,335.0 6,268.0

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

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