FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 03-Oct-2007
Day Change Summary
Previous Current
02-Oct-2007 03-Oct-2007 Change Change % Previous Week
Open 6,592.0 6,579.0 -13.0 -0.2% 6,503.5
High 6,625.0 6,602.0 -23.0 -0.3% 6,569.5
Low 6,545.0 6,552.0 7.0 0.1% 6,426.5
Close 6,564.5 6,596.0 31.5 0.5% 6,519.5
Range 80.0 50.0 -30.0 -37.5% 143.0
ATR 107.4 103.3 -4.1 -3.8% 0.0
Volume 117,680 117,705 25 0.0% 543,997
Daily Pivots for day following 03-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,733.5 6,714.5 6,623.5
R3 6,683.5 6,664.5 6,610.0
R2 6,633.5 6,633.5 6,605.0
R1 6,614.5 6,614.5 6,600.5 6,624.0
PP 6,583.5 6,583.5 6,583.5 6,588.0
S1 6,564.5 6,564.5 6,591.5 6,574.0
S2 6,533.5 6,533.5 6,587.0
S3 6,483.5 6,514.5 6,582.0
S4 6,433.5 6,464.5 6,568.5
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 6,625.0 6,466.5 158.5 2.4% 76.0 1.2% 82% False False 120,158
10 6,625.0 6,426.5 198.5 3.0% 72.0 1.1% 85% False False 117,683
20 6,625.0 6,195.0 430.0 6.5% 95.5 1.5% 93% False False 81,011
40 6,625.0 5,899.0 726.0 11.0% 97.0 1.5% 96% False False 41,180
60 6,835.0 5,899.0 936.0 14.2% 87.5 1.3% 74% False False 27,526
80 6,856.0 5,899.0 957.0 14.5% 79.5 1.2% 73% False False 20,721
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.3
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,814.5
2.618 6,733.0
1.618 6,683.0
1.000 6,652.0
0.618 6,633.0
HIGH 6,602.0
0.618 6,583.0
0.500 6,577.0
0.382 6,571.0
LOW 6,552.0
0.618 6,521.0
1.000 6,502.0
1.618 6,471.0
2.618 6,421.0
4.250 6,339.5
Fisher Pivots for day following 03-Oct-2007
Pivot 1 day 3 day
R1 6,589.5 6,579.5
PP 6,583.5 6,562.5
S1 6,577.0 6,546.0

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

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