FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 08-Nov-2007
Day Change Summary
Previous Current
07-Nov-2007 08-Nov-2007 Change Change % Previous Week
Open 6,539.0 6,335.0 -204.0 -3.1% 6,753.0
High 6,553.5 6,461.0 -92.5 -1.4% 6,760.5
Low 6,401.0 6,314.5 -86.5 -1.4% 6,514.0
Close 6,417.5 6,419.5 2.0 0.0% 6,573.5
Range 152.5 146.5 -6.0 -3.9% 246.5
ATR 104.3 107.3 3.0 2.9% 0.0
Volume 85,760 126,869 41,109 47.9% 474,802
Daily Pivots for day following 08-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,838.0 6,775.0 6,500.0
R3 6,691.5 6,628.5 6,460.0
R2 6,545.0 6,545.0 6,446.5
R1 6,482.0 6,482.0 6,433.0 6,513.5
PP 6,398.5 6,398.5 6,398.5 6,414.0
S1 6,335.5 6,335.5 6,406.0 6,367.0
S2 6,252.0 6,252.0 6,392.5
S3 6,105.5 6,189.0 6,379.0
S4 5,959.0 6,042.5 6,339.0
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 6,599.0 6,314.5 284.5 4.4% 107.0 1.7% 37% False True 124,368
10 6,760.5 6,314.5 446.0 6.9% 101.0 1.6% 24% False True 104,796
20 6,802.0 6,314.5 487.5 7.6% 96.5 1.5% 22% False True 106,452
40 6,802.0 6,212.0 590.0 9.2% 91.0 1.4% 35% False False 106,176
60 6,802.0 5,899.0 903.0 14.1% 95.5 1.5% 58% False False 71,630
80 6,802.0 5,899.0 903.0 14.1% 91.0 1.4% 58% False False 53,795
100 6,835.0 5,899.0 936.0 14.6% 83.5 1.3% 56% False False 43,097
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 True
Bull Hook False
Stretch 15.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,083.5
2.618 6,844.5
1.618 6,698.0
1.000 6,607.5
0.618 6,551.5
HIGH 6,461.0
0.618 6,405.0
0.500 6,388.0
0.382 6,370.5
LOW 6,314.5
0.618 6,224.0
1.000 6,168.0
1.618 6,077.5
2.618 5,931.0
4.250 5,692.0
Fisher Pivots for day following 08-Nov-2007
Pivot 1 day 3 day
R1 6,409.0 6,434.0
PP 6,398.5 6,429.0
S1 6,388.0 6,424.5

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

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