FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 11-Sep-2007
Day Change Summary
Previous Current
10-Sep-2007 11-Sep-2007 Change Change % Previous Week
Open 6,226.0 6,203.0 -23.0 -0.4% 6,343.0
High 6,239.5 6,290.5 51.0 0.8% 6,403.0
Low 6,125.5 6,184.5 59.0 1.0% 6,184.5
Close 6,141.0 6,285.5 144.5 2.4% 6,187.0
Range 114.0 106.0 -8.0 -7.0% 218.5
ATR 123.0 124.9 1.9 1.5% 0.0
Volume 133,203 116,406 -16,797 -12.6% 527,610
Daily Pivots for day following 11-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,571.5 6,534.5 6,344.0
R3 6,465.5 6,428.5 6,314.5
R2 6,359.5 6,359.5 6,305.0
R1 6,322.5 6,322.5 6,295.0 6,341.0
PP 6,253.5 6,253.5 6,253.5 6,263.0
S1 6,216.5 6,216.5 6,276.0 6,235.0
S2 6,147.5 6,147.5 6,266.0
S3 6,041.5 6,110.5 6,256.5
S4 5,935.5 6,004.5 6,227.0
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 4.4% 128.0 2.0% 58% False False 123,394
10 6,403.0 6,070.5 332.5 5.3% 109.5 1.7% 65% False False 109,123
20 6,403.0 5,840.0 563.0 9.0% 119.0 1.9% 79% False False 119,803
40 6,691.0 5,840.0 851.0 13.5% 118.0 1.9% 52% False False 129,596
60 6,772.0 5,840.0 932.0 14.8% 100.0 1.6% 48% False False 114,739
80 6,796.0 5,840.0 956.0 15.2% 91.0 1.4% 47% False False 98,307
100 6,796.0 5,840.0 956.0 15.2% 80.5 1.3% 47% False False 78,713
120 6,796.0 5,840.0 956.0 15.2% 73.0 1.2% 47% False False 65,648
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 27.9
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,741.0
2.618 6,568.0
1.618 6,462.0
1.000 6,396.5
0.618 6,356.0
HIGH 6,290.5
0.618 6,250.0
0.500 6,237.5
0.382 6,225.0
LOW 6,184.5
0.618 6,119.0
1.000 6,078.5
1.618 6,013.0
2.618 5,907.0
4.250 5,734.0
Fisher Pivots for day following 11-Sep-2007
Pivot 1 day 3 day
R1 6,269.5 6,270.0
PP 6,253.5 6,254.0
S1 6,237.5 6,238.5

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

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