FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 19-Jun-2007
Day Change Summary
Previous Current
18-Jun-2007 19-Jun-2007 Change Change % Previous Week
Open 6,784.5 6,746.0 -38.5 -0.6% 6,570.0
High 6,796.0 6,763.5 -32.5 -0.5% 6,780.5
Low 6,732.5 6,686.5 -46.0 -0.7% 6,525.0
Close 6,745.5 6,704.0 -41.5 -0.6% 6,768.0
Range 63.5 77.0 13.5 21.3% 255.5
ATR 69.5 70.0 0.5 0.8% 0.0
Volume 136,917 81,735 -55,182 -40.3% 684,682
Daily Pivots for day following 19-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,949.0 6,903.5 6,746.5
R3 6,872.0 6,826.5 6,725.0
R2 6,795.0 6,795.0 6,718.0
R1 6,749.5 6,749.5 6,711.0 6,734.0
PP 6,718.0 6,718.0 6,718.0 6,710.0
S1 6,672.5 6,672.5 6,697.0 6,657.0
S2 6,641.0 6,641.0 6,690.0
S3 6,564.0 6,595.5 6,683.0
S4 6,487.0 6,518.5 6,661.5
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 7,457.5 7,368.5 6,908.5
R3 7,202.0 7,113.0 6,838.5
R2 6,946.5 6,946.5 6,815.0
R1 6,857.5 6,857.5 6,791.5 6,902.0
PP 6,691.0 6,691.0 6,691.0 6,713.5
S1 6,602.0 6,602.0 6,744.5 6,646.5
S2 6,435.5 6,435.5 6,721.0
S3 6,180.0 6,346.5 6,697.5
S4 5,924.5 6,091.0 6,627.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,796.0 6,525.0 271.0 4.0% 74.0 1.1% 66% False False 146,094
10 6,796.0 6,494.5 301.5 4.5% 81.0 1.2% 69% False False 95,932
20 6,796.0 6,494.5 301.5 4.5% 63.5 0.9% 69% False False 49,011
40 6,796.0 6,451.5 344.5 5.1% 51.0 0.8% 73% False False 24,672
60 6,796.0 6,321.5 474.5 7.1% 45.5 0.7% 81% False False 16,557
80 6,796.0 6,062.5 733.5 10.9% 42.5 0.6% 87% False False 12,473
100 6,796.0 6,062.5 733.5 10.9% 34.0 0.5% 87% False False 10,000
120 6,796.0 6,062.5 733.5 10.9% 31.0 0.5% 87% False False 8,334
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,091.0
2.618 6,965.0
1.618 6,888.0
1.000 6,840.5
0.618 6,811.0
HIGH 6,763.5
0.618 6,734.0
0.500 6,725.0
0.382 6,716.0
LOW 6,686.5
0.618 6,639.0
1.000 6,609.5
1.618 6,562.0
2.618 6,485.0
4.250 6,359.0
Fisher Pivots for day following 19-Jun-2007
Pivot 1 day 3 day
R1 6,725.0 6,741.0
PP 6,718.0 6,729.0
S1 6,711.0 6,716.5

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

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