FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 02-May-2007
Day Change Summary
Previous Current
01-May-2007 02-May-2007 Change Change % Previous Week
Open 6,410.5 6,464.0 53.5 0.8% 6,508.5
High 6,486.5 6,498.5 12.0 0.2% 6,524.0
Low 6,410.0 6,451.0 41.0 0.6% 6,417.5
Close 6,467.5 6,491.0 23.5 0.4% 6,430.5
Range 76.5 47.5 -29.0 -37.9% 106.5
ATR 65.7 64.4 -1.3 -2.0% 0.0
Volume 0 59,873 59,873 431,581
Daily Pivots for day following 02-May-2007
Classic Woodie Camarilla DeMark
R4 6,622.5 6,604.5 6,517.0
R3 6,575.0 6,557.0 6,504.0
R2 6,527.5 6,527.5 6,499.5
R1 6,509.5 6,509.5 6,495.5 6,518.5
PP 6,480.0 6,480.0 6,480.0 6,485.0
S1 6,462.0 6,462.0 6,486.5 6,471.0
S2 6,432.5 6,432.5 6,482.5
S3 6,385.0 6,414.5 6,478.0
S4 6,337.5 6,367.0 6,465.0
Weekly Pivots for week ending 27-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,777.0 6,710.0 6,489.0
R3 6,670.5 6,603.5 6,460.0
R2 6,564.0 6,564.0 6,450.0
R1 6,497.0 6,497.0 6,440.5 6,477.0
PP 6,457.5 6,457.5 6,457.5 6,447.5
S1 6,390.5 6,390.5 6,420.5 6,371.0
S2 6,351.0 6,351.0 6,411.0
S3 6,244.5 6,284.0 6,401.0
S4 6,138.0 6,177.5 6,372.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,524.0 6,410.0 114.0 1.8% 66.0 1.0% 71% False False 64,426
10 6,524.0 6,397.5 126.5 1.9% 62.0 1.0% 74% False False 79,252
20 6,534.5 6,350.0 184.5 2.8% 56.0 0.9% 76% False False 75,409
40 6,534.5 5,987.0 547.5 8.4% 61.5 1.0% 92% False False 82,279
60 6,534.5 5,981.5 553.0 8.5% 60.0 0.9% 92% False False 55,239
80 6,534.5 5,981.5 553.0 8.5% 56.5 0.9% 92% False False 41,480
100 6,534.5 5,981.5 553.0 8.5% 48.5 0.7% 92% False False 33,335
120 6,534.5 5,981.5 553.0 8.5% 41.5 0.6% 92% False False 27,829
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 9.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,700.5
2.618 6,623.0
1.618 6,575.5
1.000 6,546.0
0.618 6,528.0
HIGH 6,498.5
0.618 6,480.5
0.500 6,475.0
0.382 6,469.0
LOW 6,451.0
0.618 6,421.5
1.000 6,403.5
1.618 6,374.0
2.618 6,326.5
4.250 6,249.0
Fisher Pivots for day following 02-May-2007
Pivot 1 day 3 day
R1 6,485.5 6,479.0
PP 6,480.0 6,466.5
S1 6,475.0 6,454.0

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

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