FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 08-Oct-2007
Day Change Summary
Previous Current
05-Oct-2007 08-Oct-2007 Change Change % Previous Week
Open 6,633.0 6,654.5 21.5 0.3% 6,473.0
High 6,662.0 6,658.5 -3.5 -0.1% 6,662.0
Low 6,606.5 6,578.5 -28.0 -0.4% 6,467.0
Close 6,631.0 6,608.0 -23.0 -0.3% 6,631.0
Range 55.5 80.0 24.5 44.1% 195.0
ATR 98.4 97.1 -1.3 -1.3% 0.0
Volume 109,543 77,751 -31,792 -29.0% 558,623
Daily Pivots for day following 08-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,855.0 6,811.5 6,652.0
R3 6,775.0 6,731.5 6,630.0
R2 6,695.0 6,695.0 6,622.5
R1 6,651.5 6,651.5 6,615.5 6,633.0
PP 6,615.0 6,615.0 6,615.0 6,606.0
S1 6,571.5 6,571.5 6,600.5 6,553.0
S2 6,535.0 6,535.0 6,593.5
S3 6,455.0 6,491.5 6,586.0
S4 6,375.0 6,411.5 6,564.0
Weekly Pivots for week ending 05-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,171.5 7,096.5 6,738.0
R3 6,976.5 6,901.5 6,684.5
R2 6,781.5 6,781.5 6,667.0
R1 6,706.5 6,706.5 6,649.0 6,744.0
PP 6,586.5 6,586.5 6,586.5 6,605.5
S1 6,511.5 6,511.5 6,613.0 6,549.0
S2 6,391.5 6,391.5 6,595.0
S3 6,196.5 6,316.5 6,577.5
S4 6,001.5 6,121.5 6,524.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,662.0 6,545.0 117.0 1.8% 69.5 1.0% 54% False False 101,944
10 6,662.0 6,426.5 235.5 3.6% 74.5 1.1% 77% False False 104,702
20 6,662.0 6,212.0 450.0 6.8% 86.5 1.3% 88% False False 94,595
40 6,662.0 5,899.0 763.0 11.5% 95.5 1.4% 93% False False 47,993
60 6,819.0 5,899.0 920.0 13.9% 88.5 1.3% 77% False False 32,090
80 6,856.0 5,899.0 957.0 14.5% 80.0 1.2% 74% False False 24,146
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 True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,998.5
2.618 6,868.0
1.618 6,788.0
1.000 6,738.5
0.618 6,708.0
HIGH 6,658.5
0.618 6,628.0
0.500 6,618.5
0.382 6,609.0
LOW 6,578.5
0.618 6,529.0
1.000 6,498.5
1.618 6,449.0
2.618 6,369.0
4.250 6,238.5
Fisher Pivots for day following 08-Oct-2007
Pivot 1 day 3 day
R1 6,618.5 6,614.0
PP 6,615.0 6,612.0
S1 6,611.5 6,610.0

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

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