FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 21-Feb-2007
Day Change Summary
Previous Current
20-Feb-2007 21-Feb-2007 Change Change % Previous Week
Open 6,450.0 6,431.5 -18.5 -0.3% 6,376.5
High 6,450.0 6,432.5 -17.5 -0.3% 6,447.0
Low 6,396.5 6,363.5 -33.0 -0.5% 6,353.0
Close 6,416.5 6,371.0 -45.5 -0.7% 6,428.0
Range 53.5 69.0 15.5 29.0% 94.0
ATR 44.2 46.0 1.8 4.0% 0.0
Volume 122 1,551 1,429 1,171.3% 772
Daily Pivots for day following 21-Feb-2007
Classic Woodie Camarilla DeMark
R4 6,596.0 6,552.5 6,409.0
R3 6,527.0 6,483.5 6,390.0
R2 6,458.0 6,458.0 6,383.5
R1 6,414.5 6,414.5 6,377.5 6,402.0
PP 6,389.0 6,389.0 6,389.0 6,382.5
S1 6,345.5 6,345.5 6,364.5 6,333.0
S2 6,320.0 6,320.0 6,358.5
S3 6,251.0 6,276.5 6,352.0
S4 6,182.0 6,207.5 6,333.0
Weekly Pivots for week ending 16-Feb-2007
Classic Woodie Camarilla DeMark
R4 6,691.5 6,653.5 6,479.5
R3 6,597.5 6,559.5 6,454.0
R2 6,503.5 6,503.5 6,445.0
R1 6,465.5 6,465.5 6,436.5 6,484.5
PP 6,409.5 6,409.5 6,409.5 6,419.0
S1 6,371.5 6,371.5 6,419.5 6,390.5
S2 6,315.5 6,315.5 6,411.0
S3 6,221.5 6,277.5 6,402.0
S4 6,127.5 6,183.5 6,376.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,458.5 6,363.5 95.0 1.5% 44.0 0.7% 8% False True 399
10 6,458.5 6,347.5 111.0 1.7% 36.0 0.6% 21% False False 272
20 6,458.5 6,207.0 251.5 3.9% 39.5 0.6% 65% False False 196
40 6,458.5 6,153.5 305.0 4.8% 39.5 0.6% 71% False False 546
60 6,458.5 6,077.0 381.5 6.0% 29.0 0.5% 77% False False 408
80 6,458.5 6,077.0 381.5 6.0% 22.5 0.4% 77% False False 351
100 6,458.5 5,996.5 462.0 7.3% 18.0 0.3% 81% False False 287
120 6,458.5 5,868.0 590.5 9.3% 15.0 0.2% 85% False False 239
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 6.0
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6,726.0
2.618 6,613.0
1.618 6,544.0
1.000 6,501.5
0.618 6,475.0
HIGH 6,432.5
0.618 6,406.0
0.500 6,398.0
0.382 6,390.0
LOW 6,363.5
0.618 6,321.0
1.000 6,294.5
1.618 6,252.0
2.618 6,183.0
4.250 6,070.0
Fisher Pivots for day following 21-Feb-2007
Pivot 1 day 3 day
R1 6,398.0 6,411.0
PP 6,389.0 6,397.5
S1 6,380.0 6,384.5

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

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