FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 04-May-2007
Day Change Summary
Previous Current
03-May-2007 04-May-2007 Change Change % Previous Week
Open 6,504.0 6,550.0 46.0 0.7% 6,410.5
High 6,552.0 6,622.5 70.5 1.1% 6,622.5
Low 6,501.0 6,547.0 46.0 0.7% 6,410.0
Close 6,546.5 6,605.0 58.5 0.9% 6,605.0
Range 51.0 75.5 24.5 48.0% 212.5
ATR 64.2 65.0 0.8 1.3% 0.0
Volume 83,799 99,916 16,117 19.2% 329,452
Daily Pivots for day following 04-May-2007
Classic Woodie Camarilla DeMark
R4 6,818.0 6,787.0 6,646.5
R3 6,742.5 6,711.5 6,626.0
R2 6,667.0 6,667.0 6,619.0
R1 6,636.0 6,636.0 6,612.0 6,651.5
PP 6,591.5 6,591.5 6,591.5 6,599.0
S1 6,560.5 6,560.5 6,598.0 6,576.0
S2 6,516.0 6,516.0 6,591.0
S3 6,440.5 6,485.0 6,584.0
S4 6,365.0 6,409.5 6,563.5
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 7,183.5 7,106.5 6,722.0
R3 6,971.0 6,894.0 6,663.5
R2 6,758.5 6,758.5 6,644.0
R1 6,681.5 6,681.5 6,624.5 6,720.0
PP 6,546.0 6,546.0 6,546.0 6,565.0
S1 6,469.0 6,469.0 6,585.5 6,507.5
S2 6,333.5 6,333.5 6,566.0
S3 6,121.0 6,256.5 6,546.5
S4 5,908.5 6,044.0 6,488.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,622.5 6,410.0 212.5 3.2% 65.5 1.0% 92% True False 65,890
10 6,622.5 6,410.0 212.5 3.2% 62.5 0.9% 92% True False 76,103
20 6,622.5 6,364.0 258.5 3.9% 58.0 0.9% 93% True False 77,539
40 6,622.5 5,987.0 635.5 9.6% 61.5 0.9% 97% True False 86,203
60 6,622.5 5,981.5 641.0 9.7% 61.0 0.9% 97% True False 58,299
80 6,622.5 5,981.5 641.0 9.7% 57.5 0.9% 97% True False 43,774
100 6,622.5 5,981.5 641.0 9.7% 49.5 0.7% 97% True False 35,171
120 6,622.5 5,981.5 641.0 9.7% 42.5 0.6% 97% True False 29,360
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 7.6
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,943.5
2.618 6,820.0
1.618 6,744.5
1.000 6,698.0
0.618 6,669.0
HIGH 6,622.5
0.618 6,593.5
0.500 6,585.0
0.382 6,576.0
LOW 6,547.0
0.618 6,500.5
1.000 6,471.5
1.618 6,425.0
2.618 6,349.5
4.250 6,226.0
Fisher Pivots for day following 04-May-2007
Pivot 1 day 3 day
R1 6,598.0 6,582.0
PP 6,591.5 6,559.5
S1 6,585.0 6,537.0

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

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