FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 06-Aug-2007
Day Change Summary
Previous Current
03-Aug-2007 06-Aug-2007 Change Change % Previous Week
Open 6,330.0 6,168.5 -161.5 -2.6% 6,215.0
High 6,331.5 6,253.0 -78.5 -1.2% 6,376.0
Low 6,215.0 6,164.0 -51.0 -0.8% 6,186.5
Close 6,220.0 6,197.5 -22.5 -0.4% 6,220.0
Range 116.5 89.0 -27.5 -23.6% 189.5
ATR 102.7 101.8 -1.0 -1.0% 0.0
Volume 116,600 109,144 -7,456 -6.4% 827,242
Daily Pivots for day following 06-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,472.0 6,423.5 6,246.5
R3 6,383.0 6,334.5 6,222.0
R2 6,294.0 6,294.0 6,214.0
R1 6,245.5 6,245.5 6,205.5 6,270.0
PP 6,205.0 6,205.0 6,205.0 6,217.0
S1 6,156.5 6,156.5 6,189.5 6,181.0
S2 6,116.0 6,116.0 6,181.0
S3 6,027.0 6,067.5 6,173.0
S4 5,938.0 5,978.5 6,148.5
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,829.5 6,714.0 6,324.0
R3 6,640.0 6,524.5 6,272.0
R2 6,450.5 6,450.5 6,254.5
R1 6,335.0 6,335.0 6,237.5 6,393.0
PP 6,261.0 6,261.0 6,261.0 6,289.5
S1 6,145.5 6,145.5 6,202.5 6,203.0
S2 6,071.5 6,071.5 6,185.5
S3 5,882.0 5,956.0 6,168.0
S4 5,692.5 5,766.5 6,116.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,376.0 6,164.0 212.0 3.4% 101.5 1.6% 16% False True 141,075
10 6,628.5 6,164.0 464.5 7.5% 119.0 1.9% 7% False True 146,402
20 6,772.0 6,164.0 608.0 9.8% 99.0 1.6% 6% False True 118,328
40 6,796.0 6,164.0 632.0 10.2% 81.5 1.3% 5% False True 111,053
60 6,796.0 6,164.0 632.0 10.2% 72.0 1.2% 5% False True 75,950
80 6,796.0 6,164.0 632.0 10.2% 63.0 1.0% 5% False True 56,989
100 6,796.0 6,159.5 636.5 10.3% 58.5 0.9% 6% False False 45,661
120 6,796.0 6,062.5 733.5 11.8% 51.5 0.8% 18% False False 38,073
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 19.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,631.0
2.618 6,486.0
1.618 6,397.0
1.000 6,342.0
0.618 6,308.0
HIGH 6,253.0
0.618 6,219.0
0.500 6,208.5
0.382 6,198.0
LOW 6,164.0
0.618 6,109.0
1.000 6,075.0
1.618 6,020.0
2.618 5,931.0
4.250 5,786.0
Fisher Pivots for day following 06-Aug-2007
Pivot 1 day 3 day
R1 6,208.5 6,248.0
PP 6,205.0 6,231.0
S1 6,201.0 6,214.0

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

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