FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 10-Sep-2007
Day Change Summary
Previous Current
07-Sep-2007 10-Sep-2007 Change Change % Previous Week
Open 6,316.0 6,226.0 -90.0 -1.4% 6,343.0
High 6,351.5 6,239.5 -112.0 -1.8% 6,403.0
Low 6,184.5 6,125.5 -59.0 -1.0% 6,184.5
Close 6,187.0 6,141.0 -46.0 -0.7% 6,187.0
Range 167.0 114.0 -53.0 -31.7% 218.5
ATR 123.7 123.0 -0.7 -0.6% 0.0
Volume 123,456 133,203 9,747 7.9% 527,610
Daily Pivots for day following 10-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,510.5 6,440.0 6,203.5
R3 6,396.5 6,326.0 6,172.5
R2 6,282.5 6,282.5 6,162.0
R1 6,212.0 6,212.0 6,151.5 6,190.0
PP 6,168.5 6,168.5 6,168.5 6,158.0
S1 6,098.0 6,098.0 6,130.5 6,076.0
S2 6,054.5 6,054.5 6,120.0
S3 5,940.5 5,984.0 6,109.5
S4 5,826.5 5,870.0 6,078.5
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,913.5 6,769.0 6,307.0
R3 6,695.0 6,550.5 6,247.0
R2 6,476.5 6,476.5 6,227.0
R1 6,332.0 6,332.0 6,207.0 6,295.0
PP 6,258.0 6,258.0 6,258.0 6,240.0
S1 6,113.5 6,113.5 6,167.0 6,076.5
S2 6,039.5 6,039.5 6,147.0
S3 5,821.0 5,895.0 6,127.0
S4 5,602.5 5,676.5 6,067.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,403.0 6,125.5 277.5 4.5% 129.0 2.1% 6% False True 108,161
10 6,403.0 6,070.5 332.5 5.4% 113.0 1.8% 21% False False 104,438
20 6,403.0 5,840.0 563.0 9.2% 120.5 2.0% 53% False False 120,783
40 6,712.5 5,840.0 872.5 14.2% 117.0 1.9% 34% False False 128,064
60 6,772.0 5,840.0 932.0 15.2% 99.5 1.6% 32% False False 114,161
80 6,796.0 5,840.0 956.0 15.6% 90.0 1.5% 31% False False 96,854
100 6,796.0 5,840.0 956.0 15.6% 79.5 1.3% 31% False False 77,549
120 6,796.0 5,840.0 956.0 15.6% 72.5 1.2% 31% False False 64,680
Crabel Price Patterns
NR True
NR4 True
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 26.6
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,724.0
2.618 6,538.0
1.618 6,424.0
1.000 6,353.5
0.618 6,310.0
HIGH 6,239.5
0.618 6,196.0
0.500 6,182.5
0.382 6,169.0
LOW 6,125.5
0.618 6,055.0
1.000 6,011.5
1.618 5,941.0
2.618 5,827.0
4.250 5,641.0
Fisher Pivots for day following 10-Sep-2007
Pivot 1 day 3 day
R1 6,182.5 6,238.5
PP 6,168.5 6,206.0
S1 6,155.0 6,173.5

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

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