FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 26-Nov-2007
Day Change Summary
Previous Current
23-Nov-2007 26-Nov-2007 Change Change % Previous Week
Open 6,179.0 6,331.0 152.0 2.5% 6,320.0
High 6,293.5 6,332.0 38.5 0.6% 6,352.5
Low 6,175.0 6,196.5 21.5 0.3% 6,048.0
Close 6,281.0 6,204.0 -77.0 -1.2% 6,281.0
Range 118.5 135.5 17.0 14.3% 304.5
ATR 126.3 126.9 0.7 0.5% 0.0
Volume 68,706 102,295 33,589 48.9% 585,185
Daily Pivots for day following 26-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,650.5 6,563.0 6,278.5
R3 6,515.0 6,427.5 6,241.5
R2 6,379.5 6,379.5 6,229.0
R1 6,292.0 6,292.0 6,216.5 6,268.0
PP 6,244.0 6,244.0 6,244.0 6,232.0
S1 6,156.5 6,156.5 6,191.5 6,132.5
S2 6,108.5 6,108.5 6,179.0
S3 5,973.0 6,021.0 6,166.5
S4 5,837.5 5,885.5 6,129.5
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 6,332.0 6,048.0 284.0 4.6% 138.5 2.2% 55% True False 112,043
10 6,488.5 6,048.0 440.5 7.1% 132.5 2.1% 35% False False 116,119
20 6,760.5 6,048.0 712.5 11.5% 122.0 2.0% 22% False False 116,947
40 6,802.0 6,048.0 754.0 12.2% 103.0 1.7% 21% False False 109,409
60 6,802.0 6,048.0 754.0 12.2% 102.0 1.6% 21% False False 96,343
80 6,802.0 5,899.0 903.0 14.6% 99.0 1.6% 34% False False 72,352
100 6,835.0 5,899.0 936.0 15.1% 93.5 1.5% 33% False False 57,935
120 6,856.0 5,899.0 957.0 15.4% 86.5 1.4% 32% False False 48,323
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 31.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,908.0
2.618 6,686.5
1.618 6,551.0
1.000 6,467.5
0.618 6,415.5
HIGH 6,332.0
0.618 6,280.0
0.500 6,264.0
0.382 6,248.5
LOW 6,196.5
0.618 6,113.0
1.000 6,061.0
1.618 5,977.5
2.618 5,842.0
4.250 5,620.5
Fisher Pivots for day following 26-Nov-2007
Pivot 1 day 3 day
R1 6,264.0 6,199.5
PP 6,244.0 6,194.5
S1 6,224.0 6,190.0

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

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