FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 29-Oct-2007
Day Change Summary
Previous Current
26-Oct-2007 29-Oct-2007 Change Change % Previous Week
Open 6,618.0 6,753.0 135.0 2.0% 6,444.5
High 6,719.5 6,754.5 35.0 0.5% 6,719.5
Low 6,600.0 6,705.0 105.0 1.6% 6,440.0
Close 6,695.5 6,734.0 38.5 0.6% 6,695.5
Range 119.5 49.5 -70.0 -58.6% 279.5
ATR 101.8 98.7 -3.1 -3.0% 0.0
Volume 100,199 96,939 -3,260 -3.3% 542,876
Daily Pivots for day following 29-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,879.5 6,856.5 6,761.0
R3 6,830.0 6,807.0 6,747.5
R2 6,780.5 6,780.5 6,743.0
R1 6,757.5 6,757.5 6,738.5 6,744.0
PP 6,731.0 6,731.0 6,731.0 6,724.5
S1 6,708.0 6,708.0 6,729.5 6,695.0
S2 6,681.5 6,681.5 6,725.0
S3 6,632.0 6,658.5 6,720.5
S4 6,582.5 6,609.0 6,707.0
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,457.0 7,355.5 6,849.0
R3 7,177.5 7,076.0 6,772.5
R2 6,898.0 6,898.0 6,746.5
R1 6,796.5 6,796.5 6,721.0 6,847.0
PP 6,618.5 6,618.5 6,618.5 6,643.5
S1 6,517.0 6,517.0 6,670.0 6,568.0
S2 6,339.0 6,339.0 6,644.5
S3 6,059.5 6,237.5 6,618.5
S4 5,780.0 5,958.0 6,542.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,754.5 6,494.0 260.5 3.9% 81.5 1.2% 92% True False 104,740
10 6,770.0 6,440.0 330.0 4.9% 88.5 1.3% 89% False False 106,235
20 6,802.0 6,440.0 362.0 5.4% 84.0 1.3% 81% False False 101,870
40 6,802.0 6,195.0 607.0 9.0% 92.5 1.4% 89% False False 86,041
60 6,802.0 5,899.0 903.0 13.4% 91.5 1.4% 92% False False 57,487
80 6,835.0 5,899.0 936.0 13.9% 86.5 1.3% 89% False False 43,182
100 6,856.0 5,899.0 957.0 14.2% 79.5 1.2% 87% False False 34,598
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 16.4
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,965.0
2.618 6,884.0
1.618 6,834.5
1.000 6,804.0
0.618 6,785.0
HIGH 6,754.5
0.618 6,735.5
0.500 6,730.0
0.382 6,724.0
LOW 6,705.0
0.618 6,674.5
1.000 6,655.5
1.618 6,625.0
2.618 6,575.5
4.250 6,494.5
Fisher Pivots for day following 29-Oct-2007
Pivot 1 day 3 day
R1 6,732.5 6,708.0
PP 6,731.0 6,682.0
S1 6,730.0 6,656.0

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

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