FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 30-Nov-2007
Day Change Summary
Previous Current
29-Nov-2007 30-Nov-2007 Change Change % Previous Week
Open 6,378.0 6,374.0 -4.0 -0.1% 6,331.0
High 6,388.5 6,480.5 92.0 1.4% 6,480.5
Low 6,295.5 6,355.5 60.0 1.0% 6,083.5
Close 6,354.0 6,462.0 108.0 1.7% 6,462.0
Range 93.0 125.0 32.0 34.4% 397.0
ATR 131.4 131.1 -0.4 -0.3% 0.0
Volume 132,515 106,544 -25,971 -19.6% 599,332
Daily Pivots for day following 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,807.5 6,760.0 6,531.0
R3 6,682.5 6,635.0 6,496.5
R2 6,557.5 6,557.5 6,485.0
R1 6,510.0 6,510.0 6,473.5 6,534.0
PP 6,432.5 6,432.5 6,432.5 6,444.5
S1 6,385.0 6,385.0 6,450.5 6,409.0
S2 6,307.5 6,307.5 6,439.0
S3 6,182.5 6,260.0 6,427.5
S4 6,057.5 6,135.0 6,393.0
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,533.0 7,394.5 6,680.5
R3 7,136.0 6,997.5 6,571.0
R2 6,739.0 6,739.0 6,535.0
R1 6,600.5 6,600.5 6,498.5 6,670.0
PP 6,342.0 6,342.0 6,342.0 6,376.5
S1 6,203.5 6,203.5 6,425.5 6,273.0
S2 5,945.0 5,945.0 6,389.0
S3 5,548.0 5,806.5 6,353.0
S4 5,151.0 5,409.5 6,243.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,480.5 6,083.5 397.0 6.1% 142.5 2.2% 95% True False 119,866
10 6,480.5 6,048.0 432.5 6.7% 149.0 2.3% 96% True False 118,451
20 6,553.5 6,048.0 505.5 7.8% 131.5 2.0% 82% False False 122,905
40 6,802.0 6,048.0 754.0 11.7% 111.0 1.7% 55% False False 111,035
60 6,802.0 6,048.0 754.0 11.7% 103.5 1.6% 55% False False 104,267
80 6,802.0 5,899.0 903.0 14.0% 104.0 1.6% 62% False False 78,543
100 6,835.0 5,899.0 936.0 14.5% 97.0 1.5% 60% False False 62,891
120 6,856.0 5,899.0 957.0 14.8% 90.0 1.4% 59% False False 52,463
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 34.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,012.0
2.618 6,808.0
1.618 6,683.0
1.000 6,605.5
0.618 6,558.0
HIGH 6,480.5
0.618 6,433.0
0.500 6,418.0
0.382 6,403.0
LOW 6,355.5
0.618 6,278.0
1.000 6,230.5
1.618 6,153.0
2.618 6,028.0
4.250 5,824.0
Fisher Pivots for day following 30-Nov-2007
Pivot 1 day 3 day
R1 6,447.5 6,410.0
PP 6,432.5 6,358.0
S1 6,418.0 6,306.0

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

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