FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 22-May-2007
Day Change Summary
Previous Current
21-May-2007 22-May-2007 Change Change % Previous Week
Open 6,666.0 6,648.0 -18.0 -0.3% 6,600.0
High 6,683.5 6,652.0 -31.5 -0.5% 6,667.5
Low 6,627.5 6,601.5 -26.0 -0.4% 6,539.5
Close 6,647.0 6,617.0 -30.0 -0.5% 6,647.5
Range 56.0 50.5 -5.5 -9.8% 128.0
ATR 65.7 64.6 -1.1 -1.7% 0.0
Volume 97,359 75,859 -21,500 -22.1% 431,685
Daily Pivots for day following 22-May-2007
Classic Woodie Camarilla DeMark
R4 6,775.0 6,746.5 6,645.0
R3 6,724.5 6,696.0 6,631.0
R2 6,674.0 6,674.0 6,626.5
R1 6,645.5 6,645.5 6,621.5 6,634.5
PP 6,623.5 6,623.5 6,623.5 6,618.0
S1 6,595.0 6,595.0 6,612.5 6,584.0
S2 6,573.0 6,573.0 6,607.5
S3 6,522.5 6,544.5 6,603.0
S4 6,472.0 6,494.0 6,589.0
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 6,550.5 133.0 2.0% 55.0 0.8% 50% False False 83,380
10 6,683.5 6,460.0 223.5 3.4% 65.5 1.0% 70% False False 88,480
20 6,683.5 6,410.0 273.5 4.1% 64.5 1.0% 76% False False 80,130
40 6,683.5 6,270.0 413.5 6.2% 60.0 0.9% 84% False False 79,914
60 6,683.5 5,981.5 702.0 10.6% 67.0 1.0% 91% False False 74,700
80 6,683.5 5,981.5 702.0 10.6% 59.5 0.9% 91% False False 56,077
100 6,683.5 5,981.5 702.0 10.6% 56.5 0.9% 91% False False 45,042
120 6,683.5 5,981.5 702.0 10.6% 48.5 0.7% 91% False False 37,557
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 13.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,866.5
2.618 6,784.0
1.618 6,733.5
1.000 6,702.5
0.618 6,683.0
HIGH 6,652.0
0.618 6,632.5
0.500 6,627.0
0.382 6,621.0
LOW 6,601.5
0.618 6,570.5
1.000 6,551.0
1.618 6,520.0
2.618 6,469.5
4.250 6,387.0
Fisher Pivots for day following 22-May-2007
Pivot 1 day 3 day
R1 6,627.0 6,629.0
PP 6,623.5 6,625.0
S1 6,620.0 6,621.0

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

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