FTSE 100 Index Future September 2007

Trading Metrics calculated at close of trading on 09-Aug-2007

Day Change Summary
	Previous	Current
	08-Aug-2007	09-Aug-2007	Change	Change %	Previous Week
Open	6,368.0	6,380.0	12.0	0.2%	6,215.0
High	6,425.0	6,384.5	-40.5	-0.6%	6,376.0
Low	6,334.5	6,241.0	-93.5	-1.5%	6,186.5
Close	6,414.0	6,299.0	-115.0	-1.8%	6,220.0
Range	90.5	143.5	53.0	58.6%	189.5
ATR	106.4	111.2	4.8	4.5%	0.0
Volume	109,178	127,847	18,669	17.1%	827,242

Daily Pivots for day following 09-Aug-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,738.5	6,662.5	6,378.0
R3	6,595.0	6,519.0	6,338.5
R2	6,451.5	6,451.5	6,325.5
R1	6,375.5	6,375.5	6,312.0	6,342.0
PP	6,308.0	6,308.0	6,308.0	6,291.5
S1	6,232.0	6,232.0	6,286.0	6,198.0
S2	6,164.5	6,164.5	6,272.5
S3	6,021.0	6,088.5	6,259.5
S4	5,877.5	5,945.0	6,220.0

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	6,425.0	6,164.0	261.0	4.1%	114.5	1.8%	52%	False	False	115,951
10	6,425.0	6,164.0	261.0	4.1%	109.0	1.7%	52%	False	False	148,714
20	6,772.0	6,164.0	608.0	9.7%	103.0	1.6%	22%	False	False	122,424
40	6,796.0	6,164.0	632.0	10.0%	85.0	1.4%	21%	False	False	106,769
60	6,796.0	6,164.0	632.0	10.0%	76.5	1.2%	21%	False	False	81,756
80	6,796.0	6,164.0	632.0	10.0%	66.0	1.0%	21%	False	False	61,400
100	6,796.0	6,164.0	632.0	10.0%	60.5	1.0%	21%	False	False	49,199
120	6,796.0	6,062.5	733.5	11.6%	54.5	0.9%	32%	False	False	41,023

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.9
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	6,994.5
2.618	6,760.0
1.618	6,616.5
1.000	6,528.0
0.618	6,473.0
HIGH	6,384.5
0.618	6,329.5
0.500	6,313.0
0.382	6,296.0
LOW	6,241.0
0.618	6,152.5
1.000	6,097.5
1.618	6,009.0
2.618	5,865.5
4.250	5,631.0

Fisher Pivots for day following 09-Aug-2007
Pivot	1 day	3 day
R1	6,313.0	6,325.0
PP	6,308.0	6,316.5
S1	6,303.5	6,307.5

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