FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 20-Dec-2007
Day Change Summary
Previous Current
19-Dec-2007 20-Dec-2007 Change Change % Previous Week
Open 6,300.0 6,305.5 5.5 0.1% 6,543.0
High 6,326.0 6,371.0 45.0 0.7% 6,623.5
Low 6,252.0 6,292.5 40.5 0.6% 6,343.5
Close 6,297.0 6,342.5 45.5 0.7% 6,400.0
Range 74.0 78.5 4.5 6.1% 280.0
ATR 125.3 122.0 -3.3 -2.7% 0.0
Volume 242,062 239,487 -2,575 -1.1% 625,087
Daily Pivots for day following 20-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,571.0 6,535.0 6,385.5
R3 6,492.5 6,456.5 6,364.0
R2 6,414.0 6,414.0 6,357.0
R1 6,378.0 6,378.0 6,349.5 6,396.0
PP 6,335.5 6,335.5 6,335.5 6,344.0
S1 6,299.5 6,299.5 6,335.5 6,317.5
S2 6,257.0 6,257.0 6,328.0
S3 6,178.5 6,221.0 6,321.0
S4 6,100.0 6,142.5 6,299.5
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 6,436.5 6,239.0 197.5 3.1% 87.0 1.4% 52% False False 206,915
10 6,623.5 6,239.0 384.5 6.1% 99.0 1.6% 27% False False 163,377
20 6,623.5 6,083.5 540.0 8.5% 116.5 1.8% 48% False False 138,922
40 6,760.5 6,048.0 712.5 11.2% 117.0 1.8% 41% False False 128,588
60 6,802.0 6,048.0 754.0 11.9% 107.0 1.7% 39% False False 120,599
80 6,802.0 6,048.0 754.0 11.9% 104.0 1.6% 39% False False 104,900
100 6,802.0 5,899.0 903.0 14.2% 100.5 1.6% 49% False False 83,957
120 6,835.0 5,899.0 936.0 14.8% 96.5 1.5% 47% False False 70,017
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 False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,704.5
2.618 6,576.5
1.618 6,498.0
1.000 6,449.5
0.618 6,419.5
HIGH 6,371.0
0.618 6,341.0
0.500 6,332.0
0.382 6,322.5
LOW 6,292.5
0.618 6,244.0
1.000 6,214.0
1.618 6,165.5
2.618 6,087.0
4.250 5,959.0
Fisher Pivots for day following 20-Dec-2007
Pivot 1 day 3 day
R1 6,339.0 6,330.0
PP 6,335.5 6,317.5
S1 6,332.0 6,305.0

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

View Archives - Comment on this page... - Back to Index of Symbols