FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 08-Mar-2007
Day Change Summary
Previous Current
07-Mar-2007 08-Mar-2007 Change Change % Previous Week
Open 6,142.5 6,200.5 58.0 0.9% 6,428.0
High 6,189.5 6,260.0 70.5 1.1% 6,448.0
Low 6,129.5 6,200.5 71.0 1.2% 6,030.0
Close 6,180.5 6,243.5 63.0 1.0% 6,116.5
Range 60.0 59.5 -0.5 -0.8% 418.0
ATR 75.0 75.3 0.3 0.4% 0.0
Volume 18,007 23,770 5,763 32.0% 17,317
Daily Pivots for day following 08-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,413.0 6,388.0 6,276.0
R3 6,353.5 6,328.5 6,260.0
R2 6,294.0 6,294.0 6,254.5
R1 6,269.0 6,269.0 6,249.0 6,281.5
PP 6,234.5 6,234.5 6,234.5 6,241.0
S1 6,209.5 6,209.5 6,238.0 6,222.0
S2 6,175.0 6,175.0 6,232.5
S3 6,115.5 6,150.0 6,227.0
S4 6,056.0 6,090.5 6,211.0
Weekly Pivots for week ending 02-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,452.0 7,202.5 6,346.5
R3 7,034.0 6,784.5 6,231.5
R2 6,616.0 6,616.0 6,193.0
R1 6,366.5 6,366.5 6,155.0 6,282.0
PP 6,198.0 6,198.0 6,198.0 6,156.0
S1 5,948.5 5,948.5 6,078.0 5,864.0
S2 5,780.0 5,780.0 6,040.0
S3 5,362.0 5,530.5 6,001.5
S4 4,944.0 5,112.5 5,886.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,260.0 5,981.5 278.5 4.5% 72.5 1.2% 94% True False 10,763
10 6,448.0 5,981.5 466.5 7.5% 87.0 1.4% 56% False False 7,062
20 6,458.5 5,981.5 477.0 7.6% 62.0 1.0% 55% False False 3,674
40 6,458.5 5,981.5 477.0 7.6% 52.0 0.8% 55% False False 1,929
60 6,458.5 5,981.5 477.0 7.6% 42.5 0.7% 55% False False 1,546
80 6,458.5 5,981.5 477.0 7.6% 33.5 0.5% 55% False False 1,235
100 6,458.5 5,981.5 477.0 7.6% 27.0 0.4% 55% False False 995
120 6,458.5 5,868.0 590.5 9.5% 22.5 0.4% 64% False False 829
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 20.6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,513.0
2.618 6,416.0
1.618 6,356.5
1.000 6,319.5
0.618 6,297.0
HIGH 6,260.0
0.618 6,237.5
0.500 6,230.0
0.382 6,223.0
LOW 6,200.5
0.618 6,163.5
1.000 6,141.0
1.618 6,104.0
2.618 6,044.5
4.250 5,947.5
Fisher Pivots for day following 08-Mar-2007
Pivot 1 day 3 day
R1 6,239.0 6,216.5
PP 6,234.5 6,189.0
S1 6,230.0 6,162.0

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

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