FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 06-Dec-2007
Day Change Summary
Previous Current
05-Dec-2007 06-Dec-2007 Change Change % Previous Week
Open 6,378.0 6,545.5 167.5 2.6% 6,331.0
High 6,523.5 6,620.0 96.5 1.5% 6,480.5
Low 6,374.0 6,454.5 80.5 1.3% 6,083.5
Close 6,508.0 6,493.0 -15.0 -0.2% 6,462.0
Range 149.5 165.5 16.0 10.7% 397.0
ATR 130.8 133.3 2.5 1.9% 0.0
Volume 127,944 118,562 -9,382 -7.3% 599,332
Daily Pivots for day following 06-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,019.0 6,921.5 6,584.0
R3 6,853.5 6,756.0 6,538.5
R2 6,688.0 6,688.0 6,523.5
R1 6,590.5 6,590.5 6,508.0 6,556.5
PP 6,522.5 6,522.5 6,522.5 6,505.5
S1 6,425.0 6,425.0 6,478.0 6,391.0
S2 6,357.0 6,357.0 6,462.5
S3 6,191.5 6,259.5 6,447.5
S4 6,026.0 6,094.0 6,402.0
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 6,620.0 6,308.0 312.0 4.8% 126.5 1.9% 59% True False 116,634
10 6,620.0 6,083.5 536.5 8.3% 134.0 2.1% 76% True False 114,466
20 6,620.0 6,048.0 572.0 8.8% 134.5 2.1% 78% True False 123,089
40 6,802.0 6,048.0 754.0 11.6% 115.5 1.8% 59% False False 114,770
60 6,802.0 6,048.0 754.0 11.6% 105.5 1.6% 59% False False 111,813
80 6,802.0 5,899.0 903.0 13.9% 105.0 1.6% 66% False False 84,495
100 6,802.0 5,899.0 903.0 13.9% 100.0 1.5% 66% False False 67,654
120 6,835.0 5,899.0 936.0 14.4% 92.0 1.4% 63% False False 56,429
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,323.5
2.618 7,053.5
1.618 6,888.0
1.000 6,785.5
0.618 6,722.5
HIGH 6,620.0
0.618 6,557.0
0.500 6,537.0
0.382 6,517.5
LOW 6,454.5
0.618 6,352.0
1.000 6,289.0
1.618 6,186.5
2.618 6,021.0
4.250 5,751.0
Fisher Pivots for day following 06-Dec-2007
Pivot 1 day 3 day
R1 6,537.0 6,483.5
PP 6,522.5 6,473.5
S1 6,508.0 6,464.0

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

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