FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 23-Mar-2007
Day Change Summary
Previous Current
22-Mar-2007 23-Mar-2007 Change Change % Previous Week
Open 6,394.0 6,371.5 -22.5 -0.4% 6,217.5
High 6,394.0 6,409.5 15.5 0.2% 6,409.5
Low 6,348.0 6,371.5 23.5 0.4% 6,189.5
Close 6,371.0 6,398.0 27.0 0.4% 6,398.0
Range 46.0 38.0 -8.0 -17.4% 220.0
ATR 57.9 56.5 -1.4 -2.4% 0.0
Volume 382 256 -126 -33.0% 1,860
Daily Pivots for day following 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,507.0 6,490.5 6,419.0
R3 6,469.0 6,452.5 6,408.5
R2 6,431.0 6,431.0 6,405.0
R1 6,414.5 6,414.5 6,401.5 6,423.0
PP 6,393.0 6,393.0 6,393.0 6,397.0
S1 6,376.5 6,376.5 6,394.5 6,385.0
S2 6,355.0 6,355.0 6,391.0
S3 6,317.0 6,338.5 6,387.5
S4 6,279.0 6,300.5 6,377.0
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,992.5 6,915.0 6,519.0
R3 6,772.5 6,695.0 6,458.5
R2 6,552.5 6,552.5 6,438.5
R1 6,475.0 6,475.0 6,418.0 6,514.0
PP 6,332.5 6,332.5 6,332.5 6,351.5
S1 6,255.0 6,255.0 6,378.0 6,294.0
S2 6,112.5 6,112.5 6,357.5
S3 5,892.5 6,035.0 6,337.5
S4 5,672.5 5,815.0 6,277.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,409.5 6,189.5 220.0 3.4% 50.0 0.8% 95% True False 372
10 6,409.5 6,062.5 347.0 5.4% 44.5 0.7% 97% True False 219
20 6,486.5 6,062.5 424.0 6.6% 32.0 0.5% 79% False False 223
40 6,486.5 6,062.5 424.0 6.6% 16.5 0.3% 79% False False 165
60 6,486.5 6,062.5 424.0 6.6% 16.0 0.2% 79% False False 112
80 6,486.5 6,062.5 424.0 6.6% 12.0 0.2% 79% False False 84
100 6,486.5 6,062.5 424.0 6.6% 9.5 0.1% 79% False False 67
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 5.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,571.0
2.618 6,509.0
1.618 6,471.0
1.000 6,447.5
0.618 6,433.0
HIGH 6,409.5
0.618 6,395.0
0.500 6,390.5
0.382 6,386.0
LOW 6,371.5
0.618 6,348.0
1.000 6,333.5
1.618 6,310.0
2.618 6,272.0
4.250 6,210.0
Fisher Pivots for day following 23-Mar-2007
Pivot 1 day 3 day
R1 6,395.5 6,381.5
PP 6,393.0 6,364.5
S1 6,390.5 6,348.0

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

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