FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 15-Jan-2007
Day Change Summary
Previous Current
12-Jan-2007 15-Jan-2007 Change Change % Previous Week
Open 6,294.0 6,294.5 0.5 0.0% 6,262.0
High 6,294.0 6,294.5 0.5 0.0% 6,294.0
Low 6,237.0 6,277.0 40.0 0.6% 6,153.5
Close 6,251.5 6,291.0 39.5 0.6% 6,251.5
Range 57.0 17.5 -39.5 -69.3% 140.5
ATR 44.2 44.1 -0.1 -0.2% 0.0
Volume 46 270 224 487.0% 930
Daily Pivots for day following 15-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,340.0 6,333.0 6,300.5
R3 6,322.5 6,315.5 6,296.0
R2 6,305.0 6,305.0 6,294.0
R1 6,298.0 6,298.0 6,292.5 6,293.0
PP 6,287.5 6,287.5 6,287.5 6,285.0
S1 6,280.5 6,280.5 6,289.5 6,275.0
S2 6,270.0 6,270.0 6,288.0
S3 6,252.5 6,263.0 6,286.0
S4 6,235.0 6,245.5 6,281.5
Weekly Pivots for week ending 12-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,654.5 6,593.5 6,329.0
R3 6,514.0 6,453.0 6,290.0
R2 6,373.5 6,373.5 6,277.5
R1 6,312.5 6,312.5 6,264.5 6,273.0
PP 6,233.0 6,233.0 6,233.0 6,213.0
S1 6,172.0 6,172.0 6,238.5 6,132.0
S2 6,092.5 6,092.5 6,225.5
S3 5,952.0 6,031.5 6,213.0
S4 5,811.5 5,891.0 6,174.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,294.5 6,153.5 141.0 2.2% 51.0 0.8% 98% True False 181
10 6,353.0 6,153.5 199.5 3.2% 44.5 0.7% 69% False False 1,578
20 6,353.0 6,153.5 199.5 3.2% 25.5 0.4% 69% False False 795
40 6,353.0 6,077.0 276.0 4.4% 17.0 0.3% 78% False False 537
60 6,353.0 6,077.0 276.0 4.4% 12.0 0.2% 78% False False 378
80 6,353.0 5,868.0 485.0 7.7% 9.0 0.1% 87% False False 283
100 6,353.0 5,868.0 485.0 7.7% 7.0 0.1% 87% False False 227
120 6,353.0 5,868.0 485.0 7.7% 6.0 0.1% 87% False False 189
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 8.7
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,369.0
2.618 6,340.5
1.618 6,323.0
1.000 6,312.0
0.618 6,305.5
HIGH 6,294.5
0.618 6,288.0
0.500 6,286.0
0.382 6,283.5
LOW 6,277.0
0.618 6,266.0
1.000 6,259.5
1.618 6,248.5
2.618 6,231.0
4.250 6,202.5
Fisher Pivots for day following 15-Jan-2007
Pivot 1 day 3 day
R1 6,289.0 6,268.5
PP 6,287.5 6,246.5
S1 6,286.0 6,224.0

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

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