FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 19-Nov-2007
Day Change Summary
Previous Current
16-Nov-2007 19-Nov-2007 Change Change % Previous Week
Open 6,346.0 6,320.0 -26.0 -0.4% 6,302.5
High 6,379.5 6,352.5 -27.0 -0.4% 6,488.5
Low 6,303.5 6,132.0 -171.5 -2.7% 6,293.0
Close 6,326.0 6,144.0 -182.0 -2.9% 6,326.0
Range 76.0 220.5 144.5 190.1% 195.5
ATR 110.3 118.2 7.9 7.1% 0.0
Volume 120,265 127,263 6,998 5.8% 624,183
Daily Pivots for day following 19-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,871.0 6,728.0 6,265.5
R3 6,650.5 6,507.5 6,204.5
R2 6,430.0 6,430.0 6,184.5
R1 6,287.0 6,287.0 6,164.0 6,248.0
PP 6,209.5 6,209.5 6,209.5 6,190.0
S1 6,066.5 6,066.5 6,124.0 6,028.0
S2 5,989.0 5,989.0 6,103.5
S3 5,768.5 5,846.0 6,083.5
S4 5,548.0 5,625.5 6,022.5
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,955.5 6,836.5 6,433.5
R3 6,760.0 6,641.0 6,380.0
R2 6,564.5 6,564.5 6,362.0
R1 6,445.5 6,445.5 6,344.0 6,505.0
PP 6,369.0 6,369.0 6,369.0 6,399.0
S1 6,250.0 6,250.0 6,308.0 6,309.5
S2 6,173.5 6,173.5 6,290.0
S3 5,978.0 6,054.5 6,272.0
S4 5,782.5 5,859.0 6,218.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,488.5 6,132.0 356.5 5.8% 126.5 2.1% 3% False True 120,195
10 6,553.5 6,132.0 421.5 6.9% 127.5 2.1% 3% False True 126,550
20 6,760.5 6,132.0 628.5 10.2% 108.0 1.8% 2% False True 115,121
40 6,802.0 6,132.0 670.0 10.9% 96.0 1.6% 2% False True 108,836
60 6,802.0 6,132.0 670.0 10.9% 97.0 1.6% 2% False True 87,086
80 6,802.0 5,899.0 903.0 14.7% 93.5 1.5% 27% False False 65,351
100 6,835.0 5,899.0 936.0 15.2% 89.0 1.4% 26% False False 52,359
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 26.1
Widest range in 65 trading days
Fibonacci Retracements and Extensions
4.250 7,289.5
2.618 6,930.0
1.618 6,709.5
1.000 6,573.0
0.618 6,489.0
HIGH 6,352.5
0.618 6,268.5
0.500 6,242.0
0.382 6,216.0
LOW 6,132.0
0.618 5,995.5
1.000 5,911.5
1.618 5,775.0
2.618 5,554.5
4.250 5,195.0
Fisher Pivots for day following 19-Nov-2007
Pivot 1 day 3 day
R1 6,242.0 6,310.0
PP 6,209.5 6,255.0
S1 6,177.0 6,199.5

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

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