FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 11-Dec-2007
Day Change Summary
Previous Current
10-Dec-2007 11-Dec-2007 Change Change % Previous Week
Open 6,543.0 6,608.0 65.0 1.0% 6,445.5
High 6,615.0 6,608.0 -7.0 -0.1% 6,620.0
Low 6,542.5 6,528.0 -14.5 -0.2% 6,308.0
Close 6,582.0 6,557.5 -24.5 -0.4% 6,556.0
Range 72.5 80.0 7.5 10.3% 312.0
ATR 126.9 123.5 -3.3 -2.6% 0.0
Volume 98,289 101,247 2,958 3.0% 628,894
Daily Pivots for day following 11-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,804.5 6,761.0 6,601.5
R3 6,724.5 6,681.0 6,579.5
R2 6,644.5 6,644.5 6,572.0
R1 6,601.0 6,601.0 6,565.0 6,583.0
PP 6,564.5 6,564.5 6,564.5 6,555.5
S1 6,521.0 6,521.0 6,550.0 6,503.0
S2 6,484.5 6,484.5 6,543.0
S3 6,404.5 6,441.0 6,535.5
S4 6,324.5 6,361.0 6,513.5
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 6,374.0 246.0 3.8% 105.5 1.6% 75% False False 119,661
10 6,620.0 6,131.5 488.5 7.4% 116.0 1.8% 87% False False 121,858
20 6,620.0 6,048.0 572.0 8.7% 125.5 1.9% 89% False False 118,807
40 6,770.0 6,048.0 722.0 11.0% 114.5 1.7% 71% False False 116,022
60 6,802.0 6,048.0 754.0 11.5% 102.0 1.6% 68% False False 113,888
80 6,802.0 6,048.0 754.0 11.5% 101.0 1.5% 68% False False 88,890
100 6,802.0 5,899.0 903.0 13.8% 100.0 1.5% 73% False False 71,166
120 6,835.0 5,899.0 936.0 14.3% 92.5 1.4% 70% False False 59,355
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 22.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,948.0
2.618 6,817.5
1.618 6,737.5
1.000 6,688.0
0.618 6,657.5
HIGH 6,608.0
0.618 6,577.5
0.500 6,568.0
0.382 6,558.5
LOW 6,528.0
0.618 6,478.5
1.000 6,448.0
1.618 6,398.5
2.618 6,318.5
4.250 6,188.0
Fisher Pivots for day following 11-Dec-2007
Pivot 1 day 3 day
R1 6,568.0 6,571.5
PP 6,564.5 6,567.0
S1 6,561.0 6,562.0

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

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