FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
22-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 6,123.5 6,179.0 55.5 0.9% 6,320.0
High 6,192.5 6,293.5 101.0 1.6% 6,352.5
Low 6,048.0 6,175.0 127.0 2.1% 6,048.0
Close 6,179.0 6,281.0 102.0 1.7% 6,281.0
Range 144.5 118.5 -26.0 -18.0% 304.5
ATR 126.9 126.3 -0.6 -0.5% 0.0
Volume 68,706 68,706 0 0.0% 585,185
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,605.5 6,561.5 6,346.0
R3 6,487.0 6,443.0 6,313.5
R2 6,368.5 6,368.5 6,302.5
R1 6,324.5 6,324.5 6,292.0 6,346.5
PP 6,250.0 6,250.0 6,250.0 6,261.0
S1 6,206.0 6,206.0 6,270.0 6,228.0
S2 6,131.5 6,131.5 6,259.5
S3 6,013.0 6,087.5 6,248.5
S4 5,894.5 5,969.0 6,216.0
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,140.5 7,015.5 6,448.5
R3 6,836.0 6,711.0 6,364.5
R2 6,531.5 6,531.5 6,337.0
R1 6,406.5 6,406.5 6,309.0 6,317.0
PP 6,227.0 6,227.0 6,227.0 6,182.5
S1 6,102.0 6,102.0 6,253.0 6,012.0
S2 5,922.5 5,922.5 6,225.0
S3 5,618.0 5,797.5 6,197.5
S4 5,313.5 5,493.0 6,113.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,352.5 6,048.0 304.5 4.8% 155.5 2.5% 77% False False 117,037
10 6,488.5 6,048.0 440.5 7.0% 129.0 2.1% 53% False False 120,936
20 6,760.5 6,048.0 712.5 11.3% 118.0 1.9% 33% False False 116,679
40 6,802.0 6,048.0 754.0 12.0% 102.5 1.6% 31% False False 110,017
60 6,802.0 6,048.0 754.0 12.0% 100.5 1.6% 31% False False 94,677
80 6,802.0 5,899.0 903.0 14.4% 97.5 1.6% 42% False False 71,074
100 6,835.0 5,899.0 936.0 14.9% 93.0 1.5% 41% False False 56,916
120 6,856.0 5,899.0 957.0 15.2% 85.5 1.4% 40% False False 47,470
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 False
Stretch 32.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,797.0
2.618 6,603.5
1.618 6,485.0
1.000 6,412.0
0.618 6,366.5
HIGH 6,293.5
0.618 6,248.0
0.500 6,234.0
0.382 6,220.5
LOW 6,175.0
0.618 6,102.0
1.000 6,056.5
1.618 5,983.5
2.618 5,865.0
4.250 5,671.5
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 6,265.5 6,244.0
PP 6,250.0 6,207.5
S1 6,234.0 6,171.0

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

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