FTSE 100 Index Future June 2007

Trading Metrics calculated at close of trading on 16-Apr-2007

Day Change Summary
	Previous	Current
	13-Apr-2007	16-Apr-2007	Change	Change %	Previous Week
Open	6,440.0	6,496.0	56.0	0.9%	6,420.5
High	6,483.0	6,534.5	51.5	0.8%	6,483.0
Low	6,434.0	6,490.0	56.0	0.9%	6,388.5
Close	6,472.5	6,526.5	54.0	0.8%	6,472.5
Range	49.0	44.5	-4.5	-9.2%	94.5
ATR	65.1	64.9	-0.2	-0.3%	0.0
Volume	67,409	67,409	0	0.0%	270,764

Daily Pivots for day following 16-Apr-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,650.5	6,633.0	6,551.0
R3	6,606.0	6,588.5	6,538.5
R2	6,561.5	6,561.5	6,534.5
R1	6,544.0	6,544.0	6,530.5	6,553.0
PP	6,517.0	6,517.0	6,517.0	6,521.5
S1	6,499.5	6,499.5	6,522.5	6,508.0
S2	6,472.5	6,472.5	6,518.5
S3	6,428.0	6,455.0	6,514.5
S4	6,383.5	6,410.5	6,502.0

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	6,534.5	6,388.5	146.0	2.2%	48.5	0.7%	95%	True	False	67,634
10	6,534.5	6,307.0	227.5	3.5%	49.0	0.7%	96%	True	False	71,674
20	6,534.5	6,107.0	427.5	6.6%	56.5	0.9%	98%	True	False	82,061
40	6,534.5	5,981.5	553.0	8.5%	66.0	1.0%	99%	True	False	58,557
60	6,534.5	5,981.5	553.0	8.5%	57.0	0.9%	99%	True	False	39,104
80	6,534.5	5,981.5	553.0	8.5%	51.0	0.8%	99%	True	False	29,529
100	6,534.5	5,981.5	553.0	8.5%	42.5	0.6%	99%	True	False	23,679
120	6,534.5	5,981.5	553.0	8.5%	35.5	0.5%	99%	True	False	19,739

Crabel Price Patterns
NR	True
NR4	True
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	13.6
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,723.5
2.618	6,651.0
1.618	6,606.5
1.000	6,579.0
0.618	6,562.0
HIGH	6,534.5
0.618	6,517.5
0.500	6,512.0
0.382	6,507.0
LOW	6,490.0
0.618	6,462.5
1.000	6,445.5
1.618	6,418.0
2.618	6,373.5
4.250	6,301.0

Fisher Pivots for day following 16-Apr-2007
Pivot	1 day	3 day
R1	6,522.0	6,505.0
PP	6,517.0	6,483.0
S1	6,512.0	6,461.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols