FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 28-Mar-2007
Day Change Summary
Previous Current
27-Mar-2007 28-Mar-2007 Change Change % Previous Week
Open 6,352.5 6,295.0 -57.5 -0.9% 6,192.5
High 6,360.0 6,327.5 -32.5 -0.5% 6,376.5
Low 6,301.5 6,270.0 -31.5 -0.5% 6,155.0
Close 6,310.0 6,290.0 -20.0 -0.3% 6,362.0
Range 58.5 57.5 -1.0 -1.7% 221.5
ATR 79.7 78.1 -1.6 -2.0% 0.0
Volume 71,734 95,114 23,380 32.6% 458,766
Daily Pivots for day following 28-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,468.5 6,436.5 6,321.5
R3 6,411.0 6,379.0 6,306.0
R2 6,353.5 6,353.5 6,300.5
R1 6,321.5 6,321.5 6,295.5 6,309.0
PP 6,296.0 6,296.0 6,296.0 6,289.5
S1 6,264.0 6,264.0 6,284.5 6,251.0
S2 6,238.5 6,238.5 6,279.5
S3 6,181.0 6,206.5 6,274.0
S4 6,123.5 6,149.0 6,258.5
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 6,379.5 6,270.0 109.5 1.7% 63.0 1.0% 18% False True 90,469
10 6,379.5 6,083.5 296.0 4.7% 67.0 1.1% 70% False False 96,616
20 6,379.5 5,981.5 398.0 6.3% 78.0 1.2% 78% False False 76,230
40 6,458.5 5,981.5 477.0 7.6% 61.5 1.0% 65% False False 38,595
60 6,458.5 5,981.5 477.0 7.6% 57.0 0.9% 65% False False 26,035
80 6,458.5 5,981.5 477.0 7.6% 45.0 0.7% 65% False False 19,556
100 6,458.5 5,981.5 477.0 7.6% 37.0 0.6% 65% False False 15,684
120 6,458.5 5,981.5 477.0 7.6% 31.0 0.5% 65% False False 13,076
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 18.5
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,572.0
2.618 6,478.0
1.618 6,420.5
1.000 6,385.0
0.618 6,363.0
HIGH 6,327.5
0.618 6,305.5
0.500 6,299.0
0.382 6,292.0
LOW 6,270.0
0.618 6,234.5
1.000 6,212.5
1.618 6,177.0
2.618 6,119.5
4.250 6,025.5
Fisher Pivots for day following 28-Mar-2007
Pivot 1 day 3 day
R1 6,299.0 6,325.0
PP 6,296.0 6,313.0
S1 6,293.0 6,301.5

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

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