FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 14-Jun-2007
Day Change Summary
Previous Current
13-Jun-2007 14-Jun-2007 Change Change % Previous Week
Open 6,550.0 6,633.5 83.5 1.3% 6,692.0
High 6,608.5 6,699.5 91.0 1.4% 6,722.5
Low 6,525.0 6,631.5 106.5 1.6% 6,494.5
Close 6,598.5 6,686.5 88.0 1.3% 6,539.5
Range 83.5 68.0 -15.5 -18.6% 228.0
ATR 65.6 68.1 2.5 3.9% 0.0
Volume 191,592 192,979 1,387 0.7% 61,597
Daily Pivots for day following 14-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,876.5 6,849.5 6,724.0
R3 6,808.5 6,781.5 6,705.0
R2 6,740.5 6,740.5 6,699.0
R1 6,713.5 6,713.5 6,692.5 6,727.0
PP 6,672.5 6,672.5 6,672.5 6,679.0
S1 6,645.5 6,645.5 6,680.5 6,659.0
S2 6,604.5 6,604.5 6,674.0
S3 6,536.5 6,577.5 6,668.0
S4 6,468.5 6,509.5 6,649.0
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 7,269.5 7,132.5 6,665.0
R3 7,041.5 6,904.5 6,602.0
R2 6,813.5 6,813.5 6,581.5
R1 6,676.5 6,676.5 6,560.5 6,631.0
PP 6,585.5 6,585.5 6,585.5 6,563.0
S1 6,448.5 6,448.5 6,518.5 6,403.0
S2 6,357.5 6,357.5 6,497.5
S3 6,129.5 6,220.5 6,477.0
S4 5,901.5 5,992.5 6,414.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,699.5 6,494.5 205.0 3.1% 74.0 1.1% 94% True False 116,600
10 6,722.5 6,494.5 228.0 3.4% 77.0 1.1% 84% False False 62,231
20 6,722.5 6,494.5 228.0 3.4% 59.0 0.9% 84% False False 31,729
40 6,722.5 6,451.5 271.0 4.1% 47.0 0.7% 87% False False 16,030
60 6,722.5 6,286.5 436.0 6.5% 44.5 0.7% 92% False False 10,818
80 6,722.5 6,062.5 660.0 9.9% 39.5 0.6% 95% False False 8,150
100 6,722.5 6,062.5 660.0 9.9% 33.0 0.5% 95% False False 6,541
120 6,722.5 6,062.5 660.0 9.9% 29.0 0.4% 95% False False 5,452
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 13.1
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,988.5
2.618 6,877.5
1.618 6,809.5
1.000 6,767.5
0.618 6,741.5
HIGH 6,699.5
0.618 6,673.5
0.500 6,665.5
0.382 6,657.5
LOW 6,631.5
0.618 6,589.5
1.000 6,563.5
1.618 6,521.5
2.618 6,453.5
4.250 6,342.5
Fisher Pivots for day following 14-Jun-2007
Pivot 1 day 3 day
R1 6,679.5 6,662.0
PP 6,672.5 6,637.0
S1 6,665.5 6,612.0

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

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