FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 24-Aug-2007
Day Change Summary
Previous Current
23-Aug-2007 24-Aug-2007 Change Change % Previous Week
Open 6,271.0 6,217.0 -54.0 -0.9% 6,101.0
High 6,313.0 6,265.0 -48.0 -0.8% 6,313.0
Low 6,195.0 6,202.5 7.5 0.1% 6,050.5
Close 6,236.0 6,239.5 3.5 0.1% 6,239.5
Range 118.0 62.5 -55.5 -47.0% 262.5
ATR 141.6 135.9 -5.6 -4.0% 0.0
Volume 108,231 96,620 -11,611 -10.7% 736,342
Daily Pivots for day following 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,423.0 6,394.0 6,274.0
R3 6,360.5 6,331.5 6,256.5
R2 6,298.0 6,298.0 6,251.0
R1 6,269.0 6,269.0 6,245.0 6,283.5
PP 6,235.5 6,235.5 6,235.5 6,243.0
S1 6,206.5 6,206.5 6,234.0 6,221.0
S2 6,173.0 6,173.0 6,228.0
S3 6,110.5 6,144.0 6,222.5
S4 6,048.0 6,081.5 6,205.0
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,988.5 6,876.5 6,384.0
R3 6,726.0 6,614.0 6,311.5
R2 6,463.5 6,463.5 6,287.5
R1 6,351.5 6,351.5 6,263.5 6,407.5
PP 6,201.0 6,201.0 6,201.0 6,229.0
S1 6,089.0 6,089.0 6,215.5 6,145.0
S2 5,938.5 5,938.5 6,191.5
S3 5,676.0 5,826.5 6,167.5
S4 5,413.5 5,564.0 6,095.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,313.0 6,050.5 262.5 4.2% 98.0 1.6% 72% False False 147,268
10 6,313.0 5,840.0 473.0 7.6% 136.0 2.2% 84% False False 160,580
20 6,425.0 5,840.0 585.0 9.4% 123.5 2.0% 68% False False 154,456
40 6,772.0 5,840.0 932.0 14.9% 104.0 1.7% 43% False False 124,785
60 6,796.0 5,840.0 956.0 15.3% 94.0 1.5% 42% False False 111,475
80 6,796.0 5,840.0 956.0 15.3% 81.5 1.3% 42% False False 83,876
100 6,796.0 5,840.0 956.0 15.3% 71.5 1.1% 42% False False 67,140
120 6,796.0 5,840.0 956.0 15.3% 66.0 1.1% 42% False False 55,994
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 24.6
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 6,530.5
2.618 6,428.5
1.618 6,366.0
1.000 6,327.5
0.618 6,303.5
HIGH 6,265.0
0.618 6,241.0
0.500 6,234.0
0.382 6,226.5
LOW 6,202.5
0.618 6,164.0
1.000 6,140.0
1.618 6,101.5
2.618 6,039.0
4.250 5,937.0
Fisher Pivots for day following 24-Aug-2007
Pivot 1 day 3 day
R1 6,237.5 6,233.5
PP 6,235.5 6,227.5
S1 6,234.0 6,221.5

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

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