FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 12-Oct-2007
Day Change Summary
Previous Current
11-Oct-2007 12-Oct-2007 Change Change % Previous Week
Open 6,699.5 6,739.0 39.5 0.6% 6,654.5
High 6,786.5 6,792.0 5.5 0.1% 6,792.0
Low 6,693.0 6,710.5 17.5 0.3% 6,576.5
Close 6,770.0 6,773.5 3.5 0.1% 6,773.5
Range 93.5 81.5 -12.0 -12.8% 215.5
ATR 94.8 93.8 -0.9 -1.0% 0.0
Volume 84,607 118,535 33,928 40.1% 445,750
Daily Pivots for day following 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,003.0 6,970.0 6,818.5
R3 6,921.5 6,888.5 6,796.0
R2 6,840.0 6,840.0 6,788.5
R1 6,807.0 6,807.0 6,781.0 6,823.5
PP 6,758.5 6,758.5 6,758.5 6,767.0
S1 6,725.5 6,725.5 6,766.0 6,742.0
S2 6,677.0 6,677.0 6,758.5
S3 6,595.5 6,644.0 6,751.0
S4 6,514.0 6,562.5 6,728.5
Weekly Pivots for week ending 12-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,360.5 7,282.5 6,892.0
R3 7,145.0 7,067.0 6,833.0
R2 6,929.5 6,929.5 6,813.0
R1 6,851.5 6,851.5 6,793.5 6,890.5
PP 6,714.0 6,714.0 6,714.0 6,733.5
S1 6,636.0 6,636.0 6,753.5 6,675.0
S2 6,498.5 6,498.5 6,734.0
S3 6,283.0 6,420.5 6,714.0
S4 6,067.5 6,205.0 6,655.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,792.0 6,576.5 215.5 3.2% 81.5 1.2% 91% True False 89,150
10 6,792.0 6,467.0 325.0 4.8% 78.5 1.2% 94% True False 100,437
20 6,792.0 6,212.0 580.0 8.6% 82.5 1.2% 97% True False 109,894
40 6,792.0 5,899.0 893.0 13.2% 93.0 1.4% 98% True False 57,181
60 6,792.0 5,899.0 893.0 13.2% 90.0 1.3% 98% True False 38,216
80 6,835.0 5,899.0 936.0 13.8% 81.0 1.2% 93% False False 28,739
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 17.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,138.5
2.618 7,005.5
1.618 6,924.0
1.000 6,873.5
0.618 6,842.5
HIGH 6,792.0
0.618 6,761.0
0.500 6,751.0
0.382 6,741.5
LOW 6,710.5
0.618 6,660.0
1.000 6,629.0
1.618 6,578.5
2.618 6,497.0
4.250 6,364.0
Fisher Pivots for day following 12-Oct-2007
Pivot 1 day 3 day
R1 6,766.0 6,754.0
PP 6,758.5 6,734.5
S1 6,751.0 6,715.0

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

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