FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 13-Apr-2007
Day Change Summary
Previous Current
12-Apr-2007 13-Apr-2007 Change Change % Previous Week
Open 6,423.0 6,440.0 17.0 0.3% 6,420.5
High 6,451.0 6,483.0 32.0 0.5% 6,483.0
Low 6,388.5 6,434.0 45.5 0.7% 6,388.5
Close 6,430.5 6,472.5 42.0 0.7% 6,472.5
Range 62.5 49.0 -13.5 -21.6% 94.5
ATR 66.0 65.1 -1.0 -1.5% 0.0
Volume 82,681 67,409 -15,272 -18.5% 270,764
Daily Pivots for day following 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,610.0 6,590.5 6,499.5
R3 6,561.0 6,541.5 6,486.0
R2 6,512.0 6,512.0 6,481.5
R1 6,492.5 6,492.5 6,477.0 6,502.0
PP 6,463.0 6,463.0 6,463.0 6,468.0
S1 6,443.5 6,443.5 6,468.0 6,453.0
S2 6,414.0 6,414.0 6,463.5
S3 6,365.0 6,394.5 6,459.0
S4 6,316.0 6,345.5 6,445.5
Weekly Pivots for week ending 13-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,731.5 6,696.5 6,524.5
R3 6,637.0 6,602.0 6,498.5
R2 6,542.5 6,542.5 6,490.0
R1 6,507.5 6,507.5 6,481.0 6,525.0
PP 6,448.0 6,448.0 6,448.0 6,457.0
S1 6,413.0 6,413.0 6,464.0 6,430.5
S2 6,353.5 6,353.5 6,455.0
S3 6,259.0 6,318.5 6,446.5
S4 6,164.5 6,224.0 6,420.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,483.0 6,364.0 119.0 1.8% 52.0 0.8% 91% True False 65,722
10 6,483.0 6,303.0 180.0 2.8% 50.0 0.8% 94% True False 73,263
20 6,483.0 6,083.5 399.5 6.2% 58.5 0.9% 97% True False 84,939
40 6,483.0 5,981.5 501.5 7.7% 65.5 1.0% 98% True False 56,876
60 6,483.0 5,981.5 501.5 7.7% 57.0 0.9% 98% True False 37,981
80 6,483.0 5,981.5 501.5 7.7% 50.5 0.8% 98% True False 28,687
100 6,483.0 5,981.5 501.5 7.7% 42.0 0.6% 98% True False 23,005
120 6,483.0 5,981.5 501.5 7.7% 35.0 0.5% 98% True False 19,177
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 13.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,691.0
2.618 6,611.5
1.618 6,562.5
1.000 6,532.0
0.618 6,513.5
HIGH 6,483.0
0.618 6,464.5
0.500 6,458.5
0.382 6,452.5
LOW 6,434.0
0.618 6,403.5
1.000 6,385.0
1.618 6,354.5
2.618 6,305.5
4.250 6,226.0
Fisher Pivots for day following 13-Apr-2007
Pivot 1 day 3 day
R1 6,468.0 6,460.0
PP 6,463.0 6,448.0
S1 6,458.5 6,436.0

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

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