FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 29-Aug-2007
Day Change Summary
Previous Current
28-Aug-2007 29-Aug-2007 Change Change % Previous Week
Open 6,233.0 6,100.0 -133.0 -2.1% 6,101.0
High 6,239.0 6,166.0 -73.0 -1.2% 6,313.0
Low 6,100.5 6,070.5 -30.0 -0.5% 6,050.5
Close 6,117.0 6,144.0 27.0 0.4% 6,239.5
Range 138.5 95.5 -43.0 -31.0% 262.5
ATR 131.3 128.7 -2.6 -1.9% 0.0
Volume 69,558 96,610 27,052 38.9% 736,342
Daily Pivots for day following 29-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,413.5 6,374.0 6,196.5
R3 6,318.0 6,278.5 6,170.5
R2 6,222.5 6,222.5 6,161.5
R1 6,183.0 6,183.0 6,153.0 6,203.0
PP 6,127.0 6,127.0 6,127.0 6,136.5
S1 6,087.5 6,087.5 6,135.0 6,107.0
S2 6,031.5 6,031.5 6,126.5
S3 5,936.0 5,992.0 6,117.5
S4 5,840.5 5,896.5 6,091.5
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 6,070.5 242.5 3.9% 95.5 1.6% 30% False True 74,203
10 6,313.0 5,840.0 473.0 7.7% 129.5 2.1% 64% False False 127,645
20 6,425.0 5,840.0 585.0 9.5% 122.0 2.0% 52% False False 136,172
40 6,772.0 5,840.0 932.0 15.2% 108.5 1.8% 33% False False 122,131
60 6,796.0 5,840.0 956.0 15.6% 95.0 1.5% 32% False False 114,033
80 6,796.0 5,840.0 956.0 15.6% 84.5 1.4% 32% False False 85,950
100 6,796.0 5,840.0 956.0 15.6% 73.0 1.2% 32% False False 68,787
120 6,796.0 5,840.0 956.0 15.6% 68.0 1.1% 32% False False 57,377
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 True
Bull Hook False
Stretch 20.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,572.0
2.618 6,416.0
1.618 6,320.5
1.000 6,261.5
0.618 6,225.0
HIGH 6,166.0
0.618 6,129.5
0.500 6,118.0
0.382 6,107.0
LOW 6,070.5
0.618 6,011.5
1.000 5,975.0
1.618 5,916.0
2.618 5,820.5
4.250 5,664.5
Fisher Pivots for day following 29-Aug-2007
Pivot 1 day 3 day
R1 6,135.5 6,168.0
PP 6,127.0 6,160.0
S1 6,118.0 6,152.0

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

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