FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 22-Nov-2007
Day Change Summary
Previous Current
21-Nov-2007 22-Nov-2007 Change Change % Previous Week
Open 6,184.0 6,123.5 -60.5 -1.0% 6,302.5
High 6,198.5 6,192.5 -6.0 -0.1% 6,488.5
Low 6,065.5 6,048.0 -17.5 -0.3% 6,293.0
Close 6,123.5 6,179.0 55.5 0.9% 6,326.0
Range 133.0 144.5 11.5 8.6% 195.5
ATR 125.5 126.9 1.4 1.1% 0.0
Volume 164,890 68,706 -96,184 -58.3% 624,183
Daily Pivots for day following 22-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,573.5 6,520.5 6,258.5
R3 6,429.0 6,376.0 6,218.5
R2 6,284.5 6,284.5 6,205.5
R1 6,231.5 6,231.5 6,192.0 6,258.0
PP 6,140.0 6,140.0 6,140.0 6,153.0
S1 6,087.0 6,087.0 6,166.0 6,113.5
S2 5,995.5 5,995.5 6,152.5
S3 5,851.0 5,942.5 6,139.5
S4 5,706.5 5,798.0 6,099.5
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 6,379.5 6,048.0 331.5 5.4% 147.0 2.4% 40% False True 127,348
10 6,488.5 6,048.0 440.5 7.1% 134.5 2.2% 30% False True 131,711
20 6,760.5 6,048.0 712.5 11.5% 118.0 1.9% 18% False True 118,254
40 6,802.0 6,048.0 754.0 12.2% 102.0 1.7% 17% False True 111,438
60 6,802.0 6,048.0 754.0 12.2% 100.0 1.6% 17% False True 93,559
80 6,802.0 5,899.0 903.0 14.6% 96.0 1.6% 31% False False 70,215
100 6,835.0 5,899.0 936.0 15.1% 92.5 1.5% 30% False False 56,236
120 6,856.0 5,899.0 957.0 15.5% 85.0 1.4% 29% False False 46,898
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 False
Stretch 37.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,806.5
2.618 6,571.0
1.618 6,426.5
1.000 6,337.0
0.618 6,282.0
HIGH 6,192.5
0.618 6,137.5
0.500 6,120.0
0.382 6,103.0
LOW 6,048.0
0.618 5,958.5
1.000 5,903.5
1.618 5,814.0
2.618 5,669.5
4.250 5,434.0
Fisher Pivots for day following 22-Nov-2007
Pivot 1 day 3 day
R1 6,159.5 6,170.5
PP 6,140.0 6,161.5
S1 6,120.0 6,153.0

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

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