FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 25-Jun-2007
Day Change Summary
Previous Current
22-Jun-2007 25-Jun-2007 Change Change % Previous Week
Open 6,653.5 6,579.0 -74.5 -1.1% 6,784.5
High 6,653.5 6,651.0 -2.5 0.0% 6,796.0
Low 6,560.5 6,557.0 -3.5 -0.1% 6,560.5
Close 6,606.5 6,629.0 22.5 0.3% 6,606.5
Range 93.0 94.0 1.0 1.1% 235.5
ATR 73.2 74.7 1.5 2.0% 0.0
Volume 122,217 72,071 -50,146 -41.0% 512,855
Daily Pivots for day following 25-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,894.5 6,855.5 6,680.5
R3 6,800.5 6,761.5 6,655.0
R2 6,706.5 6,706.5 6,646.0
R1 6,667.5 6,667.5 6,637.5 6,687.0
PP 6,612.5 6,612.5 6,612.5 6,622.0
S1 6,573.5 6,573.5 6,620.5 6,593.0
S2 6,518.5 6,518.5 6,612.0
S3 6,424.5 6,479.5 6,603.0
S4 6,330.5 6,385.5 6,577.5
Weekly Pivots for week ending 22-Jun-2007
Classic Woodie Camarilla DeMark
R4 7,361.0 7,219.0 6,736.0
R3 7,125.5 6,983.5 6,671.5
R2 6,890.0 6,890.0 6,649.5
R1 6,748.0 6,748.0 6,628.0 6,701.0
PP 6,654.5 6,654.5 6,654.5 6,631.0
S1 6,512.5 6,512.5 6,585.0 6,466.0
S2 6,419.0 6,419.0 6,563.5
S3 6,183.5 6,277.0 6,541.5
S4 5,948.0 6,041.5 6,477.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,763.5 6,557.0 206.5 3.1% 79.0 1.2% 35% False True 89,601
10 6,796.0 6,525.0 271.0 4.1% 76.5 1.2% 38% False False 123,755
20 6,796.0 6,494.5 301.5 4.5% 72.5 1.1% 45% False False 67,157
40 6,796.0 6,451.5 344.5 5.2% 55.0 0.8% 52% False False 33,822
60 6,796.0 6,348.0 448.0 6.8% 48.5 0.7% 63% False False 22,633
80 6,796.0 6,062.5 733.5 11.1% 44.0 0.7% 77% False False 17,036
100 6,796.0 6,062.5 733.5 11.1% 37.0 0.6% 77% False False 13,642
120 6,796.0 6,062.5 733.5 11.1% 33.0 0.5% 77% False False 11,386
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 False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 7,050.5
2.618 6,897.0
1.618 6,803.0
1.000 6,745.0
0.618 6,709.0
HIGH 6,651.0
0.618 6,615.0
0.500 6,604.0
0.382 6,593.0
LOW 6,557.0
0.618 6,499.0
1.000 6,463.0
1.618 6,405.0
2.618 6,311.0
4.250 6,157.5
Fisher Pivots for day following 25-Jun-2007
Pivot 1 day 3 day
R1 6,620.5 6,624.0
PP 6,612.5 6,619.5
S1 6,604.0 6,614.5

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

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