FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 15-Oct-2007
Day Change Summary
Previous Current
12-Oct-2007 15-Oct-2007 Change Change % Previous Week
Open 6,739.0 6,770.0 31.0 0.5% 6,654.5
High 6,792.0 6,802.0 10.0 0.1% 6,792.0
Low 6,710.5 6,676.5 -34.0 -0.5% 6,576.5
Close 6,773.5 6,689.0 -84.5 -1.2% 6,773.5
Range 81.5 125.5 44.0 54.0% 215.5
ATR 93.8 96.1 2.3 2.4% 0.0
Volume 118,535 97,337 -21,198 -17.9% 445,750
Daily Pivots for day following 15-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,099.0 7,019.5 6,758.0
R3 6,973.5 6,894.0 6,723.5
R2 6,848.0 6,848.0 6,712.0
R1 6,768.5 6,768.5 6,700.5 6,745.5
PP 6,722.5 6,722.5 6,722.5 6,711.0
S1 6,643.0 6,643.0 6,677.5 6,620.0
S2 6,597.0 6,597.0 6,666.0
S3 6,471.5 6,517.5 6,654.5
S4 6,346.0 6,392.0 6,620.0
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 6,802.0 6,576.5 225.5 3.4% 90.5 1.4% 50% True False 93,067
10 6,802.0 6,545.0 257.0 3.8% 80.0 1.2% 56% True False 97,506
20 6,802.0 6,226.0 576.0 8.6% 82.5 1.2% 80% True False 112,592
40 6,802.0 6,119.5 682.5 10.2% 88.5 1.3% 83% True False 59,612
60 6,802.0 5,899.0 903.0 13.5% 90.0 1.3% 87% True False 39,836
80 6,835.0 5,899.0 936.0 14.0% 81.5 1.2% 84% False False 29,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.7
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 7,335.5
2.618 7,130.5
1.618 7,005.0
1.000 6,927.5
0.618 6,879.5
HIGH 6,802.0
0.618 6,754.0
0.500 6,739.0
0.382 6,724.5
LOW 6,676.5
0.618 6,599.0
1.000 6,551.0
1.618 6,473.5
2.618 6,348.0
4.250 6,143.0
Fisher Pivots for day following 15-Oct-2007
Pivot 1 day 3 day
R1 6,739.0 6,739.0
PP 6,722.5 6,722.5
S1 6,706.0 6,706.0

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

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