FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 6,359.0 6,344.0 -15.0 -0.2% 6,192.5
High 6,364.0 6,376.5 12.5 0.2% 6,376.5
Low 6,307.5 6,319.0 11.5 0.2% 6,155.0
Close 6,335.0 6,362.0 27.0 0.4% 6,362.0
Range 56.5 57.5 1.0 1.8% 221.5
ATR 82.9 81.0 -1.8 -2.2% 0.0
Volume 115,803 81,924 -33,879 -29.3% 458,766
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,525.0 6,501.0 6,393.5
R3 6,467.5 6,443.5 6,378.0
R2 6,410.0 6,410.0 6,372.5
R1 6,386.0 6,386.0 6,367.5 6,398.0
PP 6,352.5 6,352.5 6,352.5 6,358.5
S1 6,328.5 6,328.5 6,356.5 6,340.5
S2 6,295.0 6,295.0 6,351.5
S3 6,237.5 6,271.0 6,346.0
S4 6,180.0 6,213.5 6,330.5
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,962.5 6,883.5 6,484.0
R3 6,741.0 6,662.0 6,423.0
R2 6,519.5 6,519.5 6,402.5
R1 6,440.5 6,440.5 6,382.5 6,480.0
PP 6,298.0 6,298.0 6,298.0 6,317.5
S1 6,219.0 6,219.0 6,341.5 6,258.5
S2 6,076.5 6,076.5 6,321.5
S3 5,855.0 5,997.5 6,301.0
S4 5,633.5 5,776.0 6,240.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,376.5 6,155.0 221.5 3.5% 67.0 1.1% 93% True False 91,753
10 6,376.5 5,987.0 389.5 6.1% 73.5 1.2% 96% True False 118,683
20 6,448.0 5,981.5 466.5 7.3% 81.0 1.3% 82% False False 64,270
40 6,458.5 5,981.5 477.0 7.5% 59.0 0.9% 80% False False 32,239
60 6,458.5 5,981.5 477.0 7.5% 54.5 0.9% 80% False False 21,793
80 6,458.5 5,981.5 477.0 7.5% 43.0 0.7% 80% False False 16,378
100 6,458.5 5,981.5 477.0 7.5% 35.0 0.6% 80% False False 13,139
120 6,458.5 5,981.5 477.0 7.5% 29.5 0.5% 80% False False 10,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,621.0
2.618 6,527.0
1.618 6,469.5
1.000 6,434.0
0.618 6,412.0
HIGH 6,376.5
0.618 6,354.5
0.500 6,348.0
0.382 6,341.0
LOW 6,319.0
0.618 6,283.5
1.000 6,261.5
1.618 6,226.0
2.618 6,168.5
4.250 6,074.5
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 6,357.0 6,341.5
PP 6,352.5 6,321.0
S1 6,348.0 6,301.0

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

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