FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 09-Jan-2007
Day Change Summary
Previous Current
08-Jan-2007 09-Jan-2007 Change Change % Previous Week
Open 6,262.0 6,238.0 -24.0 -0.4% 6,331.0
High 6,267.5 6,238.0 -29.5 -0.5% 6,353.0
Low 6,210.0 6,183.0 -27.0 -0.4% 6,236.5
Close 6,214.5 6,220.5 6.0 0.1% 6,245.5
Range 57.5 55.0 -2.5 -4.3% 116.5
ATR 36.8 38.1 1.3 3.5% 0.0
Volume 294 52 -242 -82.3% 14,587
Daily Pivots for day following 09-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,379.0 6,354.5 6,251.0
R3 6,324.0 6,299.5 6,235.5
R2 6,269.0 6,269.0 6,230.5
R1 6,244.5 6,244.5 6,225.5 6,229.0
PP 6,214.0 6,214.0 6,214.0 6,206.0
S1 6,189.5 6,189.5 6,215.5 6,174.0
S2 6,159.0 6,159.0 6,210.5
S3 6,104.0 6,134.5 6,205.5
S4 6,049.0 6,079.5 6,190.0
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 6,183.0 170.0 2.7% 45.0 0.7% 22% False True 2,985
10 6,353.0 6,183.0 170.0 2.7% 28.5 0.5% 22% False True 1,501
20 6,353.0 6,170.0 183.0 2.9% 17.0 0.3% 28% False False 752
40 6,353.0 6,077.0 276.0 4.4% 12.0 0.2% 52% False False 528
60 6,353.0 6,077.0 276.0 4.4% 8.5 0.1% 52% False False 364
80 6,353.0 5,868.0 485.0 7.8% 6.5 0.1% 73% False False 273
100 6,353.0 5,868.0 485.0 7.8% 5.0 0.1% 73% False False 218
120 6,353.0 5,774.0 579.0 9.3% 4.5 0.1% 77% False False 182
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 3.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,472.0
2.618 6,382.0
1.618 6,327.0
1.000 6,293.0
0.618 6,272.0
HIGH 6,238.0
0.618 6,217.0
0.500 6,210.5
0.382 6,204.0
LOW 6,183.0
0.618 6,149.0
1.000 6,128.0
1.618 6,094.0
2.618 6,039.0
4.250 5,949.0
Fisher Pivots for day following 09-Jan-2007
Pivot 1 day 3 day
R1 6,217.0 6,243.5
PP 6,214.0 6,236.0
S1 6,210.5 6,228.0

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

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