FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 03-May-2007
Day Change Summary
Previous Current
02-May-2007 03-May-2007 Change Change % Previous Week
Open 6,464.0 6,504.0 40.0 0.6% 6,508.5
High 6,498.5 6,552.0 53.5 0.8% 6,524.0
Low 6,451.0 6,501.0 50.0 0.8% 6,417.5
Close 6,491.0 6,546.5 55.5 0.9% 6,430.5
Range 47.5 51.0 3.5 7.4% 106.5
ATR 64.4 64.2 -0.2 -0.4% 0.0
Volume 59,873 83,799 23,926 40.0% 431,581
Daily Pivots for day following 03-May-2007
Classic Woodie Camarilla DeMark
R4 6,686.0 6,667.5 6,574.5
R3 6,635.0 6,616.5 6,560.5
R2 6,584.0 6,584.0 6,556.0
R1 6,565.5 6,565.5 6,551.0 6,575.0
PP 6,533.0 6,533.0 6,533.0 6,538.0
S1 6,514.5 6,514.5 6,542.0 6,524.0
S2 6,482.0 6,482.0 6,537.0
S3 6,431.0 6,463.5 6,532.5
S4 6,380.0 6,412.5 6,518.5
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 6,552.0 6,410.0 142.0 2.2% 62.0 1.0% 96% True False 63,388
10 6,552.0 6,410.0 142.0 2.2% 59.5 0.9% 96% True False 78,267
20 6,552.0 6,363.0 189.0 2.9% 56.0 0.9% 97% True False 75,509
40 6,552.0 5,987.0 565.0 8.6% 61.0 0.9% 99% True False 84,155
60 6,552.0 5,981.5 570.5 8.7% 60.5 0.9% 99% True False 56,634
80 6,552.0 5,981.5 570.5 8.7% 56.5 0.9% 99% True False 42,527
100 6,552.0 5,981.5 570.5 8.7% 48.5 0.7% 99% True False 34,172
120 6,552.0 5,981.5 570.5 8.7% 42.0 0.6% 99% True False 28,527
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,769.0
2.618 6,685.5
1.618 6,634.5
1.000 6,603.0
0.618 6,583.5
HIGH 6,552.0
0.618 6,532.5
0.500 6,526.5
0.382 6,520.5
LOW 6,501.0
0.618 6,469.5
1.000 6,450.0
1.618 6,418.5
2.618 6,367.5
4.250 6,284.0
Fisher Pivots for day following 03-May-2007
Pivot 1 day 3 day
R1 6,540.0 6,524.5
PP 6,533.0 6,503.0
S1 6,526.5 6,481.0

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

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