FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 16-Jul-2007
Day Change Summary
Previous Current
13-Jul-2007 16-Jul-2007 Change Change % Previous Week
Open 6,764.0 6,742.0 -22.0 -0.3% 6,731.5
High 6,772.0 6,759.5 -12.5 -0.2% 6,772.0
Low 6,728.5 6,701.0 -27.5 -0.4% 6,596.0
Close 6,737.0 6,721.0 -16.0 -0.2% 6,737.0
Range 43.5 58.5 15.0 34.5% 176.0
ATR 70.4 69.5 -0.8 -1.2% 0.0
Volume 96,288 72,752 -23,536 -24.4% 444,832
Daily Pivots for day following 16-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,902.5 6,870.5 6,753.0
R3 6,844.0 6,812.0 6,737.0
R2 6,785.5 6,785.5 6,731.5
R1 6,753.5 6,753.5 6,726.5 6,740.0
PP 6,727.0 6,727.0 6,727.0 6,720.5
S1 6,695.0 6,695.0 6,715.5 6,682.0
S2 6,668.5 6,668.5 6,710.5
S3 6,610.0 6,636.5 6,705.0
S4 6,551.5 6,578.0 6,689.0
Weekly Pivots for week ending 13-Jul-2007
Classic Woodie Camarilla DeMark
R4 7,229.5 7,159.5 6,834.0
R3 7,053.5 6,983.5 6,785.5
R2 6,877.5 6,877.5 6,769.5
R1 6,807.5 6,807.5 6,753.0 6,842.5
PP 6,701.5 6,701.5 6,701.5 6,719.0
S1 6,631.5 6,631.5 6,721.0 6,666.5
S2 6,525.5 6,525.5 6,704.5
S3 6,349.5 6,455.5 6,688.5
S4 6,173.5 6,279.5 6,640.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,772.0 6,596.0 176.0 2.6% 78.5 1.2% 71% False False 88,226
10 6,772.0 6,596.0 176.0 2.6% 63.0 0.9% 71% False False 79,437
20 6,772.0 6,530.0 242.0 3.6% 65.0 1.0% 79% False False 86,357
40 6,796.0 6,494.5 301.5 4.5% 63.5 0.9% 75% False False 65,645
60 6,796.0 6,451.5 344.5 5.1% 54.5 0.8% 78% False False 43,872
80 6,796.0 6,321.5 474.5 7.1% 50.0 0.7% 84% False False 32,988
100 6,796.0 6,062.5 733.5 10.9% 46.0 0.7% 90% False False 26,433
120 6,796.0 6,062.5 733.5 10.9% 38.5 0.6% 90% False False 22,045
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 13.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,008.0
2.618 6,912.5
1.618 6,854.0
1.000 6,818.0
0.618 6,795.5
HIGH 6,759.5
0.618 6,737.0
0.500 6,730.0
0.382 6,723.5
LOW 6,701.0
0.618 6,665.0
1.000 6,642.5
1.618 6,606.5
2.618 6,548.0
4.250 6,452.5
Fisher Pivots for day following 16-Jul-2007
Pivot 1 day 3 day
R1 6,730.0 6,712.0
PP 6,727.0 6,703.0
S1 6,724.0 6,694.0

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

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