FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 25-Apr-2007
Day Change Summary
Previous Current
24-Apr-2007 25-Apr-2007 Change Change % Previous Week
Open 6,494.0 6,468.0 -26.0 -0.4% 6,496.0
High 6,503.5 6,492.5 -11.0 -0.2% 6,534.5
Low 6,417.5 6,450.5 33.0 0.5% 6,397.5
Close 6,447.5 6,473.0 25.5 0.4% 6,492.5
Range 86.0 42.0 -44.0 -51.2% 137.0
ATR 65.4 63.9 -1.5 -2.2% 0.0
Volume 59,673 109,594 49,921 83.7% 461,139
Daily Pivots for day following 25-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,598.0 6,577.5 6,496.0
R3 6,556.0 6,535.5 6,484.5
R2 6,514.0 6,514.0 6,480.5
R1 6,493.5 6,493.5 6,477.0 6,504.0
PP 6,472.0 6,472.0 6,472.0 6,477.0
S1 6,451.5 6,451.5 6,469.0 6,462.0
S2 6,430.0 6,430.0 6,465.5
S3 6,388.0 6,409.5 6,461.5
S4 6,346.0 6,367.5 6,450.0
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% 58.5 0.9% 60% False False 94,078
10 6,534.5 6,388.5 146.0 2.3% 55.5 0.9% 58% False False 86,641
20 6,534.5 6,270.0 264.5 4.1% 53.0 0.8% 77% False False 80,790
40 6,534.5 5,981.5 553.0 8.5% 68.5 1.1% 89% False False 74,701
60 6,534.5 5,981.5 553.0 8.5% 58.0 0.9% 89% False False 49,884
80 6,534.5 5,981.5 553.0 8.5% 55.0 0.8% 89% False False 37,639
100 6,534.5 5,981.5 553.0 8.5% 45.5 0.7% 89% False False 30,134
120 6,534.5 5,981.5 553.0 8.5% 38.5 0.6% 89% False False 25,145
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,671.0
2.618 6,602.5
1.618 6,560.5
1.000 6,534.5
0.618 6,518.5
HIGH 6,492.5
0.618 6,476.5
0.500 6,471.5
0.382 6,466.5
LOW 6,450.5
0.618 6,424.5
1.000 6,408.5
1.618 6,382.5
2.618 6,340.5
4.250 6,272.0
Fisher Pivots for day following 25-Apr-2007
Pivot 1 day 3 day
R1 6,472.5 6,470.5
PP 6,472.0 6,468.0
S1 6,471.5 6,466.0

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

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