FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 6,374.0 6,445.5 71.5 1.1% 6,331.0
High 6,480.5 6,479.0 -1.5 0.0% 6,480.5
Low 6,355.5 6,400.5 45.0 0.7% 6,083.5
Close 6,462.0 6,413.5 -48.5 -0.8% 6,462.0
Range 125.0 78.5 -46.5 -37.2% 397.0
ATR 131.1 127.3 -3.8 -2.9% 0.0
Volume 106,544 143,851 37,307 35.0% 599,332
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,666.5 6,618.5 6,456.5
R3 6,588.0 6,540.0 6,435.0
R2 6,509.5 6,509.5 6,428.0
R1 6,461.5 6,461.5 6,420.5 6,446.0
PP 6,431.0 6,431.0 6,431.0 6,423.5
S1 6,383.0 6,383.0 6,406.5 6,368.0
S2 6,352.5 6,352.5 6,399.0
S3 6,274.0 6,304.5 6,392.0
S4 6,195.5 6,226.0 6,370.5
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 6.2% 131.0 2.0% 83% False False 128,177
10 6,480.5 6,048.0 432.5 6.7% 135.0 2.1% 85% False False 120,110
20 6,553.5 6,048.0 505.5 7.9% 131.0 2.0% 72% False False 123,330
40 6,802.0 6,048.0 754.0 11.8% 111.0 1.7% 48% False False 112,688
60 6,802.0 6,048.0 754.0 11.8% 103.0 1.6% 48% False False 106,657
80 6,802.0 5,899.0 903.0 14.1% 103.5 1.6% 57% False False 80,340
100 6,819.0 5,899.0 920.0 14.3% 97.5 1.5% 56% False False 64,329
120 6,856.0 5,899.0 957.0 14.9% 90.0 1.4% 54% False False 53,660
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34.3
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,812.5
2.618 6,684.5
1.618 6,606.0
1.000 6,557.5
0.618 6,527.5
HIGH 6,479.0
0.618 6,449.0
0.500 6,440.0
0.382 6,430.5
LOW 6,400.5
0.618 6,352.0
1.000 6,322.0
1.618 6,273.5
2.618 6,195.0
4.250 6,067.0
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 6,440.0 6,405.0
PP 6,431.0 6,396.5
S1 6,422.0 6,388.0

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

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