FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 01-Nov-2007
Day Change Summary
Previous Current
31-Oct-2007 01-Nov-2007 Change Change % Previous Week
Open 6,697.5 6,741.0 43.5 0.6% 6,444.5
High 6,760.5 6,759.0 -1.5 0.0% 6,719.5
Low 6,672.0 6,582.0 -90.0 -1.3% 6,440.0
Close 6,748.5 6,628.0 -120.5 -1.8% 6,695.5
Range 88.5 177.0 88.5 100.0% 279.5
ATR 94.7 100.6 5.9 6.2% 0.0
Volume 75,501 81,091 5,590 7.4% 542,876
Daily Pivots for day following 01-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,187.5 7,084.5 6,725.5
R3 7,010.5 6,907.5 6,676.5
R2 6,833.5 6,833.5 6,660.5
R1 6,730.5 6,730.5 6,644.0 6,693.5
PP 6,656.5 6,656.5 6,656.5 6,638.0
S1 6,553.5 6,553.5 6,612.0 6,516.5
S2 6,479.5 6,479.5 6,595.5
S3 6,302.5 6,376.5 6,579.5
S4 6,125.5 6,199.5 6,530.5
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 6,760.5 6,582.0 178.5 2.7% 95.5 1.4% 26% False True 85,225
10 6,760.5 6,440.0 320.5 4.8% 90.5 1.4% 59% False False 98,760
20 6,802.0 6,440.0 362.0 5.5% 89.0 1.3% 52% False False 97,198
40 6,802.0 6,195.0 607.0 9.2% 91.5 1.4% 71% False False 91,264
60 6,802.0 5,899.0 903.0 13.6% 94.5 1.4% 81% False False 61,278
80 6,835.0 5,899.0 936.0 14.1% 88.5 1.3% 78% False False 46,030
100 6,856.0 5,899.0 957.0 14.4% 81.5 1.2% 76% False False 36,886
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.9
Widest range in 53 trading days
Fibonacci Retracements and Extensions
4.250 7,511.0
2.618 7,222.5
1.618 7,045.5
1.000 6,936.0
0.618 6,868.5
HIGH 6,759.0
0.618 6,691.5
0.500 6,670.5
0.382 6,649.5
LOW 6,582.0
0.618 6,472.5
1.000 6,405.0
1.618 6,295.5
2.618 6,118.5
4.250 5,830.0
Fisher Pivots for day following 01-Nov-2007
Pivot 1 day 3 day
R1 6,670.5 6,671.0
PP 6,656.5 6,657.0
S1 6,642.0 6,642.5

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

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