FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 20-Apr-2007
Day Change Summary
Previous Current
19-Apr-2007 20-Apr-2007 Change Change % Previous Week
Open 6,416.0 6,483.0 67.0 1.0% 6,496.0
High 6,475.0 6,522.5 47.5 0.7% 6,534.5
Low 6,397.5 6,475.0 77.5 1.2% 6,397.5
Close 6,452.5 6,492.5 40.0 0.6% 6,492.5
Range 77.5 47.5 -30.0 -38.7% 137.0
ATR 65.4 65.7 0.3 0.5% 0.0
Volume 93,651 121,557 27,906 29.8% 461,139
Daily Pivots for day following 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,639.0 6,613.5 6,518.5
R3 6,591.5 6,566.0 6,505.5
R2 6,544.0 6,544.0 6,501.0
R1 6,518.5 6,518.5 6,497.0 6,531.0
PP 6,496.5 6,496.5 6,496.5 6,503.0
S1 6,471.0 6,471.0 6,488.0 6,484.0
S2 6,449.0 6,449.0 6,484.0
S3 6,401.5 6,423.5 6,479.5
S4 6,354.0 6,376.0 6,466.5
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,886.0 6,826.0 6,568.0
R3 6,749.0 6,689.0 6,530.0
R2 6,612.0 6,612.0 6,517.5
R1 6,552.0 6,552.0 6,505.0 6,513.5
PP 6,475.0 6,475.0 6,475.0 6,455.5
S1 6,415.0 6,415.0 6,480.0 6,376.5
S2 6,338.0 6,338.0 6,467.5
S3 6,201.0 6,278.0 6,455.0
S4 6,064.0 6,141.0 6,417.0
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 6,397.5 137.0 2.1% 55.0 0.8% 69% False False 92,227
10 6,534.5 6,364.0 170.5 2.6% 53.5 0.8% 75% False False 78,975
20 6,534.5 6,270.0 264.5 4.1% 54.5 0.8% 84% False False 82,305
40 6,534.5 5,981.5 553.0 8.5% 67.0 1.0% 92% False False 68,354
60 6,534.5 5,981.5 553.0 8.5% 58.0 0.9% 92% False False 45,635
80 6,534.5 5,981.5 553.0 8.5% 53.5 0.8% 92% False False 34,450
100 6,534.5 5,981.5 553.0 8.5% 44.0 0.7% 92% False False 27,586
120 6,534.5 5,981.5 553.0 8.5% 37.5 0.6% 92% False False 23,019
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 13.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,724.5
2.618 6,647.0
1.618 6,599.5
1.000 6,570.0
0.618 6,552.0
HIGH 6,522.5
0.618 6,504.5
0.500 6,499.0
0.382 6,493.0
LOW 6,475.0
0.618 6,445.5
1.000 6,427.5
1.618 6,398.0
2.618 6,350.5
4.250 6,273.0
Fisher Pivots for day following 20-Apr-2007
Pivot 1 day 3 day
R1 6,499.0 6,481.5
PP 6,496.5 6,471.0
S1 6,494.5 6,460.0

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

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