FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 18-Sep-2007
Day Change Summary
Previous Current
17-Sep-2007 18-Sep-2007 Change Change % Previous Week
Open 6,261.0 6,165.5 -95.5 -1.5% 6,226.0
High 6,265.5 6,325.0 59.5 0.9% 6,381.0
Low 6,146.0 6,159.5 13.5 0.2% 6,125.5
Close 6,186.0 6,278.5 92.5 1.5% 6,298.5
Range 119.5 165.5 46.0 38.5% 255.5
ATR 125.7 128.5 2.8 2.3% 0.0
Volume 178,401 260,995 82,594 46.3% 592,063
Daily Pivots for day following 18-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,751.0 6,680.0 6,369.5
R3 6,585.5 6,514.5 6,324.0
R2 6,420.0 6,420.0 6,309.0
R1 6,349.0 6,349.0 6,293.5 6,384.5
PP 6,254.5 6,254.5 6,254.5 6,272.0
S1 6,183.5 6,183.5 6,263.5 6,219.0
S2 6,089.0 6,089.0 6,248.0
S3 5,923.5 6,018.0 6,233.0
S4 5,758.0 5,852.5 6,187.5
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,035.0 6,922.0 6,439.0
R3 6,779.5 6,666.5 6,369.0
R2 6,524.0 6,524.0 6,345.5
R1 6,411.0 6,411.0 6,322.0 6,467.5
PP 6,268.5 6,268.5 6,268.5 6,296.5
S1 6,155.5 6,155.5 6,275.0 6,212.0
S2 6,013.0 6,013.0 6,251.5
S3 5,757.5 5,900.0 6,228.0
S4 5,502.0 5,644.5 6,158.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,381.0 6,146.0 235.0 3.7% 119.0 1.9% 56% False False 156,370
10 6,403.0 6,125.5 277.5 4.4% 123.5 2.0% 55% False False 139,882
20 6,403.0 6,070.5 332.5 5.3% 108.5 1.7% 63% False False 113,456
40 6,541.0 5,840.0 701.0 11.2% 121.5 1.9% 63% False False 137,132
60 6,772.0 5,840.0 932.0 14.8% 104.0 1.7% 47% False False 120,186
80 6,796.0 5,840.0 956.0 15.2% 96.5 1.5% 46% False False 108,000
100 6,796.0 5,840.0 956.0 15.2% 85.0 1.4% 46% False False 86,528
120 6,796.0 5,840.0 956.0 15.2% 76.5 1.2% 46% False False 72,145
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 7,028.5
2.618 6,758.5
1.618 6,593.0
1.000 6,490.5
0.618 6,427.5
HIGH 6,325.0
0.618 6,262.0
0.500 6,242.0
0.382 6,222.5
LOW 6,159.5
0.618 6,057.0
1.000 5,994.0
1.618 5,891.5
2.618 5,726.0
4.250 5,456.0
Fisher Pivots for day following 18-Sep-2007
Pivot 1 day 3 day
R1 6,266.5 6,266.5
PP 6,254.5 6,254.5
S1 6,242.0 6,242.0

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

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