FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 30-Jul-2007
Day Change Summary
Previous Current
27-Jul-2007 30-Jul-2007 Change Change % Previous Week
Open 6,189.0 6,215.0 26.0 0.4% 6,608.5
High 6,320.0 6,262.5 -57.5 -0.9% 6,643.5
Low 6,181.5 6,186.5 5.0 0.1% 6,181.5
Close 6,215.0 6,216.0 1.0 0.0% 6,215.0
Range 138.5 76.0 -62.5 -45.1% 462.0
ATR 96.7 95.2 -1.5 -1.5% 0.0
Volume 196,744 231,010 34,266 17.4% 633,842
Daily Pivots for day following 30-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,449.5 6,409.0 6,258.0
R3 6,373.5 6,333.0 6,237.0
R2 6,297.5 6,297.5 6,230.0
R1 6,257.0 6,257.0 6,223.0 6,277.0
PP 6,221.5 6,221.5 6,221.5 6,232.0
S1 6,181.0 6,181.0 6,209.0 6,201.0
S2 6,145.5 6,145.5 6,202.0
S3 6,069.5 6,105.0 6,195.0
S4 5,993.5 6,029.0 6,174.0
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 7,732.5 7,436.0 6,469.0
R3 7,270.5 6,974.0 6,342.0
R2 6,808.5 6,808.5 6,299.5
R1 6,512.0 6,512.0 6,257.5 6,429.0
PP 6,346.5 6,346.5 6,346.5 6,305.5
S1 6,050.0 6,050.0 6,172.5 5,967.0
S2 5,884.5 5,884.5 6,130.5
S3 5,422.5 5,588.0 6,088.0
S4 4,960.5 5,126.0 5,961.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,628.5 6,181.5 447.0 7.2% 136.5 2.2% 8% False False 151,729
10 6,712.5 6,181.5 531.0 8.5% 108.5 1.7% 6% False False 122,006
20 6,772.0 6,181.5 590.5 9.5% 85.5 1.4% 6% False False 100,721
40 6,796.0 6,181.5 614.5 9.9% 80.5 1.3% 6% False False 95,678
60 6,796.0 6,181.5 614.5 9.9% 68.5 1.1% 6% False False 64,198
80 6,796.0 6,181.5 614.5 9.9% 58.5 0.9% 6% False False 48,193
100 6,796.0 6,062.5 733.5 11.8% 55.0 0.9% 21% False False 38,611
120 6,796.0 6,062.5 733.5 11.8% 47.5 0.8% 21% False False 32,194
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.8
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,585.5
2.618 6,461.5
1.618 6,385.5
1.000 6,338.5
0.618 6,309.5
HIGH 6,262.5
0.618 6,233.5
0.500 6,224.5
0.382 6,215.5
LOW 6,186.5
0.618 6,139.5
1.000 6,110.5
1.618 6,063.5
2.618 5,987.5
4.250 5,863.5
Fisher Pivots for day following 30-Jul-2007
Pivot 1 day 3 day
R1 6,224.5 6,330.0
PP 6,221.5 6,292.0
S1 6,219.0 6,254.0

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

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