FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 06-Nov-2007
Day Change Summary
Previous Current
05-Nov-2007 06-Nov-2007 Change Change % Previous Week
Open 6,525.5 6,540.0 14.5 0.2% 6,753.0
High 6,533.0 6,550.0 17.0 0.3% 6,760.5
Low 6,448.0 6,484.0 36.0 0.6% 6,514.0
Close 6,498.0 6,494.0 -4.0 -0.1% 6,573.5
Range 85.0 66.0 -19.0 -22.4% 246.5
ATR 103.2 100.6 -2.7 -2.6% 0.0
Volume 135,356 124,981 -10,375 -7.7% 474,802
Daily Pivots for day following 06-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,707.5 6,666.5 6,530.5
R3 6,641.5 6,600.5 6,512.0
R2 6,575.5 6,575.5 6,506.0
R1 6,534.5 6,534.5 6,500.0 6,522.0
PP 6,509.5 6,509.5 6,509.5 6,503.0
S1 6,468.5 6,468.5 6,488.0 6,456.0
S2 6,443.5 6,443.5 6,482.0
S3 6,377.5 6,402.5 6,476.0
S4 6,311.5 6,336.5 6,457.5
Weekly Pivots for week ending 02-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,355.5 7,211.0 6,709.0
R3 7,109.0 6,964.5 6,641.5
R2 6,862.5 6,862.5 6,618.5
R1 6,718.0 6,718.0 6,596.0 6,667.0
PP 6,616.0 6,616.0 6,616.0 6,590.5
S1 6,471.5 6,471.5 6,551.0 6,420.5
S2 6,369.5 6,369.5 6,528.5
S3 6,123.0 6,225.0 6,505.5
S4 5,876.5 5,978.5 6,438.0
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 6,448.0 312.5 4.8% 100.5 1.5% 15% False False 113,160
10 6,760.5 6,448.0 312.5 4.8% 87.5 1.3% 15% False False 104,578
20 6,802.0 6,440.0 362.0 5.6% 89.0 1.4% 15% False False 105,280
40 6,802.0 6,212.0 590.0 9.1% 88.0 1.4% 48% False False 101,433
60 6,802.0 5,899.0 903.0 13.9% 93.5 1.4% 66% False False 68,087
80 6,802.0 5,899.0 903.0 13.9% 89.0 1.4% 66% False False 51,140
100 6,835.0 5,899.0 936.0 14.4% 82.0 1.3% 64% False False 40,974
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
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 True
Stretch 17.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,830.5
2.618 6,723.0
1.618 6,657.0
1.000 6,616.0
0.618 6,591.0
HIGH 6,550.0
0.618 6,525.0
0.500 6,517.0
0.382 6,509.0
LOW 6,484.0
0.618 6,443.0
1.000 6,418.0
1.618 6,377.0
2.618 6,311.0
4.250 6,203.5
Fisher Pivots for day following 06-Nov-2007
Pivot 1 day 3 day
R1 6,517.0 6,523.5
PP 6,509.5 6,513.5
S1 6,501.5 6,504.0

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

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