FTSE 100 Index Future December 2007

Trading Metrics calculated at close of trading on 01-Oct-2007

Day Change Summary
	Previous	Current
	28-Sep-2007	01-Oct-2007	Change	Change %	Previous Week
Open	6,550.0	6,473.0	-77.0	-1.2%	6,503.5
High	6,563.5	6,576.5	13.0	0.2%	6,569.5
Low	6,466.5	6,467.0	0.5	0.0%	6,426.5
Close	6,519.5	6,547.0	27.5	0.4%	6,519.5
Range	97.0	109.5	12.5	12.9%	143.0
ATR	109.5	109.5	0.0	0.0%	0.0
Volume	125,514	126,650	1,136	0.9%	543,997

Daily Pivots for day following 01-Oct-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,858.5	6,812.5	6,607.0
R3	6,749.0	6,703.0	6,577.0
R2	6,639.5	6,639.5	6,567.0
R1	6,593.5	6,593.5	6,557.0	6,616.5
PP	6,530.0	6,530.0	6,530.0	6,542.0
S1	6,484.0	6,484.0	6,537.0	6,507.0
S2	6,420.5	6,420.5	6,527.0
S3	6,311.0	6,374.5	6,517.0
S4	6,201.5	6,265.0	6,487.0

Weekly Pivots for week ending 28-Sep-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,934.0	6,870.0	6,598.0
R3	6,791.0	6,727.0	6,559.0
R2	6,648.0	6,648.0	6,545.5
R1	6,584.0	6,584.0	6,532.5	6,616.0
PP	6,505.0	6,505.0	6,505.0	6,521.0
S1	6,441.0	6,441.0	6,506.5	6,473.0
S2	6,362.0	6,362.0	6,493.5
S3	6,219.0	6,298.0	6,480.0
S4	6,076.0	6,155.0	6,441.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,576.5	6,426.5	150.0	2.3%	79.5	1.2%	80%	True	False	107,461
10	6,582.0	6,226.0	356.0	5.4%	85.0	1.3%	90%	False	False	127,678
20	6,582.0	6,195.0	387.0	5.9%	100.5	1.5%	91%	False	False	70,212
40	6,582.0	5,899.0	683.0	10.4%	95.5	1.5%	95%	False	False	35,296
60	6,835.0	5,899.0	936.0	14.3%	87.5	1.3%	69%	False	False	23,619
80	6,856.0	5,899.0	957.0	14.6%	78.5	1.2%	68%	False	False	17,780

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	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	8.8
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	7,042.0
2.618	6,863.0
1.618	6,753.5
1.000	6,686.0
0.618	6,644.0
HIGH	6,576.5
0.618	6,534.5
0.500	6,522.0
0.382	6,509.0
LOW	6,467.0
0.618	6,399.5
1.000	6,357.5
1.618	6,290.0
2.618	6,180.5
4.250	6,001.5

Fisher Pivots for day following 01-Oct-2007
Pivot	1 day	3 day
R1	6,538.5	6,538.5
PP	6,530.0	6,530.0
S1	6,522.0	6,521.5

Download as Excel Spreadsheet

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

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