FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 07-Dec-2007
Day Change Summary
Previous Current
06-Dec-2007 07-Dec-2007 Change Change % Previous Week
Open 6,545.5 6,545.0 -0.5 0.0% 6,445.5
High 6,620.0 6,595.0 -25.0 -0.4% 6,620.0
Low 6,454.5 6,534.0 79.5 1.2% 6,308.0
Close 6,493.0 6,556.0 63.0 1.0% 6,556.0
Range 165.5 61.0 -104.5 -63.1% 312.0
ATR 133.3 131.1 -2.2 -1.7% 0.0
Volume 118,562 152,266 33,704 28.4% 628,894
Daily Pivots for day following 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,744.5 6,711.5 6,589.5
R3 6,683.5 6,650.5 6,573.0
R2 6,622.5 6,622.5 6,567.0
R1 6,589.5 6,589.5 6,561.5 6,606.0
PP 6,561.5 6,561.5 6,561.5 6,570.0
S1 6,528.5 6,528.5 6,550.5 6,545.0
S2 6,500.5 6,500.5 6,545.0
S3 6,439.5 6,467.5 6,539.0
S4 6,378.5 6,406.5 6,522.5
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,430.5 7,305.5 6,727.5
R3 7,118.5 6,993.5 6,642.0
R2 6,806.5 6,806.5 6,613.0
R1 6,681.5 6,681.5 6,584.5 6,744.0
PP 6,494.5 6,494.5 6,494.5 6,526.0
S1 6,369.5 6,369.5 6,527.5 6,432.0
S2 6,182.5 6,182.5 6,499.0
S3 5,870.5 6,057.5 6,470.0
S4 5,558.5 5,745.5 6,384.5
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% 114.0 1.7% 79% False False 125,778
10 6,620.0 6,083.5 536.5 8.2% 128.0 2.0% 88% False False 122,822
20 6,620.0 6,048.0 572.0 8.7% 128.5 2.0% 89% False False 121,879
40 6,802.0 6,048.0 754.0 11.5% 115.0 1.8% 67% False False 115,614
60 6,802.0 6,048.0 754.0 11.5% 104.0 1.6% 67% False False 113,707
80 6,802.0 5,899.0 903.0 13.8% 104.0 1.6% 73% False False 86,397
100 6,802.0 5,899.0 903.0 13.8% 100.0 1.5% 73% False False 69,175
120 6,835.0 5,899.0 936.0 14.3% 92.5 1.4% 70% False False 57,697
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 27.6
Narrowest range in 28 trading days
Fibonacci Retracements and Extensions
4.250 6,854.0
2.618 6,754.5
1.618 6,693.5
1.000 6,656.0
0.618 6,632.5
HIGH 6,595.0
0.618 6,571.5
0.500 6,564.5
0.382 6,557.5
LOW 6,534.0
0.618 6,496.5
1.000 6,473.0
1.618 6,435.5
2.618 6,374.5
4.250 6,275.0
Fisher Pivots for day following 07-Dec-2007
Pivot 1 day 3 day
R1 6,564.5 6,536.5
PP 6,561.5 6,516.5
S1 6,559.0 6,497.0

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

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