FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 14-Dec-2006
Day Change Summary
Previous Current
13-Dec-2006 14-Dec-2006 Change Change % Previous Week
Open 6,192.0 6,264.5 72.5 1.2% 6,094.0
High 6,217.0 6,264.5 47.5 0.8% 6,170.0
Low 6,192.0 6,264.5 72.5 1.2% 6,094.0
Close 6,230.0 6,264.5 34.5 0.6% 6,191.5
Range 25.0 0.0 -25.0 -100.0% 76.0
ATR 23.4 24.2 0.8 3.4% 0.0
Volume
Daily Pivots for day following 14-Dec-2006
Classic Woodie Camarilla DeMark
R4 6,264.5 6,264.5 6,264.5
R3 6,264.5 6,264.5 6,264.5
R2 6,264.5 6,264.5 6,264.5
R1 6,264.5 6,264.5 6,264.5 6,264.5
PP 6,264.5 6,264.5 6,264.5 6,264.5
S1 6,264.5 6,264.5 6,264.5 6,264.5
S2 6,264.5 6,264.5 6,264.5
S3 6,264.5 6,264.5 6,264.5
S4 6,264.5 6,264.5 6,264.5
Weekly Pivots for week ending 08-Dec-2006
Classic Woodie Camarilla DeMark
R4 6,380.0 6,361.5 6,233.5
R3 6,304.0 6,285.5 6,212.5
R2 6,228.0 6,228.0 6,205.5
R1 6,209.5 6,209.5 6,198.5 6,219.0
PP 6,152.0 6,152.0 6,152.0 6,156.5
S1 6,133.5 6,133.5 6,184.5 6,143.0
S2 6,076.0 6,076.0 6,177.5
S3 6,000.0 6,057.5 6,170.5
S4 5,924.0 5,981.5 6,149.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,264.5 6,170.0 94.5 1.5% 5.0 0.1% 100% True False
10 6,264.5 6,081.0 183.5 2.9% 6.0 0.1% 100% True False 218
20 6,274.5 6,077.0 197.5 3.2% 8.0 0.1% 95% False False 280
40 6,302.5 6,077.0 225.5 3.6% 5.0 0.1% 83% False False 157
60 6,302.5 5,868.0 434.5 6.9% 3.5 0.1% 91% False False 113
80 6,302.5 5,868.0 434.5 6.9% 2.5 0.0% 91% False False 85
100 6,302.5 5,868.0 434.5 6.9% 2.0 0.0% 91% False False 68
120 6,302.5 5,740.5 562.0 9.0% 1.5 0.0% 93% False False 56
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 0.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,264.5
2.618 6,264.5
1.618 6,264.5
1.000 6,264.5
0.618 6,264.5
HIGH 6,264.5
0.618 6,264.5
0.500 6,264.5
0.382 6,264.5
LOW 6,264.5
0.618 6,264.5
1.000 6,264.5
1.618 6,264.5
2.618 6,264.5
4.250 6,264.5
Fisher Pivots for day following 14-Dec-2006
Pivot 1 day 3 day
R1 6,264.5 6,252.5
PP 6,264.5 6,240.5
S1 6,264.5 6,228.0

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

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