FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 05-Jan-2007
Day Change Summary
Previous Current
04-Jan-2007 05-Jan-2007 Change Change % Previous Week
Open 6,314.0 6,282.0 -32.0 -0.5% 6,331.0
High 6,320.5 6,304.0 -16.5 -0.3% 6,353.0
Low 6,296.5 6,236.5 -60.0 -1.0% 6,236.5
Close 6,311.0 6,245.5 -65.5 -1.0% 6,245.5
Range 24.0 67.5 43.5 181.3% 116.5
ATR 32.2 35.2 3.0 9.4% 0.0
Volume 13,821 691 -13,130 -95.0% 14,587
Daily Pivots for day following 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,464.5 6,422.5 6,282.5
R3 6,397.0 6,355.0 6,264.0
R2 6,329.5 6,329.5 6,258.0
R1 6,287.5 6,287.5 6,251.5 6,275.0
PP 6,262.0 6,262.0 6,262.0 6,255.5
S1 6,220.0 6,220.0 6,239.5 6,207.0
S2 6,194.5 6,194.5 6,233.0
S3 6,127.0 6,152.5 6,227.0
S4 6,059.5 6,085.0 6,208.5
Weekly Pivots for week ending 05-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,628.0 6,553.0 6,309.5
R3 6,511.5 6,436.5 6,277.5
R2 6,395.0 6,395.0 6,267.0
R1 6,320.0 6,320.0 6,256.0 6,299.0
PP 6,278.5 6,278.5 6,278.5 6,268.0
S1 6,203.5 6,203.5 6,235.0 6,183.0
S2 6,162.0 6,162.0 6,224.0
S3 6,045.5 6,087.0 6,213.5
S4 5,929.0 5,970.5 6,181.5
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 1.9% 27.5 0.4% 8% False True 2,925
10 6,353.0 6,215.5 137.5 2.2% 19.0 0.3% 22% False False 1,469
20 6,353.0 6,116.0 237.0 3.8% 13.0 0.2% 55% False False 792
40 6,353.0 6,077.0 276.0 4.4% 9.5 0.2% 61% False False 520
60 6,353.0 6,077.0 276.0 4.4% 6.5 0.1% 61% False False 358
80 6,353.0 5,868.0 485.0 7.8% 5.0 0.1% 78% False False 268
100 6,353.0 5,868.0 485.0 7.8% 4.0 0.1% 78% False False 215
120 6,353.0 5,774.0 579.0 9.3% 3.5 0.1% 81% False False 179
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 3.3
Widest range in 142 trading days
Fibonacci Retracements and Extensions
4.250 6,591.0
2.618 6,480.5
1.618 6,413.0
1.000 6,371.5
0.618 6,345.5
HIGH 6,304.0
0.618 6,278.0
0.500 6,270.0
0.382 6,262.5
LOW 6,236.5
0.618 6,195.0
1.000 6,169.0
1.618 6,127.5
2.618 6,060.0
4.250 5,949.5
Fisher Pivots for day following 05-Jan-2007
Pivot 1 day 3 day
R1 6,270.0 6,295.0
PP 6,262.0 6,278.5
S1 6,254.0 6,262.0

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

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