FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 16-May-2007
Day Change Summary
Previous Current
15-May-2007 16-May-2007 Change Change % Previous Week
Open 6,603.0 6,592.0 -11.0 -0.2% 6,646.0
High 6,628.0 6,603.0 -25.0 -0.4% 6,646.0
Low 6,581.0 6,590.5 9.5 0.1% 6,498.5
Close 6,604.0 6,607.0 3.0 0.0% 6,617.5
Range 47.0 12.5 -34.5 -73.4% 147.5
ATR 53.8 50.9 -2.9 -5.4% 0.0
Volume 5,519 6 -5,513 -99.9% 266
Daily Pivots for day following 16-May-2007
Classic Woodie Camarilla DeMark
R4 6,637.5 6,635.0 6,614.0
R3 6,625.0 6,622.5 6,610.5
R2 6,612.5 6,612.5 6,609.5
R1 6,610.0 6,610.0 6,608.0 6,611.0
PP 6,600.0 6,600.0 6,600.0 6,601.0
S1 6,597.5 6,597.5 6,606.0 6,599.0
S2 6,587.5 6,587.5 6,604.5
S3 6,575.0 6,585.0 6,603.5
S4 6,562.5 6,572.5 6,600.0
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 7,030.0 6,971.0 6,698.5
R3 6,882.5 6,823.5 6,658.0
R2 6,735.0 6,735.0 6,644.5
R1 6,676.0 6,676.0 6,631.0 6,632.0
PP 6,587.5 6,587.5 6,587.5 6,565.0
S1 6,528.5 6,528.5 6,604.0 6,484.0
S2 6,440.0 6,440.0 6,590.5
S3 6,292.5 6,381.0 6,577.0
S4 6,145.0 6,233.5 6,536.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,638.0 6,498.5 139.5 2.1% 58.0 0.9% 78% False False 1,144
10 6,650.0 6,498.5 151.5 2.3% 45.5 0.7% 72% False False 609
20 6,650.0 6,451.5 198.5 3.0% 34.5 0.5% 78% False False 332
40 6,650.0 6,286.5 363.5 5.5% 37.0 0.6% 88% False False 363
60 6,650.0 6,062.5 587.5 8.9% 33.0 0.5% 93% False False 290
80 6,650.0 6,062.5 587.5 8.9% 26.5 0.4% 93% False False 244
100 6,650.0 6,062.5 587.5 8.9% 23.0 0.3% 93% False False 196
120 6,650.0 6,062.5 587.5 8.9% 19.0 0.3% 93% False False 164
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,656.0
2.618 6,635.5
1.618 6,623.0
1.000 6,615.5
0.618 6,610.5
HIGH 6,603.0
0.618 6,598.0
0.500 6,597.0
0.382 6,595.5
LOW 6,590.5
0.618 6,583.0
1.000 6,578.0
1.618 6,570.5
2.618 6,558.0
4.250 6,537.5
Fisher Pivots for day following 16-May-2007
Pivot 1 day 3 day
R1 6,603.5 6,609.0
PP 6,600.0 6,608.5
S1 6,597.0 6,608.0

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

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