FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 18-May-2007
Day Change Summary
Previous Current
17-May-2007 18-May-2007 Change Change % Previous Week
Open 6,594.0 6,587.5 -6.5 -0.1% 6,600.0
High 6,599.0 6,667.5 68.5 1.0% 6,667.5
Low 6,563.5 6,575.0 11.5 0.2% 6,539.5
Close 6,586.0 6,647.5 61.5 0.9% 6,647.5
Range 35.5 92.5 57.0 160.6% 128.0
ATR 64.4 66.5 2.0 3.1% 0.0
Volume 70,429 64,634 -5,795 -8.2% 431,685
Daily Pivots for day following 18-May-2007
Classic Woodie Camarilla DeMark
R4 6,907.5 6,870.0 6,698.5
R3 6,815.0 6,777.5 6,673.0
R2 6,722.5 6,722.5 6,664.5
R1 6,685.0 6,685.0 6,656.0 6,704.0
PP 6,630.0 6,630.0 6,630.0 6,639.5
S1 6,592.5 6,592.5 6,639.0 6,611.0
S2 6,537.5 6,537.5 6,630.5
S3 6,445.0 6,500.0 6,622.0
S4 6,352.5 6,407.5 6,596.5
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 7,002.0 6,953.0 6,718.0
R3 6,874.0 6,825.0 6,682.5
R2 6,746.0 6,746.0 6,671.0
R1 6,697.0 6,697.0 6,659.0 6,721.5
PP 6,618.0 6,618.0 6,618.0 6,630.5
S1 6,569.0 6,569.0 6,636.0 6,593.5
S2 6,490.0 6,490.0 6,624.0
S3 6,362.0 6,441.0 6,612.5
S4 6,234.0 6,313.0 6,577.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,667.5 6,539.5 128.0 1.9% 55.5 0.8% 84% True False 86,337
10 6,667.5 6,460.0 207.5 3.1% 69.0 1.0% 90% True False 81,395
20 6,667.5 6,410.0 257.5 3.9% 65.5 1.0% 92% True False 78,749
40 6,667.5 6,270.0 397.5 6.0% 60.0 0.9% 95% True False 80,527
60 6,667.5 5,981.5 686.0 10.3% 66.5 1.0% 97% True False 71,819
80 6,667.5 5,981.5 686.0 10.3% 60.0 0.9% 97% True False 53,913
100 6,667.5 5,981.5 686.0 10.3% 56.0 0.8% 97% True False 43,310
120 6,667.5 5,981.5 686.0 10.3% 47.5 0.7% 97% True False 36,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 7,060.5
2.618 6,909.5
1.618 6,817.0
1.000 6,760.0
0.618 6,724.5
HIGH 6,667.5
0.618 6,632.0
0.500 6,621.0
0.382 6,610.5
LOW 6,575.0
0.618 6,518.0
1.000 6,482.5
1.618 6,425.5
2.618 6,333.0
4.250 6,182.0
Fisher Pivots for day following 18-May-2007
Pivot 1 day 3 day
R1 6,639.0 6,634.5
PP 6,630.0 6,622.0
S1 6,621.0 6,609.0

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

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