FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 21-Nov-2006
Day Change Summary
Previous Current
20-Nov-2006 21-Nov-2006 Change Change % Previous Week
Open 6,258.0 6,274.5 16.5 0.3% 6,260.5
High 6,258.0 6,274.5 16.5 0.3% 6,267.0
Low 6,258.0 6,260.0 2.0 0.0% 6,239.5
Close 6,258.0 6,252.0 -6.0 -0.1% 6,246.5
Range 0.0 14.5 14.5 27.5
ATR 22.7 22.3 -0.4 -2.0% 0.0
Volume 6 8 2 33.3% 501
Daily Pivots for day following 21-Nov-2006
Classic Woodie Camarilla DeMark
R4 6,305.5 6,293.5 6,260.0
R3 6,291.0 6,279.0 6,256.0
R2 6,276.5 6,276.5 6,254.5
R1 6,264.5 6,264.5 6,253.5 6,263.0
PP 6,262.0 6,262.0 6,262.0 6,261.5
S1 6,250.0 6,250.0 6,250.5 6,249.0
S2 6,247.5 6,247.5 6,249.5
S3 6,233.0 6,235.5 6,248.0
S4 6,218.5 6,221.0 6,244.0
Weekly Pivots for week ending 17-Nov-2006
Classic Woodie Camarilla DeMark
R4 6,333.5 6,317.5 6,261.5
R3 6,306.0 6,290.0 6,254.0
R2 6,278.5 6,278.5 6,251.5
R1 6,262.5 6,262.5 6,249.0 6,257.0
PP 6,251.0 6,251.0 6,251.0 6,248.0
S1 6,235.0 6,235.0 6,244.0 6,229.0
S2 6,223.5 6,223.5 6,241.5
S3 6,196.0 6,207.5 6,239.0
S4 6,168.5 6,180.0 6,231.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,274.5 6,246.5 28.0 0.4% 3.0 0.0% 20% True False 103
10 6,302.5 6,239.5 63.0 1.0% 3.0 0.1% 20% False False 51
20 6,302.5 6,176.0 126.5 2.0% 3.0 0.0% 60% False False 36
40 6,302.5 5,981.5 321.0 5.1% 1.5 0.0% 84% False False 30
60 6,302.5 5,868.0 434.5 6.9% 1.0 0.0% 88% False False 20
80 6,302.5 5,868.0 434.5 6.9% 1.0 0.0% 88% False False 15
100 6,302.5 5,740.5 562.0 9.0% 0.5 0.0% 91% False False 12
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,336.0
2.618 6,312.5
1.618 6,298.0
1.000 6,289.0
0.618 6,283.5
HIGH 6,274.5
0.618 6,269.0
0.500 6,267.0
0.382 6,265.5
LOW 6,260.0
0.618 6,251.0
1.000 6,245.5
1.618 6,236.5
2.618 6,222.0
4.250 6,198.5
Fisher Pivots for day following 21-Nov-2006
Pivot 1 day 3 day
R1 6,267.0 6,260.5
PP 6,262.0 6,257.5
S1 6,257.0 6,255.0

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

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