FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 28-Jun-2007
Day Change Summary
Previous Current
27-Jun-2007 28-Jun-2007 Change Change % Previous Week
Open 6,568.0 6,605.0 37.0 0.6% 6,784.5
High 6,574.5 6,626.0 51.5 0.8% 6,796.0
Low 6,530.0 6,586.0 56.0 0.9% 6,560.5
Close 6,566.0 6,589.5 23.5 0.4% 6,606.5
Range 44.5 40.0 -4.5 -10.1% 235.5
ATR 72.7 71.8 -0.9 -1.2% 0.0
Volume 103,075 104,893 1,818 1.8% 512,855
Daily Pivots for day following 28-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,720.5 6,695.0 6,611.5
R3 6,680.5 6,655.0 6,600.5
R2 6,640.5 6,640.5 6,597.0
R1 6,615.0 6,615.0 6,593.0 6,608.0
PP 6,600.5 6,600.5 6,600.5 6,597.0
S1 6,575.0 6,575.0 6,586.0 6,568.0
S2 6,560.5 6,560.5 6,582.0
S3 6,520.5 6,535.0 6,578.5
S4 6,480.5 6,495.0 6,567.5
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 6,653.5 6,530.0 123.5 1.9% 65.0 1.0% 48% False False 98,209
10 6,796.0 6,530.0 266.0 4.0% 67.5 1.0% 22% False False 100,893
20 6,796.0 6,494.5 301.5 4.6% 72.0 1.1% 32% False False 81,562
40 6,796.0 6,494.5 301.5 4.6% 57.5 0.9% 32% False False 41,240
60 6,796.0 6,402.0 394.0 6.0% 48.5 0.7% 48% False False 27,561
80 6,796.0 6,062.5 733.5 11.1% 45.5 0.7% 72% False False 20,743
100 6,796.0 6,062.5 733.5 11.1% 38.5 0.6% 72% False False 16,609
120 6,796.0 6,062.5 733.5 11.1% 34.5 0.5% 72% False False 13,859
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 12.0
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 6,796.0
2.618 6,730.5
1.618 6,690.5
1.000 6,666.0
0.618 6,650.5
HIGH 6,626.0
0.618 6,610.5
0.500 6,606.0
0.382 6,601.5
LOW 6,586.0
0.618 6,561.5
1.000 6,546.0
1.618 6,521.5
2.618 6,481.5
4.250 6,416.0
Fisher Pivots for day following 28-Jun-2007
Pivot 1 day 3 day
R1 6,606.0 6,586.0
PP 6,600.5 6,583.0
S1 6,595.0 6,580.0

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

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