FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 17-May-2007
Day Change Summary
Previous Current
16-May-2007 17-May-2007 Change Change % Previous Week
Open 6,592.0 6,624.5 32.5 0.5% 6,646.0
High 6,603.0 6,624.5 21.5 0.3% 6,646.0
Low 6,590.5 6,610.5 20.0 0.3% 6,498.5
Close 6,607.0 6,625.0 18.0 0.3% 6,617.5
Range 12.5 14.0 1.5 12.0% 147.5
ATR 50.9 48.6 -2.4 -4.7% 0.0
Volume 6 6 0 0.0% 266
Daily Pivots for day following 17-May-2007
Classic Woodie Camarilla DeMark
R4 6,662.0 6,657.5 6,632.5
R3 6,648.0 6,643.5 6,629.0
R2 6,634.0 6,634.0 6,627.5
R1 6,629.5 6,629.5 6,626.5 6,632.0
PP 6,620.0 6,620.0 6,620.0 6,621.0
S1 6,615.5 6,615.5 6,623.5 6,618.0
S2 6,606.0 6,606.0 6,622.5
S3 6,592.0 6,601.5 6,621.0
S4 6,578.0 6,587.5 6,617.5
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% 52.0 0.8% 91% False False 1,142
10 6,650.0 6,498.5 151.5 2.3% 44.5 0.7% 83% False False 606
20 6,650.0 6,451.5 198.5 3.0% 33.5 0.5% 87% False False 321
40 6,650.0 6,321.5 328.5 5.0% 36.0 0.5% 92% False False 339
60 6,650.0 6,062.5 587.5 8.9% 33.5 0.5% 96% False False 290
80 6,650.0 6,062.5 587.5 8.9% 26.0 0.4% 96% False False 244
100 6,650.0 6,062.5 587.5 8.9% 23.0 0.3% 96% False False 196
120 6,650.0 6,062.5 587.5 8.9% 19.5 0.3% 96% False False 164
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,684.0
2.618 6,661.0
1.618 6,647.0
1.000 6,638.5
0.618 6,633.0
HIGH 6,624.5
0.618 6,619.0
0.500 6,617.5
0.382 6,616.0
LOW 6,610.5
0.618 6,602.0
1.000 6,596.5
1.618 6,588.0
2.618 6,574.0
4.250 6,551.0
Fisher Pivots for day following 17-May-2007
Pivot 1 day 3 day
R1 6,622.5 6,618.0
PP 6,620.0 6,611.5
S1 6,617.5 6,604.5

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

View Archives - Comment on this page... - Back to Index of Symbols