FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 21-Dec-2007
Day Change Summary
Previous Current
20-Dec-2007 21-Dec-2007 Change Change % Previous Week
Open 6,305.5 6,411.0 105.5 1.7% 6,328.0
High 6,371.0 6,435.0 64.0 1.0% 6,435.0
Low 6,292.5 6,399.0 106.5 1.7% 6,239.0
Close 6,342.5 6,434.5 92.0 1.5% 6,434.5
Range 78.5 36.0 -42.5 -54.1% 196.0
ATR 122.0 119.9 -2.1 -1.7% 0.0
Volume 239,487 123,331 -116,156 -48.5% 979,754
Daily Pivots for day following 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,531.0 6,518.5 6,454.5
R3 6,495.0 6,482.5 6,444.5
R2 6,459.0 6,459.0 6,441.0
R1 6,446.5 6,446.5 6,438.0 6,453.0
PP 6,423.0 6,423.0 6,423.0 6,426.0
S1 6,410.5 6,410.5 6,431.0 6,417.0
S2 6,387.0 6,387.0 6,428.0
S3 6,351.0 6,374.5 6,424.5
S4 6,315.0 6,338.5 6,414.5
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,957.5 6,892.0 6,542.5
R3 6,761.5 6,696.0 6,488.5
R2 6,565.5 6,565.5 6,470.5
R1 6,500.0 6,500.0 6,452.5 6,533.0
PP 6,369.5 6,369.5 6,369.5 6,386.0
S1 6,304.0 6,304.0 6,416.5 6,337.0
S2 6,173.5 6,173.5 6,398.5
S3 5,977.5 6,108.0 6,380.5
S4 5,781.5 5,912.0 6,326.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,435.0 6,239.0 196.0 3.0% 75.5 1.2% 100% True False 195,950
10 6,623.5 6,239.0 384.5 6.0% 96.5 1.5% 51% False False 160,484
20 6,623.5 6,083.5 540.0 8.4% 112.5 1.7% 65% False False 141,653
40 6,760.5 6,048.0 712.5 11.1% 115.0 1.8% 54% False False 129,166
60 6,802.0 6,048.0 754.0 11.7% 106.0 1.6% 51% False False 120,563
80 6,802.0 6,048.0 754.0 11.7% 103.5 1.6% 51% False False 106,421
100 6,802.0 5,899.0 903.0 14.0% 100.5 1.6% 59% False False 85,190
120 6,835.0 5,899.0 936.0 14.5% 96.0 1.5% 57% False False 71,039
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17.3
Narrowest range in 79 trading days
Fibonacci Retracements and Extensions
4.250 6,588.0
2.618 6,529.0
1.618 6,493.0
1.000 6,471.0
0.618 6,457.0
HIGH 6,435.0
0.618 6,421.0
0.500 6,417.0
0.382 6,413.0
LOW 6,399.0
0.618 6,377.0
1.000 6,363.0
1.618 6,341.0
2.618 6,305.0
4.250 6,246.0
Fisher Pivots for day following 21-Dec-2007
Pivot 1 day 3 day
R1 6,428.5 6,404.0
PP 6,423.0 6,374.0
S1 6,417.0 6,343.5

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

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