FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 04-Sep-2007
Day Change Summary
Previous Current
03-Sep-2007 04-Sep-2007 Change Change % Previous Week
Open 6,343.0 6,321.5 -21.5 -0.3% 6,217.0
High 6,350.0 6,397.5 47.5 0.7% 6,339.0
Low 6,318.5 6,285.0 -33.5 -0.5% 6,070.5
Close 6,328.5 6,387.5 59.0 0.9% 6,315.5
Range 31.5 112.5 81.0 257.1% 268.5
ATR 120.0 119.5 -0.5 -0.4% 0.0
Volume 120,006 40,242 -79,764 -66.5% 383,571
Daily Pivots for day following 04-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,694.0 6,653.5 6,449.5
R3 6,581.5 6,541.0 6,418.5
R2 6,469.0 6,469.0 6,408.0
R1 6,428.5 6,428.5 6,398.0 6,449.0
PP 6,356.5 6,356.5 6,356.5 6,367.0
S1 6,316.0 6,316.0 6,377.0 6,336.0
S2 6,244.0 6,244.0 6,367.0
S3 6,131.5 6,203.5 6,356.5
S4 6,019.0 6,091.0 6,325.5
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,047.0 6,950.0 6,463.0
R3 6,778.5 6,681.5 6,389.5
R2 6,510.0 6,510.0 6,364.5
R1 6,413.0 6,413.0 6,340.0 6,461.5
PP 6,241.5 6,241.5 6,241.5 6,266.0
S1 6,144.5 6,144.5 6,291.0 6,193.0
S2 5,973.0 5,973.0 6,266.5
S3 5,704.5 5,876.0 6,241.5
S4 5,436.0 5,607.5 6,168.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,397.5 6,070.5 327.0 5.1% 91.5 1.4% 97% True False 94,852
10 6,397.5 6,070.5 327.0 5.1% 93.5 1.5% 97% True False 87,030
20 6,425.0 5,840.0 585.0 9.2% 121.0 1.9% 94% False False 128,978
40 6,772.0 5,840.0 932.0 14.6% 110.5 1.7% 59% False False 125,329
60 6,796.0 5,840.0 956.0 15.0% 95.5 1.5% 57% False False 116,631
80 6,796.0 5,840.0 956.0 15.0% 85.5 1.3% 57% False False 90,667
100 6,796.0 5,840.0 956.0 15.0% 75.5 1.2% 57% False False 72,556
120 6,796.0 5,840.0 956.0 15.0% 69.5 1.1% 57% False False 60,522
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,875.5
2.618 6,692.0
1.618 6,579.5
1.000 6,510.0
0.618 6,467.0
HIGH 6,397.5
0.618 6,354.5
0.500 6,341.0
0.382 6,328.0
LOW 6,285.0
0.618 6,215.5
1.000 6,172.5
1.618 6,103.0
2.618 5,990.5
4.250 5,807.0
Fisher Pivots for day following 04-Sep-2007
Pivot 1 day 3 day
R1 6,372.0 6,363.0
PP 6,356.5 6,338.5
S1 6,341.0 6,314.0

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

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