FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 11-Oct-2007
Day Change Summary
Previous Current
10-Oct-2007 11-Oct-2007 Change Change % Previous Week
Open 6,675.0 6,699.5 24.5 0.4% 6,473.0
High 6,689.0 6,786.5 97.5 1.5% 6,662.0
Low 6,638.0 6,693.0 55.0 0.8% 6,467.0
Close 6,683.5 6,770.0 86.5 1.3% 6,631.0
Range 51.0 93.5 42.5 83.3% 195.0
ATR 94.1 94.8 0.6 0.7% 0.0
Volume 104,565 84,607 -19,958 -19.1% 558,623
Daily Pivots for day following 11-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,030.5 6,993.5 6,821.5
R3 6,937.0 6,900.0 6,795.5
R2 6,843.5 6,843.5 6,787.0
R1 6,806.5 6,806.5 6,778.5 6,825.0
PP 6,750.0 6,750.0 6,750.0 6,759.0
S1 6,713.0 6,713.0 6,761.5 6,731.5
S2 6,656.5 6,656.5 6,753.0
S3 6,563.0 6,619.5 6,744.5
S4 6,469.5 6,526.0 6,718.5
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 6,786.5 6,576.5 210.0 3.1% 76.5 1.1% 92% True False 87,351
10 6,786.5 6,466.5 320.0 4.7% 80.0 1.2% 95% True False 101,135
20 6,786.5 6,212.0 574.5 8.5% 85.0 1.3% 97% True False 105,899
40 6,786.5 5,899.0 887.5 13.1% 94.5 1.4% 98% True False 54,219
60 6,786.5 5,899.0 887.5 13.1% 89.5 1.3% 98% True False 36,243
80 6,835.0 5,899.0 936.0 13.8% 80.5 1.2% 93% False False 27,258
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 15.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,184.0
2.618 7,031.5
1.618 6,938.0
1.000 6,880.0
0.618 6,844.5
HIGH 6,786.5
0.618 6,751.0
0.500 6,740.0
0.382 6,728.5
LOW 6,693.0
0.618 6,635.0
1.000 6,599.5
1.618 6,541.5
2.618 6,448.0
4.250 6,295.5
Fisher Pivots for day following 11-Oct-2007
Pivot 1 day 3 day
R1 6,760.0 6,740.5
PP 6,750.0 6,711.0
S1 6,740.0 6,681.5

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

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