FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 6,363.5 6,352.5 -11.0 -0.2% 6,192.5
High 6,379.5 6,360.0 -19.5 -0.3% 6,376.5
Low 6,294.5 6,301.5 7.0 0.1% 6,155.0
Close 6,319.5 6,310.0 -9.5 -0.2% 6,362.0
Range 85.0 58.5 -26.5 -31.2% 221.5
ATR 81.3 79.7 -1.6 -2.0% 0.0
Volume 87,770 71,734 -16,036 -18.3% 458,766
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,499.5 6,463.0 6,342.0
R3 6,441.0 6,404.5 6,326.0
R2 6,382.5 6,382.5 6,320.5
R1 6,346.0 6,346.0 6,315.5 6,335.0
PP 6,324.0 6,324.0 6,324.0 6,318.0
S1 6,287.5 6,287.5 6,304.5 6,276.5
S2 6,265.5 6,265.5 6,299.5
S3 6,207.0 6,229.0 6,294.0
S4 6,148.5 6,170.5 6,278.0
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 6,379.5 6,225.0 154.5 2.4% 69.5 1.1% 55% False False 92,262
10 6,379.5 5,987.0 392.5 6.2% 73.0 1.2% 82% False False 104,996
20 6,379.5 5,981.5 398.0 6.3% 79.5 1.3% 83% False False 71,514
40 6,458.5 5,981.5 477.0 7.6% 61.5 1.0% 69% False False 36,218
60 6,458.5 5,981.5 477.0 7.6% 56.5 0.9% 69% False False 24,451
80 6,458.5 5,981.5 477.0 7.6% 44.0 0.7% 69% False False 18,367
100 6,458.5 5,981.5 477.0 7.6% 36.5 0.6% 69% False False 14,733
120 6,458.5 5,981.5 477.0 7.6% 30.5 0.5% 69% False False 12,283
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,608.5
2.618 6,513.0
1.618 6,454.5
1.000 6,418.5
0.618 6,396.0
HIGH 6,360.0
0.618 6,337.5
0.500 6,331.0
0.382 6,324.0
LOW 6,301.5
0.618 6,265.5
1.000 6,243.0
1.618 6,207.0
2.618 6,148.5
4.250 6,053.0
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 6,331.0 6,337.0
PP 6,324.0 6,328.0
S1 6,317.0 6,319.0

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

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