FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 30-Oct-2007
Day Change Summary
Previous Current
29-Oct-2007 30-Oct-2007 Change Change % Previous Week
Open 6,753.0 6,715.5 -37.5 -0.6% 6,444.5
High 6,754.5 6,727.0 -27.5 -0.4% 6,719.5
Low 6,705.0 6,685.0 -20.0 -0.3% 6,440.0
Close 6,734.0 6,697.5 -36.5 -0.5% 6,695.5
Range 49.5 42.0 -7.5 -15.2% 279.5
ATR 98.7 95.2 -3.6 -3.6% 0.0
Volume 96,939 72,397 -24,542 -25.3% 542,876
Daily Pivots for day following 30-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,829.0 6,805.5 6,720.5
R3 6,787.0 6,763.5 6,709.0
R2 6,745.0 6,745.0 6,705.0
R1 6,721.5 6,721.5 6,701.5 6,712.0
PP 6,703.0 6,703.0 6,703.0 6,698.5
S1 6,679.5 6,679.5 6,693.5 6,670.0
S2 6,661.0 6,661.0 6,690.0
S3 6,619.0 6,637.5 6,686.0
S4 6,577.0 6,595.5 6,674.5
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% 74.5 1.1% 78% False False 95,996
10 6,770.0 6,440.0 330.0 4.9% 88.5 1.3% 78% False False 104,887
20 6,802.0 6,440.0 362.0 5.4% 82.5 1.2% 71% False False 99,606
40 6,802.0 6,195.0 607.0 9.1% 91.0 1.4% 83% False False 87,796
60 6,802.0 5,899.0 903.0 13.5% 92.0 1.4% 88% False False 58,694
80 6,835.0 5,899.0 936.0 14.0% 87.0 1.3% 85% False False 44,086
100 6,856.0 5,899.0 957.0 14.3% 80.0 1.2% 83% False False 35,321
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.5
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,905.5
2.618 6,837.0
1.618 6,795.0
1.000 6,769.0
0.618 6,753.0
HIGH 6,727.0
0.618 6,711.0
0.500 6,706.0
0.382 6,701.0
LOW 6,685.0
0.618 6,659.0
1.000 6,643.0
1.618 6,617.0
2.618 6,575.0
4.250 6,506.5
Fisher Pivots for day following 30-Oct-2007
Pivot 1 day 3 day
R1 6,706.0 6,691.0
PP 6,703.0 6,684.0
S1 6,700.5 6,677.0

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

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