FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 23-Apr-2007
Day Change Summary
Previous Current
20-Apr-2007 23-Apr-2007 Change Change % Previous Week
Open 6,483.0 6,508.5 25.5 0.4% 6,496.0
High 6,522.5 6,514.0 -8.5 -0.1% 6,534.5
Low 6,475.0 6,475.0 0.0 0.0% 6,397.5
Close 6,492.5 6,492.5 0.0 0.0% 6,492.5
Range 47.5 39.0 -8.5 -17.9% 137.0
ATR 65.7 63.8 -1.9 -2.9% 0.0
Volume 121,557 85,918 -35,639 -29.3% 461,139
Daily Pivots for day following 23-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,611.0 6,590.5 6,514.0
R3 6,572.0 6,551.5 6,503.0
R2 6,533.0 6,533.0 6,499.5
R1 6,512.5 6,512.5 6,496.0 6,503.0
PP 6,494.0 6,494.0 6,494.0 6,489.0
S1 6,473.5 6,473.5 6,489.0 6,464.0
S2 6,455.0 6,455.0 6,485.5
S3 6,416.0 6,434.5 6,482.0
S4 6,377.0 6,395.5 6,471.0
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 6,522.5 6,397.5 125.0 1.9% 54.0 0.8% 76% False False 95,929
10 6,534.5 6,388.5 146.0 2.2% 51.0 0.8% 71% False False 81,782
20 6,534.5 6,270.0 264.5 4.1% 53.5 0.8% 84% False False 80,811
40 6,534.5 5,981.5 553.0 8.5% 67.0 1.0% 92% False False 70,497
60 6,534.5 5,981.5 553.0 8.5% 57.0 0.9% 92% False False 47,066
80 6,534.5 5,981.5 553.0 8.5% 53.5 0.8% 92% False False 35,524
100 6,534.5 5,981.5 553.0 8.5% 44.5 0.7% 92% False False 28,445
120 6,534.5 5,981.5 553.0 8.5% 37.5 0.6% 92% False False 23,735
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.5
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,680.0
2.618 6,616.0
1.618 6,577.0
1.000 6,553.0
0.618 6,538.0
HIGH 6,514.0
0.618 6,499.0
0.500 6,494.5
0.382 6,490.0
LOW 6,475.0
0.618 6,451.0
1.000 6,436.0
1.618 6,412.0
2.618 6,373.0
4.250 6,309.0
Fisher Pivots for day following 23-Apr-2007
Pivot 1 day 3 day
R1 6,494.5 6,481.5
PP 6,494.0 6,471.0
S1 6,493.0 6,460.0

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

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