FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 27-Nov-2007
Day Change Summary
Previous Current
26-Nov-2007 27-Nov-2007 Change Change % Previous Week
Open 6,331.0 6,176.0 -155.0 -2.4% 6,320.0
High 6,332.0 6,223.5 -108.5 -1.7% 6,352.5
Low 6,196.5 6,083.5 -113.0 -1.8% 6,048.0
Close 6,204.0 6,159.0 -45.0 -0.7% 6,281.0
Range 135.5 140.0 4.5 3.3% 304.5
ATR 126.9 127.9 0.9 0.7% 0.0
Volume 102,295 106,881 4,586 4.5% 585,185
Daily Pivots for day following 27-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,575.5 6,507.0 6,236.0
R3 6,435.5 6,367.0 6,197.5
R2 6,295.5 6,295.5 6,184.5
R1 6,227.0 6,227.0 6,172.0 6,191.0
PP 6,155.5 6,155.5 6,155.5 6,137.5
S1 6,087.0 6,087.0 6,146.0 6,051.0
S2 6,015.5 6,015.5 6,133.5
S3 5,875.5 5,947.0 6,120.5
S4 5,735.5 5,807.0 6,082.0
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 6,332.0 6,048.0 284.0 4.6% 134.5 2.2% 39% False False 102,295
10 6,488.5 6,048.0 440.5 7.2% 135.0 2.2% 25% False False 115,755
20 6,760.5 6,048.0 712.5 11.6% 127.0 2.1% 16% False False 118,671
40 6,802.0 6,048.0 754.0 12.2% 104.5 1.7% 15% False False 109,139
60 6,802.0 6,048.0 754.0 12.2% 103.0 1.7% 15% False False 98,088
80 6,802.0 5,899.0 903.0 14.7% 101.0 1.6% 29% False False 73,688
100 6,835.0 5,899.0 936.0 15.2% 95.0 1.5% 28% False False 59,003
120 6,856.0 5,899.0 957.0 15.5% 88.0 1.4% 27% False False 49,213
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 34.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,818.5
2.618 6,590.0
1.618 6,450.0
1.000 6,363.5
0.618 6,310.0
HIGH 6,223.5
0.618 6,170.0
0.500 6,153.5
0.382 6,137.0
LOW 6,083.5
0.618 5,997.0
1.000 5,943.5
1.618 5,857.0
2.618 5,717.0
4.250 5,488.5
Fisher Pivots for day following 27-Nov-2007
Pivot 1 day 3 day
R1 6,157.0 6,208.0
PP 6,155.5 6,191.5
S1 6,153.5 6,175.0

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

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