FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 13-Jun-2007
Day Change Summary
Previous Current
12-Jun-2007 13-Jun-2007 Change Change % Previous Week
Open 6,558.0 6,506.5 -51.5 -0.8% 6,654.0
High 6,591.0 6,570.5 -20.5 -0.3% 6,684.0
Low 6,516.5 6,485.5 -31.0 -0.5% 6,455.0
Close 6,529.5 6,559.0 29.5 0.5% 6,500.5
Range 74.5 85.0 10.5 14.1% 229.0
ATR 71.6 72.5 1.0 1.3% 0.0
Volume 216,163 280,697 64,534 29.9% 571,321
Daily Pivots for day following 13-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,793.5 6,761.0 6,606.0
R3 6,708.5 6,676.0 6,582.5
R2 6,623.5 6,623.5 6,574.5
R1 6,591.0 6,591.0 6,567.0 6,607.0
PP 6,538.5 6,538.5 6,538.5 6,546.5
S1 6,506.0 6,506.0 6,551.0 6,522.0
S2 6,453.5 6,453.5 6,543.5
S3 6,368.5 6,421.0 6,535.5
S4 6,283.5 6,336.0 6,512.0
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 7,233.5 7,096.0 6,626.5
R3 7,004.5 6,867.0 6,563.5
R2 6,775.5 6,775.5 6,542.5
R1 6,638.0 6,638.0 6,521.5 6,592.0
PP 6,546.5 6,546.5 6,546.5 6,523.5
S1 6,409.0 6,409.0 6,479.5 6,363.0
S2 6,317.5 6,317.5 6,458.5
S3 6,088.5 6,180.0 6,437.5
S4 5,859.5 5,951.0 6,374.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,596.0 6,455.0 141.0 2.1% 80.0 1.2% 74% False False 198,681
10 6,684.0 6,455.0 229.0 3.5% 76.0 1.2% 45% False False 144,111
20 6,684.0 6,455.0 229.0 3.5% 65.5 1.0% 45% False False 112,887
40 6,684.0 6,397.5 286.5 4.4% 65.5 1.0% 56% False False 97,741
60 6,684.0 6,155.0 529.0 8.1% 62.5 1.0% 76% False False 91,603
80 6,684.0 5,981.5 702.5 10.7% 66.0 1.0% 82% False False 79,062
100 6,684.0 5,981.5 702.5 10.7% 60.5 0.9% 82% False False 63,288
120 6,684.0 5,981.5 702.5 10.7% 56.0 0.9% 82% False False 52,876
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,932.0
2.618 6,793.0
1.618 6,708.0
1.000 6,655.5
0.618 6,623.0
HIGH 6,570.5
0.618 6,538.0
0.500 6,528.0
0.382 6,518.0
LOW 6,485.5
0.618 6,433.0
1.000 6,400.5
1.618 6,348.0
2.618 6,263.0
4.250 6,124.0
Fisher Pivots for day following 13-Jun-2007
Pivot 1 day 3 day
R1 6,548.5 6,553.0
PP 6,538.5 6,547.0
S1 6,528.0 6,541.0

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

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