FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 05-Apr-2007
Day Change Summary
Previous Current
04-Apr-2007 05-Apr-2007 Change Change % Previous Week
Open 6,400.5 6,389.5 -11.0 -0.2% 6,363.5
High 6,401.0 6,427.0 26.0 0.4% 6,379.5
Low 6,363.0 6,364.0 1.0 0.0% 6,270.0
Close 6,386.0 6,411.5 25.5 0.4% 6,326.0
Range 38.0 63.0 25.0 65.8% 109.5
ATR 70.5 70.0 -0.5 -0.8% 0.0
Volume 59,317 57,849 -1,468 -2.5% 438,702
Daily Pivots for day following 05-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,590.0 6,563.5 6,446.0
R3 6,527.0 6,500.5 6,429.0
R2 6,464.0 6,464.0 6,423.0
R1 6,437.5 6,437.5 6,417.5 6,451.0
PP 6,401.0 6,401.0 6,401.0 6,407.5
S1 6,374.5 6,374.5 6,405.5 6,388.0
S2 6,338.0 6,338.0 6,400.0
S3 6,275.0 6,311.5 6,394.0
S4 6,212.0 6,248.5 6,377.0
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,653.5 6,599.5 6,386.0
R3 6,544.0 6,490.0 6,356.0
R2 6,434.5 6,434.5 6,346.0
R1 6,380.5 6,380.5 6,336.0 6,353.0
PP 6,325.0 6,325.0 6,325.0 6,311.5
S1 6,271.0 6,271.0 6,316.0 6,243.0
S2 6,215.5 6,215.5 6,306.0
S3 6,106.0 6,161.5 6,296.0
S4 5,996.5 6,052.0 6,266.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,427.0 6,307.0 120.0 1.9% 49.0 0.8% 87% True False 75,714
10 6,427.0 6,270.0 157.0 2.4% 56.0 0.9% 90% True False 79,841
20 6,427.0 5,987.0 440.0 6.9% 65.0 1.0% 96% True False 96,571
40 6,458.5 5,981.5 477.0 7.4% 63.5 1.0% 90% False False 50,123
60 6,458.5 5,981.5 477.0 7.4% 56.5 0.9% 90% False False 33,476
80 6,458.5 5,981.5 477.0 7.4% 48.0 0.8% 90% False False 25,302
100 6,458.5 5,981.5 477.0 7.4% 40.0 0.6% 90% False False 20,303
120 6,458.5 5,981.5 477.0 7.4% 33.5 0.5% 90% False False 16,925
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,695.0
2.618 6,592.0
1.618 6,529.0
1.000 6,490.0
0.618 6,466.0
HIGH 6,427.0
0.618 6,403.0
0.500 6,395.5
0.382 6,388.0
LOW 6,364.0
0.618 6,325.0
1.000 6,301.0
1.618 6,262.0
2.618 6,199.0
4.250 6,096.0
Fisher Pivots for day following 05-Apr-2007
Pivot 1 day 3 day
R1 6,406.0 6,404.0
PP 6,401.0 6,396.0
S1 6,395.5 6,388.5

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

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