FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 31-Jul-2007

Day Change Summary
	Previous	Current
	30-Jul-2007	31-Jul-2007	Change	Change %	Previous Week
Open	6,215.0	6,265.0	50.0	0.8%	6,608.5
High	6,262.5	6,376.0	113.5	1.8%	6,643.5
Low	6,186.5	6,255.0	68.5	1.1%	6,181.5
Close	6,216.0	6,353.5	137.5	2.2%	6,215.0
Range	76.0	121.0	45.0	59.2%	462.0
ATR	95.2	99.8	4.6	4.9%	0.0
Volume	231,010	143,393	-87,617	-37.9%	633,842

Daily Pivots for day following 31-Jul-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,691.0	6,643.5	6,420.0
R3	6,570.0	6,522.5	6,387.0
R2	6,449.0	6,449.0	6,375.5
R1	6,401.5	6,401.5	6,364.5	6,425.0
PP	6,328.0	6,328.0	6,328.0	6,340.0
S1	6,280.5	6,280.5	6,342.5	6,304.0
S2	6,207.0	6,207.0	6,331.5
S3	6,086.0	6,159.5	6,320.0
S4	5,965.0	6,038.5	6,287.0

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	6,541.0	6,181.5	359.5	5.7%	136.0	2.1%	48%	False	False	165,587
10	6,691.0	6,181.5	509.5	8.0%	114.0	1.8%	34%	False	False	130,834
20	6,772.0	6,181.5	590.5	9.3%	90.0	1.4%	29%	False	False	103,544
40	6,796.0	6,181.5	614.5	9.7%	81.0	1.3%	28%	False	False	99,205
60	6,796.0	6,181.5	614.5	9.7%	70.5	1.1%	28%	False	False	66,588
80	6,796.0	6,181.5	614.5	9.7%	59.5	0.9%	28%	False	False	49,979
100	6,796.0	6,062.5	733.5	11.5%	56.0	0.9%	40%	False	False	40,045
120	6,796.0	6,062.5	733.5	11.5%	48.5	0.8%	40%	False	False	33,389

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	19.5
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,890.0
2.618	6,693.0
1.618	6,572.0
1.000	6,497.0
0.618	6,451.0
HIGH	6,376.0
0.618	6,330.0
0.500	6,315.5
0.382	6,301.0
LOW	6,255.0
0.618	6,180.0
1.000	6,134.0
1.618	6,059.0
2.618	5,938.0
4.250	5,741.0

Fisher Pivots for day following 31-Jul-2007
Pivot	1 day	3 day
R1	6,341.0	6,328.5
PP	6,328.0	6,303.5
S1	6,315.5	6,279.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols