FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 14-May-2007
Day Change Summary
Previous Current
11-May-2007 14-May-2007 Change Change % Previous Week
Open 6,507.0 6,600.0 93.0 1.4% 6,550.0
High 6,590.5 6,600.5 10.0 0.2% 6,622.5
Low 6,460.0 6,539.5 79.5 1.2% 6,460.0
Close 6,578.0 6,563.5 -14.5 -0.2% 6,578.0
Range 130.5 61.0 -69.5 -53.3% 162.5
ATR 70.9 70.2 -0.7 -1.0% 0.0
Volume 98,860 117,361 18,501 18.7% 382,267
Daily Pivots for day following 14-May-2007
Classic Woodie Camarilla DeMark
R4 6,751.0 6,718.0 6,597.0
R3 6,690.0 6,657.0 6,580.5
R2 6,629.0 6,629.0 6,574.5
R1 6,596.0 6,596.0 6,569.0 6,582.0
PP 6,568.0 6,568.0 6,568.0 6,561.0
S1 6,535.0 6,535.0 6,558.0 6,521.0
S2 6,507.0 6,507.0 6,552.5
S3 6,446.0 6,474.0 6,546.5
S4 6,385.0 6,413.0 6,530.0
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 7,041.0 6,972.0 6,667.5
R3 6,878.5 6,809.5 6,622.5
R2 6,716.0 6,716.0 6,608.0
R1 6,647.0 6,647.0 6,593.0 6,681.5
PP 6,553.5 6,553.5 6,553.5 6,571.0
S1 6,484.5 6,484.5 6,563.0 6,519.0
S2 6,391.0 6,391.0 6,548.0
S3 6,228.5 6,322.0 6,533.5
S4 6,066.0 6,159.5 6,488.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,609.5 6,460.0 149.5 2.3% 79.5 1.2% 69% False False 99,925
10 6,622.5 6,410.0 212.5 3.2% 72.0 1.1% 72% False False 74,321
20 6,622.5 6,397.5 225.0 3.4% 66.5 1.0% 74% False False 82,719
40 6,622.5 6,107.0 515.5 7.9% 61.5 0.9% 89% False False 82,390
60 6,622.5 5,981.5 641.0 9.8% 66.0 1.0% 91% False False 66,611
80 6,622.5 5,981.5 641.0 9.8% 59.5 0.9% 91% False False 50,007
100 6,622.5 5,981.5 641.0 9.8% 54.0 0.8% 91% False False 40,167
120 6,622.5 5,981.5 641.0 9.8% 46.5 0.7% 91% False False 33,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 True
Stretch 10.5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,860.0
2.618 6,760.0
1.618 6,699.0
1.000 6,661.5
0.618 6,638.0
HIGH 6,600.5
0.618 6,577.0
0.500 6,570.0
0.382 6,563.0
LOW 6,539.5
0.618 6,502.0
1.000 6,478.5
1.618 6,441.0
2.618 6,380.0
4.250 6,280.0
Fisher Pivots for day following 14-May-2007
Pivot 1 day 3 day
R1 6,570.0 6,552.5
PP 6,568.0 6,541.5
S1 6,565.5 6,530.0

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

View Archives - Comment on this page... - Back to Index of Symbols