FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 10-May-2007
Day Change Summary
Previous Current
09-May-2007 10-May-2007 Change Change % Previous Week
Open 6,593.0 6,560.0 -33.0 -0.5% 6,410.5
High 6,603.0 6,579.5 -23.5 -0.4% 6,622.5
Low 6,541.5 6,502.5 -39.0 -0.6% 6,410.0
Close 6,560.0 6,534.0 -26.0 -0.4% 6,605.0
Range 61.5 77.0 15.5 25.2% 212.5
ATR 65.5 66.3 0.8 1.3% 0.0
Volume 95,581 85,460 -10,121 -10.6% 329,452
Daily Pivots for day following 10-May-2007
Classic Woodie Camarilla DeMark
R4 6,769.5 6,729.0 6,576.5
R3 6,692.5 6,652.0 6,555.0
R2 6,615.5 6,615.5 6,548.0
R1 6,575.0 6,575.0 6,541.0 6,557.0
PP 6,538.5 6,538.5 6,538.5 6,529.5
S1 6,498.0 6,498.0 6,527.0 6,480.0
S2 6,461.5 6,461.5 6,520.0
S3 6,384.5 6,421.0 6,513.0
S4 6,307.5 6,344.0 6,491.5
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 6,502.5 120.0 1.8% 71.0 1.1% 26% False True 76,664
10 6,622.5 6,410.0 212.5 3.3% 66.5 1.0% 58% False False 70,026
20 6,622.5 6,397.5 225.0 3.4% 61.5 0.9% 61% False False 78,649
40 6,622.5 5,987.0 635.5 9.7% 61.5 0.9% 86% False False 84,582
60 6,622.5 5,981.5 641.0 9.8% 64.0 1.0% 86% False False 63,012
80 6,622.5 5,981.5 641.0 9.8% 58.0 0.9% 86% False False 47,306
100 6,622.5 5,981.5 641.0 9.8% 52.0 0.8% 86% False False 38,005
120 6,622.5 5,981.5 641.0 9.8% 44.5 0.7% 86% False False 31,717
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.4
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,907.0
2.618 6,781.0
1.618 6,704.0
1.000 6,656.5
0.618 6,627.0
HIGH 6,579.5
0.618 6,550.0
0.500 6,541.0
0.382 6,532.0
LOW 6,502.5
0.618 6,455.0
1.000 6,425.5
1.618 6,378.0
2.618 6,301.0
4.250 6,175.0
Fisher Pivots for day following 10-May-2007
Pivot 1 day 3 day
R1 6,541.0 6,556.0
PP 6,538.5 6,548.5
S1 6,536.5 6,541.5

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

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