FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 31-Oct-2007
Day Change Summary
Previous Current
30-Oct-2007 31-Oct-2007 Change Change % Previous Week
Open 6,715.5 6,697.5 -18.0 -0.3% 6,444.5
High 6,727.0 6,760.5 33.5 0.5% 6,719.5
Low 6,685.0 6,672.0 -13.0 -0.2% 6,440.0
Close 6,697.5 6,748.5 51.0 0.8% 6,695.5
Range 42.0 88.5 46.5 110.7% 279.5
ATR 95.2 94.7 -0.5 -0.5% 0.0
Volume 72,397 75,501 3,104 4.3% 542,876
Daily Pivots for day following 31-Oct-2007
Classic Woodie Camarilla DeMark
R4 6,992.5 6,959.0 6,797.0
R3 6,904.0 6,870.5 6,773.0
R2 6,815.5 6,815.5 6,764.5
R1 6,782.0 6,782.0 6,756.5 6,799.0
PP 6,727.0 6,727.0 6,727.0 6,735.5
S1 6,693.5 6,693.5 6,740.5 6,710.0
S2 6,638.5 6,638.5 6,732.5
S3 6,550.0 6,605.0 6,724.0
S4 6,461.5 6,516.5 6,700.0
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 6,760.5 6,557.0 203.5 3.0% 73.0 1.1% 94% True False 90,425
10 6,770.0 6,440.0 330.0 4.9% 87.5 1.3% 93% False False 102,465
20 6,802.0 6,440.0 362.0 5.4% 84.0 1.2% 85% False False 97,496
40 6,802.0 6,195.0 607.0 9.0% 90.0 1.3% 91% False False 89,253
60 6,802.0 5,899.0 903.0 13.4% 92.5 1.4% 94% False False 59,952
80 6,835.0 5,899.0 936.0 13.9% 86.5 1.3% 91% False False 45,019
100 6,856.0 5,899.0 957.0 14.2% 80.5 1.2% 89% False False 36,076
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 7,136.5
2.618 6,992.0
1.618 6,903.5
1.000 6,849.0
0.618 6,815.0
HIGH 6,760.5
0.618 6,726.5
0.500 6,716.0
0.382 6,706.0
LOW 6,672.0
0.618 6,617.5
1.000 6,583.5
1.618 6,529.0
2.618 6,440.5
4.250 6,296.0
Fisher Pivots for day following 31-Oct-2007
Pivot 1 day 3 day
R1 6,738.0 6,738.0
PP 6,727.0 6,727.0
S1 6,716.0 6,716.0

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

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