FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 05-Jul-2007
Day Change Summary
Previous Current
04-Jul-2007 05-Jul-2007 Change Change % Previous Week
Open 6,678.5 6,712.5 34.0 0.5% 6,579.0
High 6,713.5 6,724.0 10.5 0.2% 6,651.0
Low 6,673.5 6,650.0 -23.5 -0.4% 6,530.0
Close 6,695.5 6,665.0 -30.5 -0.5% 6,638.0
Range 40.0 74.0 34.0 85.0% 121.0
ATR 68.0 68.5 0.4 0.6% 0.0
Volume 66,538 37,462 -29,076 -43.7% 437,971
Daily Pivots for day following 05-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,901.5 6,857.5 6,705.5
R3 6,827.5 6,783.5 6,685.5
R2 6,753.5 6,753.5 6,678.5
R1 6,709.5 6,709.5 6,672.0 6,694.5
PP 6,679.5 6,679.5 6,679.5 6,672.0
S1 6,635.5 6,635.5 6,658.0 6,620.5
S2 6,605.5 6,605.5 6,651.5
S3 6,531.5 6,561.5 6,644.5
S4 6,457.5 6,487.5 6,624.5
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 6,724.0 6,551.0 173.0 2.6% 58.0 0.9% 66% True False 75,790
10 6,724.0 6,530.0 194.0 2.9% 61.5 0.9% 70% True False 86,999
20 6,796.0 6,494.5 301.5 4.5% 66.5 1.0% 57% False False 98,544
40 6,796.0 6,494.5 301.5 4.5% 61.0 0.9% 57% False False 50,705
60 6,796.0 6,432.5 363.5 5.5% 50.5 0.8% 64% False False 33,847
80 6,796.0 6,062.5 733.5 11.0% 48.5 0.7% 82% False False 25,469
100 6,796.0 6,062.5 733.5 11.0% 41.5 0.6% 82% False False 20,398
120 6,796.0 6,062.5 733.5 11.0% 36.0 0.5% 82% False False 17,017
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.9
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 7,038.5
2.618 6,917.5
1.618 6,843.5
1.000 6,798.0
0.618 6,769.5
HIGH 6,724.0
0.618 6,695.5
0.500 6,687.0
0.382 6,678.5
LOW 6,650.0
0.618 6,604.5
1.000 6,576.0
1.618 6,530.5
2.618 6,456.5
4.250 6,335.5
Fisher Pivots for day following 05-Jul-2007
Pivot 1 day 3 day
R1 6,687.0 6,685.0
PP 6,679.5 6,678.5
S1 6,672.5 6,671.5

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

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