FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 12-Apr-2007
Day Change Summary
Previous Current
11-Apr-2007 12-Apr-2007 Change Change % Previous Week
Open 6,432.0 6,423.0 -9.0 -0.1% 6,323.0
High 6,461.0 6,451.0 -10.0 -0.2% 6,427.0
Low 6,415.0 6,388.5 -26.5 -0.4% 6,310.5
Close 6,433.5 6,430.5 -3.0 0.0% 6,411.5
Range 46.0 62.5 16.5 35.9% 116.5
ATR 66.3 66.0 -0.3 -0.4% 0.0
Volume 64,137 82,681 18,544 28.9% 277,787
Daily Pivots for day following 12-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,611.0 6,583.0 6,465.0
R3 6,548.5 6,520.5 6,447.5
R2 6,486.0 6,486.0 6,442.0
R1 6,458.0 6,458.0 6,436.0 6,472.0
PP 6,423.5 6,423.5 6,423.5 6,430.0
S1 6,395.5 6,395.5 6,425.0 6,409.5
S2 6,361.0 6,361.0 6,419.0
S3 6,298.5 6,333.0 6,413.5
S4 6,236.0 6,270.5 6,396.0
Weekly Pivots for week ending 06-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,732.5 6,688.5 6,475.5
R3 6,616.0 6,572.0 6,443.5
R2 6,499.5 6,499.5 6,433.0
R1 6,455.5 6,455.5 6,422.0 6,477.5
PP 6,383.0 6,383.0 6,383.0 6,394.0
S1 6,339.0 6,339.0 6,401.0 6,361.0
S2 6,266.5 6,266.5 6,390.0
S3 6,150.0 6,222.5 6,379.5
S4 6,033.5 6,106.0 6,347.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,461.0 6,363.0 98.0 1.5% 50.0 0.8% 69% False False 64,104
10 6,461.0 6,270.0 191.0 3.0% 50.5 0.8% 84% False False 76,034
20 6,461.0 5,987.0 474.0 7.4% 62.0 1.0% 94% False False 90,515
40 6,461.0 5,981.5 479.5 7.5% 65.5 1.0% 94% False False 55,194
60 6,461.0 5,981.5 479.5 7.5% 57.0 0.9% 94% False False 36,859
80 6,461.0 5,981.5 479.5 7.5% 49.5 0.8% 94% False False 27,844
100 6,461.0 5,981.5 479.5 7.5% 41.5 0.6% 94% False False 22,331
120 6,461.0 5,981.5 479.5 7.5% 35.0 0.5% 94% False False 18,615
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,716.5
2.618 6,614.5
1.618 6,552.0
1.000 6,513.5
0.618 6,489.5
HIGH 6,451.0
0.618 6,427.0
0.500 6,420.0
0.382 6,412.5
LOW 6,388.5
0.618 6,350.0
1.000 6,326.0
1.618 6,287.5
2.618 6,225.0
4.250 6,123.0
Fisher Pivots for day following 12-Apr-2007
Pivot 1 day 3 day
R1 6,427.0 6,428.5
PP 6,423.5 6,426.5
S1 6,420.0 6,425.0

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

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