FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 03-Jul-2007
Day Change Summary
Previous Current
02-Jul-2007 03-Jul-2007 Change Change % Previous Week
Open 6,614.5 6,650.0 35.5 0.5% 6,579.0
High 6,646.0 6,679.0 33.0 0.5% 6,651.0
Low 6,601.0 6,646.0 45.0 0.7% 6,530.0
Close 6,634.5 6,666.0 31.5 0.5% 6,638.0
Range 45.0 33.0 -12.0 -26.7% 121.0
ATR 71.6 69.6 -1.9 -2.7% 0.0
Volume 118,875 86,936 -31,939 -26.9% 437,971
Daily Pivots for day following 03-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,762.5 6,747.5 6,684.0
R3 6,729.5 6,714.5 6,675.0
R2 6,696.5 6,696.5 6,672.0
R1 6,681.5 6,681.5 6,669.0 6,689.0
PP 6,663.5 6,663.5 6,663.5 6,667.5
S1 6,648.5 6,648.5 6,663.0 6,656.0
S2 6,630.5 6,630.5 6,660.0
S3 6,597.5 6,615.5 6,657.0
S4 6,564.5 6,582.5 6,648.0
Weekly Pivots for week ending 29-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,969.5 6,924.5 6,704.5
R3 6,848.5 6,803.5 6,671.5
R2 6,727.5 6,727.5 6,660.0
R1 6,682.5 6,682.5 6,649.0 6,705.0
PP 6,606.5 6,606.5 6,606.5 6,617.5
S1 6,561.5 6,561.5 6,627.0 6,584.0
S2 6,485.5 6,485.5 6,616.0
S3 6,364.5 6,440.5 6,604.5
S4 6,243.5 6,319.5 6,571.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,679.0 6,530.0 149.0 2.2% 52.0 0.8% 91% True False 96,583
10 6,733.0 6,530.0 203.0 3.0% 63.0 0.9% 67% False False 93,798
20 6,796.0 6,494.5 301.5 4.5% 72.0 1.1% 57% False False 94,865
40 6,796.0 6,494.5 301.5 4.5% 60.5 0.9% 57% False False 48,110
60 6,796.0 6,432.5 363.5 5.5% 49.5 0.7% 64% False False 32,124
80 6,796.0 6,062.5 733.5 11.0% 47.5 0.7% 82% False False 24,170
100 6,796.0 6,062.5 733.5 11.0% 40.0 0.6% 82% False False 19,358
120 6,796.0 6,062.5 733.5 11.0% 35.0 0.5% 82% False False 16,150
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.9
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,819.0
2.618 6,765.5
1.618 6,732.5
1.000 6,712.0
0.618 6,699.5
HIGH 6,679.0
0.618 6,666.5
0.500 6,662.5
0.382 6,658.5
LOW 6,646.0
0.618 6,625.5
1.000 6,613.0
1.618 6,592.5
2.618 6,559.5
4.250 6,506.0
Fisher Pivots for day following 03-Jul-2007
Pivot 1 day 3 day
R1 6,665.0 6,649.0
PP 6,663.5 6,632.0
S1 6,662.5 6,615.0

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

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