FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 21-May-2007
Day Change Summary
Previous Current
18-May-2007 21-May-2007 Change Change % Previous Week
Open 6,587.5 6,666.0 78.5 1.2% 6,600.0
High 6,667.5 6,683.5 16.0 0.2% 6,667.5
Low 6,575.0 6,627.5 52.5 0.8% 6,539.5
Close 6,647.5 6,647.0 -0.5 0.0% 6,647.5
Range 92.5 56.0 -36.5 -39.5% 128.0
ATR 66.5 65.7 -0.7 -1.1% 0.0
Volume 64,634 97,359 32,725 50.6% 431,685
Daily Pivots for day following 21-May-2007
Classic Woodie Camarilla DeMark
R4 6,820.5 6,790.0 6,678.0
R3 6,764.5 6,734.0 6,662.5
R2 6,708.5 6,708.5 6,657.5
R1 6,678.0 6,678.0 6,652.0 6,665.0
PP 6,652.5 6,652.5 6,652.5 6,646.5
S1 6,622.0 6,622.0 6,642.0 6,609.0
S2 6,596.5 6,596.5 6,636.5
S3 6,540.5 6,566.0 6,631.5
S4 6,484.5 6,510.0 6,616.0
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 6,683.5 6,541.0 142.5 2.1% 54.5 0.8% 74% True False 82,336
10 6,683.5 6,460.0 223.5 3.4% 67.0 1.0% 84% True False 91,131
20 6,683.5 6,410.0 273.5 4.1% 66.5 1.0% 87% True False 79,321
40 6,683.5 6,270.0 413.5 6.2% 60.0 0.9% 91% True False 80,066
60 6,683.5 5,981.5 702.0 10.6% 67.0 1.0% 95% True False 73,438
80 6,683.5 5,981.5 702.0 10.6% 59.5 0.9% 95% True False 55,130
100 6,683.5 5,981.5 702.0 10.6% 56.0 0.8% 95% True False 44,284
120 6,683.5 5,981.5 702.0 10.6% 48.0 0.7% 95% True False 36,925
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 False
Stretch 13.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,921.5
2.618 6,830.0
1.618 6,774.0
1.000 6,739.5
0.618 6,718.0
HIGH 6,683.5
0.618 6,662.0
0.500 6,655.5
0.382 6,649.0
LOW 6,627.5
0.618 6,593.0
1.000 6,571.5
1.618 6,537.0
2.618 6,481.0
4.250 6,389.5
Fisher Pivots for day following 21-May-2007
Pivot 1 day 3 day
R1 6,655.5 6,639.0
PP 6,652.5 6,631.5
S1 6,650.0 6,623.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.