FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 24-Oct-2007
Day Change Summary
Previous Current
23-Oct-2007 24-Oct-2007 Change Change % Previous Week
Open 6,526.0 6,557.0 31.0 0.5% 6,770.0
High 6,603.0 6,589.5 -13.5 -0.2% 6,802.0
Low 6,526.0 6,494.0 -32.0 -0.5% 6,561.0
Close 6,541.5 6,523.0 -18.5 -0.3% 6,584.0
Range 77.0 95.5 18.5 24.0% 241.0
ATR 100.4 100.0 -0.3 -0.3% 0.0
Volume 116,115 103,356 -12,759 -11.0% 519,879
Daily Pivots for day following 24-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,822.0 6,768.0 6,575.5
R3 6,726.5 6,672.5 6,549.5
R2 6,631.0 6,631.0 6,540.5
R1 6,577.0 6,577.0 6,532.0 6,556.0
PP 6,535.5 6,535.5 6,535.5 6,525.0
S1 6,481.5 6,481.5 6,514.0 6,461.0
S2 6,440.0 6,440.0 6,505.5
S3 6,344.5 6,386.0 6,496.5
S4 6,249.0 6,290.5 6,470.5
Weekly Pivots for week ending 19-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,372.0 7,219.0 6,716.5
R3 7,131.0 6,978.0 6,650.5
R2 6,890.0 6,890.0 6,628.0
R1 6,737.0 6,737.0 6,606.0 6,693.0
PP 6,649.0 6,649.0 6,649.0 6,627.0
S1 6,496.0 6,496.0 6,562.0 6,452.0
S2 6,408.0 6,408.0 6,540.0
S3 6,167.0 6,255.0 6,517.5
S4 5,926.0 6,014.0 6,451.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,770.0 6,440.0 330.0 5.1% 101.5 1.6% 25% False False 114,505
10 6,802.0 6,440.0 362.0 5.5% 95.0 1.5% 23% False False 105,860
20 6,802.0 6,440.0 362.0 5.5% 85.0 1.3% 23% False False 104,929
40 6,802.0 6,195.0 607.0 9.3% 91.5 1.4% 54% False False 78,541
60 6,802.0 5,899.0 903.0 13.8% 89.0 1.4% 69% False False 52,418
80 6,835.0 5,899.0 936.0 14.3% 85.5 1.3% 67% False False 39,409
100 6,856.0 5,899.0 957.0 14.7% 79.0 1.2% 65% False False 31,558
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 18.9
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,995.5
2.618 6,839.5
1.618 6,744.0
1.000 6,685.0
0.618 6,648.5
HIGH 6,589.5
0.618 6,553.0
0.500 6,542.0
0.382 6,530.5
LOW 6,494.0
0.618 6,435.0
1.000 6,398.5
1.618 6,339.5
2.618 6,244.0
4.250 6,088.0
Fisher Pivots for day following 24-Oct-2007
Pivot 1 day 3 day
R1 6,542.0 6,522.5
PP 6,535.5 6,522.0
S1 6,529.0 6,521.5

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

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