FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 19-Mar-2007
Day Change Summary
Previous Current
16-Mar-2007 19-Mar-2007 Change Change % Previous Week
Open 6,136.5 6,192.5 56.0 0.9% 6,289.5
High 6,162.0 6,219.0 57.0 0.9% 6,297.5
Low 6,107.0 6,155.0 48.0 0.8% 5,987.0
Close 6,145.0 6,202.5 57.5 0.9% 6,145.0
Range 55.0 64.0 9.0 16.4% 310.5
ATR 84.2 83.4 -0.7 -0.9% 0.0
Volume 127,799 77,011 -50,788 -39.7% 728,068
Daily Pivots for day following 19-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,384.0 6,357.5 6,237.5
R3 6,320.0 6,293.5 6,220.0
R2 6,256.0 6,256.0 6,214.0
R1 6,229.5 6,229.5 6,208.5 6,243.0
PP 6,192.0 6,192.0 6,192.0 6,199.0
S1 6,165.5 6,165.5 6,196.5 6,179.0
S2 6,128.0 6,128.0 6,191.0
S3 6,064.0 6,101.5 6,185.0
S4 6,000.0 6,037.5 6,167.5
Weekly Pivots for week ending 16-Mar-2007
Classic Woodie Camarilla DeMark
R4 7,074.5 6,920.5 6,316.0
R3 6,764.0 6,610.0 6,230.5
R2 6,453.5 6,453.5 6,202.0
R1 6,299.5 6,299.5 6,173.5 6,221.0
PP 6,143.0 6,143.0 6,143.0 6,104.0
S1 5,989.0 5,989.0 6,116.5 5,911.0
S2 5,832.5 5,832.5 6,088.0
S3 5,522.0 5,678.5 6,059.5
S4 5,211.5 5,368.0 5,974.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,256.0 5,987.0 269.0 4.3% 81.0 1.3% 80% False False 136,768
10 6,297.5 5,987.0 310.5 5.0% 72.5 1.2% 69% False False 88,370
20 6,450.0 5,981.5 468.5 7.6% 78.0 1.3% 47% False False 45,285
40 6,458.5 5,981.5 477.0 7.7% 57.5 0.9% 46% False False 22,727
60 6,458.5 5,981.5 477.0 7.7% 51.0 0.8% 46% False False 15,432
80 6,458.5 5,981.5 477.0 7.7% 40.0 0.6% 46% False False 11,606
100 6,458.5 5,981.5 477.0 7.7% 32.5 0.5% 46% False False 9,321
120 6,458.5 5,981.5 477.0 7.7% 27.0 0.4% 46% False False 7,773
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 16.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,491.0
2.618 6,386.5
1.618 6,322.5
1.000 6,283.0
0.618 6,258.5
HIGH 6,219.0
0.618 6,194.5
0.500 6,187.0
0.382 6,179.5
LOW 6,155.0
0.618 6,115.5
1.000 6,091.0
1.618 6,051.5
2.618 5,987.5
4.250 5,883.0
Fisher Pivots for day following 19-Mar-2007
Pivot 1 day 3 day
R1 6,197.5 6,185.5
PP 6,192.0 6,168.5
S1 6,187.0 6,151.0

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

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