FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 26-Mar-2007
Day Change Summary
Previous Current
23-Mar-2007 26-Mar-2007 Change Change % Previous Week
Open 6,344.0 6,363.5 19.5 0.3% 6,192.5
High 6,376.5 6,379.5 3.0 0.0% 6,376.5
Low 6,319.0 6,294.5 -24.5 -0.4% 6,155.0
Close 6,362.0 6,319.5 -42.5 -0.7% 6,362.0
Range 57.5 85.0 27.5 47.8% 221.5
ATR 81.0 81.3 0.3 0.3% 0.0
Volume 81,924 87,770 5,846 7.1% 458,766
Daily Pivots for day following 26-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,586.0 6,538.0 6,366.0
R3 6,501.0 6,453.0 6,343.0
R2 6,416.0 6,416.0 6,335.0
R1 6,368.0 6,368.0 6,327.5 6,349.5
PP 6,331.0 6,331.0 6,331.0 6,322.0
S1 6,283.0 6,283.0 6,311.5 6,264.5
S2 6,246.0 6,246.0 6,304.0
S3 6,161.0 6,198.0 6,296.0
S4 6,076.0 6,113.0 6,273.0
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,962.5 6,883.5 6,484.0
R3 6,741.0 6,662.0 6,423.0
R2 6,519.5 6,519.5 6,402.5
R1 6,440.5 6,440.5 6,382.5 6,480.0
PP 6,298.0 6,298.0 6,298.0 6,317.5
S1 6,219.0 6,219.0 6,341.5 6,258.5
S2 6,076.5 6,076.5 6,321.5
S3 5,855.0 5,997.5 6,301.0
S4 5,633.5 5,776.0 6,240.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,379.5 6,172.0 207.5 3.3% 71.5 1.1% 71% True False 93,905
10 6,379.5 5,987.0 392.5 6.2% 76.0 1.2% 85% True False 115,336
20 6,420.0 5,981.5 438.5 6.9% 84.0 1.3% 77% False False 68,612
40 6,458.5 5,981.5 477.0 7.5% 60.5 1.0% 71% False False 34,431
60 6,458.5 5,981.5 477.0 7.5% 55.5 0.9% 71% False False 23,256
80 6,458.5 5,981.5 477.0 7.5% 43.5 0.7% 71% False False 17,470
100 6,458.5 5,981.5 477.0 7.5% 36.0 0.6% 71% False False 14,016
120 6,458.5 5,981.5 477.0 7.5% 30.0 0.5% 71% False False 11,685
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.0
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,741.0
2.618 6,602.0
1.618 6,517.0
1.000 6,464.5
0.618 6,432.0
HIGH 6,379.5
0.618 6,347.0
0.500 6,337.0
0.382 6,327.0
LOW 6,294.5
0.618 6,242.0
1.000 6,209.5
1.618 6,157.0
2.618 6,072.0
4.250 5,933.0
Fisher Pivots for day following 26-Mar-2007
Pivot 1 day 3 day
R1 6,337.0 6,337.0
PP 6,331.0 6,331.0
S1 6,325.5 6,325.5

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

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