FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 25-Sep-2007
Day Change Summary
Previous Current
24-Sep-2007 25-Sep-2007 Change Change % Previous Week
Open 6,503.5 6,497.5 -6.0 -0.1% 6,336.0
High 6,558.5 6,504.0 -54.5 -0.8% 6,582.0
Low 6,502.5 6,426.5 -76.0 -1.2% 6,212.0
Close 6,529.0 6,456.0 -73.0 -1.1% 6,518.0
Range 56.0 77.5 21.5 38.4% 370.0
ATR 115.4 114.5 -0.9 -0.8% 0.0
Volume 133,342 61,205 -72,137 -54.1% 649,525
Daily Pivots for day following 25-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,694.5 6,653.0 6,498.5
R3 6,617.0 6,575.5 6,477.5
R2 6,539.5 6,539.5 6,470.0
R1 6,498.0 6,498.0 6,463.0 6,480.0
PP 6,462.0 6,462.0 6,462.0 6,453.0
S1 6,420.5 6,420.5 6,449.0 6,402.5
S2 6,384.5 6,384.5 6,442.0
S3 6,307.0 6,343.0 6,434.5
S4 6,229.5 6,265.5 6,413.5
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,547.5 7,402.5 6,721.5
R3 7,177.5 7,032.5 6,620.0
R2 6,807.5 6,807.5 6,586.0
R1 6,662.5 6,662.5 6,552.0 6,735.0
PP 6,437.5 6,437.5 6,437.5 6,473.5
S1 6,292.5 6,292.5 6,484.0 6,365.0
S2 6,067.5 6,067.5 6,450.0
S3 5,697.5 5,922.5 6,416.0
S4 5,327.5 5,552.5 6,314.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,582.0 6,426.5 155.5 2.4% 77.5 1.2% 19% False True 131,073
10 6,582.0 6,212.0 370.0 5.7% 96.5 1.5% 66% False False 90,561
20 6,582.0 6,140.0 442.0 6.8% 98.5 1.5% 71% False False 46,633
40 6,582.0 5,899.0 683.0 10.6% 91.5 1.4% 82% False False 23,396
60 6,835.0 5,899.0 936.0 14.5% 85.0 1.3% 60% False False 15,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 9.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,833.5
2.618 6,707.0
1.618 6,629.5
1.000 6,581.5
0.618 6,552.0
HIGH 6,504.0
0.618 6,474.5
0.500 6,465.0
0.382 6,456.0
LOW 6,426.5
0.618 6,378.5
1.000 6,349.0
1.618 6,301.0
2.618 6,223.5
4.250 6,097.0
Fisher Pivots for day following 25-Sep-2007
Pivot 1 day 3 day
R1 6,465.0 6,492.5
PP 6,462.0 6,480.5
S1 6,459.0 6,468.0

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

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