FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 29-Nov-2007
Day Change Summary
Previous Current
28-Nov-2007 29-Nov-2007 Change Change % Previous Week
Open 6,200.0 6,378.0 178.0 2.9% 6,320.0
High 6,350.5 6,388.5 38.0 0.6% 6,352.5
Low 6,131.5 6,295.5 164.0 2.7% 6,048.0
Close 6,333.5 6,354.0 20.5 0.3% 6,281.0
Range 219.0 93.0 -126.0 -57.5% 304.5
ATR 134.4 131.4 -3.0 -2.2% 0.0
Volume 151,097 132,515 -18,582 -12.3% 585,185
Daily Pivots for day following 29-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,625.0 6,582.5 6,405.0
R3 6,532.0 6,489.5 6,379.5
R2 6,439.0 6,439.0 6,371.0
R1 6,396.5 6,396.5 6,362.5 6,371.0
PP 6,346.0 6,346.0 6,346.0 6,333.5
S1 6,303.5 6,303.5 6,345.5 6,278.0
S2 6,253.0 6,253.0 6,337.0
S3 6,160.0 6,210.5 6,328.5
S4 6,067.0 6,117.5 6,303.0
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 6,388.5 6,083.5 305.0 4.8% 141.0 2.2% 89% True False 112,298
10 6,388.5 6,048.0 340.5 5.4% 144.0 2.3% 90% True False 119,823
20 6,599.0 6,048.0 551.0 8.7% 129.5 2.0% 56% False False 125,022
40 6,802.0 6,048.0 754.0 11.9% 109.0 1.7% 41% False False 111,110
60 6,802.0 6,048.0 754.0 11.9% 104.0 1.6% 41% False False 102,516
80 6,802.0 5,899.0 903.0 14.2% 103.5 1.6% 50% False False 77,214
100 6,835.0 5,899.0 936.0 14.7% 96.5 1.5% 49% False False 61,828
120 6,856.0 5,899.0 957.0 15.1% 89.5 1.4% 48% False False 51,576
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 35.7
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,784.0
2.618 6,632.0
1.618 6,539.0
1.000 6,481.5
0.618 6,446.0
HIGH 6,388.5
0.618 6,353.0
0.500 6,342.0
0.382 6,331.0
LOW 6,295.5
0.618 6,238.0
1.000 6,202.5
1.618 6,145.0
2.618 6,052.0
4.250 5,900.0
Fisher Pivots for day following 29-Nov-2007
Pivot 1 day 3 day
R1 6,350.0 6,314.5
PP 6,346.0 6,275.5
S1 6,342.0 6,236.0

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

View Archives - Comment on this page... - Back to Index of Symbols