FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 01-Mar-2007
Day Change Summary
Previous Current
28-Feb-2007 01-Mar-2007 Change Change % Previous Week
Open 6,208.0 6,155.5 -52.5 -0.8% 6,439.0
High 6,238.5 6,221.0 -17.5 -0.3% 6,458.5
Low 6,147.0 6,030.0 -117.0 -1.9% 6,362.5
Close 6,180.5 6,124.0 -56.5 -0.9% 6,400.5
Range 91.5 191.0 99.5 108.7% 96.0
ATR 62.2 71.4 9.2 14.8% 0.0
Volume 791 1,228 437 55.2% 2,144
Daily Pivots for day following 01-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,698.0 6,602.0 6,229.0
R3 6,507.0 6,411.0 6,176.5
R2 6,316.0 6,316.0 6,159.0
R1 6,220.0 6,220.0 6,141.5 6,172.5
PP 6,125.0 6,125.0 6,125.0 6,101.0
S1 6,029.0 6,029.0 6,106.5 5,981.5
S2 5,934.0 5,934.0 6,089.0
S3 5,743.0 5,838.0 6,071.5
S4 5,552.0 5,647.0 6,019.0
Weekly Pivots for week ending 23-Feb-2007
Classic Woodie Camarilla DeMark
R4 6,695.0 6,644.0 6,453.5
R3 6,599.0 6,548.0 6,427.0
R2 6,503.0 6,503.0 6,418.0
R1 6,452.0 6,452.0 6,409.5 6,429.5
PP 6,407.0 6,407.0 6,407.0 6,396.0
S1 6,356.0 6,356.0 6,391.5 6,333.5
S2 6,311.0 6,311.0 6,383.0
S3 6,215.0 6,260.0 6,374.0
S4 6,119.0 6,164.0 6,347.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,448.0 6,030.0 418.0 6.8% 101.5 1.7% 22% False True 3,361
10 6,458.5 6,030.0 428.5 7.0% 72.0 1.2% 22% False True 1,889
20 6,458.5 6,030.0 428.5 7.0% 52.0 0.8% 22% False True 1,017
40 6,458.5 6,030.0 428.5 7.0% 50.5 0.8% 22% False True 623
60 6,458.5 6,030.0 428.5 7.0% 37.0 0.6% 22% False True 668
80 6,458.5 6,030.0 428.5 7.0% 29.0 0.5% 22% False True 563
100 6,458.5 6,030.0 428.5 7.0% 23.5 0.4% 22% False True 457
120 6,458.5 5,868.0 590.5 9.6% 19.5 0.3% 43% False False 381
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 13.7
Widest range in 181 trading days
Fibonacci Retracements and Extensions
4.250 7,033.0
2.618 6,721.0
1.618 6,530.0
1.000 6,412.0
0.618 6,339.0
HIGH 6,221.0
0.618 6,148.0
0.500 6,125.5
0.382 6,103.0
LOW 6,030.0
0.618 5,912.0
1.000 5,839.0
1.618 5,721.0
2.618 5,530.0
4.250 5,218.0
Fisher Pivots for day following 01-Mar-2007
Pivot 1 day 3 day
R1 6,125.5 6,225.0
PP 6,125.0 6,191.5
S1 6,124.5 6,157.5

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

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