FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 03-Jan-2007
Day Change Summary
Previous Current
02-Jan-2007 03-Jan-2007 Change Change % Previous Week
Open 6,331.0 6,332.0 1.0 0.0% 6,256.0
High 6,352.0 6,353.0 1.0 0.0% 6,283.0
Low 6,331.0 6,332.0 1.0 0.0% 6,236.5
Close 6,349.5 6,350.0 0.5 0.0% 6,239.0
Range 21.0 21.0 0.0 0.0% 46.5
ATR 31.3 30.6 -0.7 -2.3% 0.0
Volume 6 69 63 1,050.0% 82
Daily Pivots for day following 03-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,408.0 6,400.0 6,361.5
R3 6,387.0 6,379.0 6,356.0
R2 6,366.0 6,366.0 6,354.0
R1 6,358.0 6,358.0 6,352.0 6,362.0
PP 6,345.0 6,345.0 6,345.0 6,347.0
S1 6,337.0 6,337.0 6,348.0 6,341.0
S2 6,324.0 6,324.0 6,346.0
S3 6,303.0 6,316.0 6,344.0
S4 6,282.0 6,295.0 6,338.5
Weekly Pivots for week ending 29-Dec-2006
Classic Woodie Camarilla DeMark
R4 6,392.5 6,362.0 6,264.5
R3 6,346.0 6,315.5 6,252.0
R2 6,299.5 6,299.5 6,247.5
R1 6,269.0 6,269.0 6,243.5 6,261.0
PP 6,253.0 6,253.0 6,253.0 6,249.0
S1 6,222.5 6,222.5 6,234.5 6,214.5
S2 6,206.5 6,206.5 6,230.5
S3 6,160.0 6,176.0 6,226.0
S4 6,113.5 6,129.5 6,213.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,353.0 6,236.5 116.5 1.8% 16.0 0.3% 97% True False 31
10 6,353.0 6,215.5 137.5 2.2% 11.0 0.2% 98% True False 19
20 6,353.0 6,094.0 259.0 4.1% 8.5 0.1% 99% True False 119
40 6,353.0 6,077.0 276.0 4.3% 7.0 0.1% 99% True False 157
60 6,353.0 6,077.0 276.0 4.3% 5.0 0.1% 99% True False 116
80 6,353.0 5,868.0 485.0 7.6% 4.0 0.1% 99% True False 87
100 6,353.0 5,868.0 485.0 7.6% 3.0 0.0% 99% True False 70
120 6,353.0 5,740.5 612.5 9.6% 2.5 0.0% 100% True False 58
Crabel Price Patterns
NR False
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 0.5
Fibonacci Retracements and Extensions
4.250 6,442.0
2.618 6,408.0
1.618 6,387.0
1.000 6,374.0
0.618 6,366.0
HIGH 6,353.0
0.618 6,345.0
0.500 6,342.5
0.382 6,340.0
LOW 6,332.0
0.618 6,319.0
1.000 6,311.0
1.618 6,298.0
2.618 6,277.0
4.250 6,243.0
Fisher Pivots for day following 03-Jan-2007
Pivot 1 day 3 day
R1 6,347.5 6,331.5
PP 6,345.0 6,313.0
S1 6,342.5 6,295.0

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

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