FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 14-Dec-2007
Day Change Summary
Previous Current
13-Dec-2007 14-Dec-2007 Change Change % Previous Week
Open 6,501.0 6,414.0 -87.0 -1.3% 6,543.0
High 6,516.0 6,436.5 -79.5 -1.2% 6,623.5
Low 6,362.0 6,343.5 -18.5 -0.3% 6,343.5
Close 6,385.5 6,400.0 14.5 0.2% 6,400.0
Range 154.0 93.0 -61.0 -39.6% 280.0
ATR 133.2 130.3 -2.9 -2.2% 0.0
Volume 162,783 178,155 15,372 9.4% 625,087
Daily Pivots for day following 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,672.5 6,629.0 6,451.0
R3 6,579.5 6,536.0 6,425.5
R2 6,486.5 6,486.5 6,417.0
R1 6,443.0 6,443.0 6,408.5 6,418.0
PP 6,393.5 6,393.5 6,393.5 6,381.0
S1 6,350.0 6,350.0 6,391.5 6,325.0
S2 6,300.5 6,300.5 6,383.0
S3 6,207.5 6,257.0 6,374.5
S4 6,114.5 6,164.0 6,349.0
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,295.5 7,128.0 6,554.0
R3 7,015.5 6,848.0 6,477.0
R2 6,735.5 6,735.5 6,451.5
R1 6,568.0 6,568.0 6,425.5 6,512.0
PP 6,455.5 6,455.5 6,455.5 6,427.5
S1 6,288.0 6,288.0 6,374.5 6,232.0
S2 6,175.5 6,175.5 6,348.5
S3 5,895.5 6,008.0 6,323.0
S4 5,615.5 5,728.0 6,246.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,623.5 6,343.5 280.0 4.4% 117.5 1.8% 20% False True 125,017
10 6,623.5 6,308.0 315.5 4.9% 115.5 1.8% 29% False False 125,398
20 6,623.5 6,048.0 575.5 9.0% 132.5 2.1% 61% False False 121,924
40 6,760.5 6,048.0 712.5 11.1% 117.0 1.8% 49% False False 118,244
60 6,802.0 6,048.0 754.0 11.8% 105.0 1.6% 47% False False 113,300
80 6,802.0 6,048.0 754.0 11.8% 103.5 1.6% 47% False False 94,207
100 6,802.0 5,899.0 903.0 14.1% 100.0 1.6% 55% False False 75,394
120 6,835.0 5,899.0 936.0 14.6% 95.0 1.5% 54% False False 62,893
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 21.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,832.0
2.618 6,680.0
1.618 6,587.0
1.000 6,529.5
0.618 6,494.0
HIGH 6,436.5
0.618 6,401.0
0.500 6,390.0
0.382 6,379.0
LOW 6,343.5
0.618 6,286.0
1.000 6,250.5
1.618 6,193.0
2.618 6,100.0
4.250 5,948.0
Fisher Pivots for day following 14-Dec-2007
Pivot 1 day 3 day
R1 6,396.5 6,483.5
PP 6,393.5 6,455.5
S1 6,390.0 6,428.0

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

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