FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 29-Nov-2006
Day Change Summary
Previous Current
28-Nov-2006 29-Nov-2006 Change Change % Previous Week
Open 6,077.0 6,103.5 26.5 0.4% 6,258.0
High 6,077.0 6,139.0 62.0 1.0% 6,274.5
Low 6,077.0 6,102.5 25.5 0.4% 6,163.5
Close 6,077.0 6,132.5 55.5 0.9% 6,178.0
Range 0.0 36.5 36.5 111.0
ATR 28.5 30.9 2.4 8.4% 0.0
Volume 10 372 362 3,620.0% 3,032
Daily Pivots for day following 29-Nov-2006
Classic Woodie Camarilla DeMark
R4 6,234.0 6,220.0 6,152.5
R3 6,197.5 6,183.5 6,142.5
R2 6,161.0 6,161.0 6,139.0
R1 6,147.0 6,147.0 6,136.0 6,154.0
PP 6,124.5 6,124.5 6,124.5 6,128.0
S1 6,110.5 6,110.5 6,129.0 6,117.5
S2 6,088.0 6,088.0 6,126.0
S3 6,051.5 6,074.0 6,122.5
S4 6,015.0 6,037.5 6,112.5
Weekly Pivots for week ending 24-Nov-2006
Classic Woodie Camarilla DeMark
R4 6,538.5 6,469.0 6,239.0
R3 6,427.5 6,358.0 6,208.5
R2 6,316.5 6,316.5 6,198.5
R1 6,247.0 6,247.0 6,188.0 6,226.0
PP 6,205.5 6,205.5 6,205.5 6,195.0
S1 6,136.0 6,136.0 6,168.0 6,115.0
S2 6,094.5 6,094.5 6,157.5
S3 5,983.5 6,025.0 6,147.5
S4 5,872.5 5,914.0 6,117.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,212.0 6,077.0 135.0 2.2% 14.5 0.2% 41% False False 80
10 6,274.5 6,077.0 197.5 3.2% 8.5 0.1% 28% False False 341
20 6,302.5 6,077.0 225.5 3.7% 5.5 0.1% 25% False False 196
40 6,302.5 6,062.5 240.0 3.9% 3.5 0.1% 29% False False 115
60 6,302.5 5,868.0 434.5 7.1% 2.0 0.0% 61% False False 77
80 6,302.5 5,868.0 434.5 7.1% 1.5 0.0% 61% False False 57
100 6,302.5 5,740.5 562.0 9.2% 1.5 0.0% 70% False False 46
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 0.1
Widest range in 118 trading days
Fibonacci Retracements and Extensions
4.250 6,294.0
2.618 6,234.5
1.618 6,198.0
1.000 6,175.5
0.618 6,161.5
HIGH 6,139.0
0.618 6,125.0
0.500 6,121.0
0.382 6,116.5
LOW 6,102.5
0.618 6,080.0
1.000 6,066.0
1.618 6,043.5
2.618 6,007.0
4.250 5,947.5
Fisher Pivots for day following 29-Nov-2006
Pivot 1 day 3 day
R1 6,128.5 6,124.5
PP 6,124.5 6,116.0
S1 6,121.0 6,108.0

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

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