FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 09-May-2007
Day Change Summary
Previous Current
08-May-2007 09-May-2007 Change Change % Previous Week
Open 6,643.5 6,636.0 -7.5 -0.1% 6,507.5
High 6,644.0 6,642.0 -2.0 0.0% 6,650.0
Low 6,589.0 6,585.0 -4.0 -0.1% 6,451.5
Close 6,598.5 6,600.0 1.5 0.0% 6,646.0
Range 55.0 57.0 2.0 3.6% 198.5
ATR 48.0 48.7 0.6 1.3% 0.0
Volume 113 91 -22 -19.5% 221
Daily Pivots for day following 09-May-2007
Classic Woodie Camarilla DeMark
R4 6,780.0 6,747.0 6,631.5
R3 6,723.0 6,690.0 6,615.5
R2 6,666.0 6,666.0 6,610.5
R1 6,633.0 6,633.0 6,605.0 6,621.0
PP 6,609.0 6,609.0 6,609.0 6,603.0
S1 6,576.0 6,576.0 6,595.0 6,564.0
S2 6,552.0 6,552.0 6,589.5
S3 6,495.0 6,519.0 6,584.5
S4 6,438.0 6,462.0 6,568.5
Weekly Pivots for week ending 04-May-2007
Classic Woodie Camarilla DeMark
R4 7,178.0 7,110.5 6,755.0
R3 6,979.5 6,912.0 6,700.5
R2 6,781.0 6,781.0 6,682.5
R1 6,713.5 6,713.5 6,664.0 6,747.0
PP 6,582.5 6,582.5 6,582.5 6,599.5
S1 6,515.0 6,515.0 6,628.0 6,549.0
S2 6,384.0 6,384.0 6,609.5
S3 6,185.5 6,316.5 6,591.5
S4 5,987.0 6,118.0 6,537.0
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 6,559.0 91.0 1.4% 33.0 0.5% 45% False False 75
10 6,650.0 6,451.5 198.5 3.0% 29.5 0.4% 75% False False 56
20 6,650.0 6,432.5 217.5 3.3% 29.5 0.4% 77% False False 131
40 6,650.0 6,062.5 587.5 8.9% 36.5 0.5% 91% False False 233
60 6,650.0 6,062.5 587.5 8.9% 28.5 0.4% 91% False False 194
80 6,650.0 6,062.5 587.5 8.9% 23.5 0.4% 91% False False 173
100 6,650.0 6,062.5 587.5 8.9% 20.0 0.3% 91% False False 139
120 6,650.0 6,062.5 587.5 8.9% 17.0 0.3% 91% False False 116
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 3.4
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,884.0
2.618 6,791.0
1.618 6,734.0
1.000 6,699.0
0.618 6,677.0
HIGH 6,642.0
0.618 6,620.0
0.500 6,613.5
0.382 6,607.0
LOW 6,585.0
0.618 6,550.0
1.000 6,528.0
1.618 6,493.0
2.618 6,436.0
4.250 6,343.0
Fisher Pivots for day following 09-May-2007
Pivot 1 day 3 day
R1 6,613.5 6,615.5
PP 6,609.0 6,610.5
S1 6,604.5 6,605.0

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

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