FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 24-Jan-2007
Day Change Summary
Previous Current
23-Jan-2007 24-Jan-2007 Change Change % Previous Week
Open 6,237.0 6,268.0 31.0 0.5% 6,294.5
High 6,260.0 6,329.0 69.0 1.1% 6,294.5
Low 6,236.5 6,267.5 31.0 0.5% 6,197.5
Close 6,239.5 6,323.5 84.0 1.3% 6,253.0
Range 23.5 61.5 38.0 161.7% 97.0
ATR 44.4 47.6 3.2 7.2% 0.0
Volume 77 1,072 995 1,292.2% 713
Daily Pivots for day following 24-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,491.0 6,469.0 6,357.5
R3 6,429.5 6,407.5 6,340.5
R2 6,368.0 6,368.0 6,335.0
R1 6,346.0 6,346.0 6,329.0 6,357.0
PP 6,306.5 6,306.5 6,306.5 6,312.0
S1 6,284.5 6,284.5 6,318.0 6,295.5
S2 6,245.0 6,245.0 6,312.0
S3 6,183.5 6,223.0 6,306.5
S4 6,122.0 6,161.5 6,289.5
Weekly Pivots for week ending 19-Jan-2007
Classic Woodie Camarilla DeMark
R4 6,539.5 6,493.0 6,306.5
R3 6,442.5 6,396.0 6,279.5
R2 6,345.5 6,345.5 6,271.0
R1 6,299.0 6,299.0 6,262.0 6,274.0
PP 6,248.5 6,248.5 6,248.5 6,235.5
S1 6,202.0 6,202.0 6,244.0 6,177.0
S2 6,151.5 6,151.5 6,235.0
S3 6,054.5 6,105.0 6,226.5
S4 5,957.5 6,008.0 6,199.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,329.0 6,201.0 128.0 2.0% 44.0 0.7% 96% True False 381
10 6,329.0 6,153.5 175.5 2.8% 50.0 0.8% 97% True False 279
20 6,353.0 6,153.5 199.5 3.2% 40.0 0.6% 85% False False 897
40 6,353.0 6,077.0 276.0 4.4% 23.5 0.4% 89% False False 514
60 6,353.0 6,077.0 276.0 4.4% 17.0 0.3% 89% False False 403
80 6,353.0 5,996.5 356.5 5.6% 13.0 0.2% 92% False False 310
100 6,353.0 5,868.0 485.0 7.7% 10.5 0.2% 94% False False 248
120 6,353.0 5,868.0 485.0 7.7% 8.5 0.1% 94% False False 206
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 10.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,590.5
2.618 6,490.0
1.618 6,428.5
1.000 6,390.5
0.618 6,367.0
HIGH 6,329.0
0.618 6,305.5
0.500 6,298.0
0.382 6,291.0
LOW 6,267.5
0.618 6,229.5
1.000 6,206.0
1.618 6,168.0
2.618 6,106.5
4.250 6,006.0
Fisher Pivots for day following 24-Jan-2007
Pivot 1 day 3 day
R1 6,315.0 6,309.5
PP 6,306.5 6,296.0
S1 6,298.0 6,282.0

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

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