FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 29-Mar-2007
Day Change Summary
Previous Current
28-Mar-2007 29-Mar-2007 Change Change % Previous Week
Open 6,295.0 6,306.0 11.0 0.2% 6,192.5
High 6,327.5 6,358.5 31.0 0.5% 6,376.5
Low 6,270.0 6,303.0 33.0 0.5% 6,155.0
Close 6,290.0 6,353.0 63.0 1.0% 6,362.0
Range 57.5 55.5 -2.0 -3.5% 221.5
ATR 78.1 77.4 -0.7 -0.9% 0.0
Volume 95,114 83,300 -11,814 -12.4% 458,766
Daily Pivots for day following 29-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,504.5 6,484.5 6,383.5
R3 6,449.0 6,429.0 6,368.5
R2 6,393.5 6,393.5 6,363.0
R1 6,373.5 6,373.5 6,358.0 6,383.5
PP 6,338.0 6,338.0 6,338.0 6,343.0
S1 6,318.0 6,318.0 6,348.0 6,328.0
S2 6,282.5 6,282.5 6,343.0
S3 6,227.0 6,262.5 6,337.5
S4 6,171.5 6,207.0 6,322.5
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% 76% False False 83,968
10 6,379.5 6,107.0 272.5 4.3% 64.5 1.0% 90% False False 92,448
20 6,379.5 5,981.5 398.0 6.3% 71.0 1.1% 93% False False 80,334
40 6,458.5 5,981.5 477.0 7.5% 61.5 1.0% 78% False False 40,675
60 6,458.5 5,981.5 477.0 7.5% 57.5 0.9% 78% False False 27,193
80 6,458.5 5,981.5 477.0 7.5% 45.5 0.7% 78% False False 20,585
100 6,458.5 5,981.5 477.0 7.5% 37.5 0.6% 78% False False 16,517
120 6,458.5 5,981.5 477.0 7.5% 31.5 0.5% 78% False False 13,770
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,594.5
2.618 6,504.0
1.618 6,448.5
1.000 6,414.0
0.618 6,393.0
HIGH 6,358.5
0.618 6,337.5
0.500 6,331.0
0.382 6,324.0
LOW 6,303.0
0.618 6,268.5
1.000 6,247.5
1.618 6,213.0
2.618 6,157.5
4.250 6,067.0
Fisher Pivots for day following 29-Mar-2007
Pivot 1 day 3 day
R1 6,345.5 6,340.5
PP 6,338.0 6,327.5
S1 6,331.0 6,315.0

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

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