FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 31-May-2007
Day Change Summary
Previous Current
30-May-2007 31-May-2007 Change Change % Previous Week
Open 6,555.0 6,641.5 86.5 1.3% 6,666.0
High 6,619.5 6,650.0 30.5 0.5% 6,683.5
Low 6,535.0 6,606.0 71.0 1.1% 6,536.0
Close 6,606.0 6,609.0 3.0 0.0% 6,567.5
Range 84.5 44.0 -40.5 -47.9% 147.5
ATR 62.4 61.0 -1.3 -2.1% 0.0
Volume 71,253 96,377 25,124 35.3% 425,875
Daily Pivots for day following 31-May-2007
Classic Woodie Camarilla DeMark
R4 6,753.5 6,725.5 6,633.0
R3 6,709.5 6,681.5 6,621.0
R2 6,665.5 6,665.5 6,617.0
R1 6,637.5 6,637.5 6,613.0 6,629.5
PP 6,621.5 6,621.5 6,621.5 6,618.0
S1 6,593.5 6,593.5 6,605.0 6,585.5
S2 6,577.5 6,577.5 6,601.0
S3 6,533.5 6,549.5 6,597.0
S4 6,489.5 6,505.5 6,585.0
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 7,038.0 6,950.5 6,648.5
R3 6,890.5 6,803.0 6,608.0
R2 6,743.0 6,743.0 6,594.5
R1 6,655.5 6,655.5 6,581.0 6,625.5
PP 6,595.5 6,595.5 6,595.5 6,581.0
S1 6,508.0 6,508.0 6,554.0 6,478.0
S2 6,448.0 6,448.0 6,540.5
S3 6,300.5 6,360.5 6,527.0
S4 6,153.0 6,213.0 6,486.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,650.0 6,535.0 115.0 1.7% 57.0 0.9% 64% True False 82,825
10 6,683.5 6,535.0 148.5 2.2% 55.5 0.8% 50% False False 80,438
20 6,683.5 6,460.0 223.5 3.4% 62.0 0.9% 67% False False 83,349
40 6,683.5 6,350.0 333.5 5.0% 59.0 0.9% 78% False False 79,379
60 6,683.5 5,987.0 696.5 10.5% 62.0 0.9% 89% False False 82,635
80 6,683.5 5,981.5 702.0 10.6% 60.5 0.9% 89% False False 62,267
100 6,683.5 5,981.5 702.0 10.6% 58.0 0.9% 89% False False 49,854
120 6,683.5 5,981.5 702.0 10.6% 50.5 0.8% 89% False False 41,671
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 13.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,837.0
2.618 6,765.0
1.618 6,721.0
1.000 6,694.0
0.618 6,677.0
HIGH 6,650.0
0.618 6,633.0
0.500 6,628.0
0.382 6,623.0
LOW 6,606.0
0.618 6,579.0
1.000 6,562.0
1.618 6,535.0
2.618 6,491.0
4.250 6,419.0
Fisher Pivots for day following 31-May-2007
Pivot 1 day 3 day
R1 6,628.0 6,603.5
PP 6,621.5 6,598.0
S1 6,615.5 6,592.5

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

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