FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 04-Apr-2007
Day Change Summary
Previous Current
03-Apr-2007 04-Apr-2007 Change Change % Previous Week
Open 6,369.0 6,400.5 31.5 0.5% 6,363.5
High 6,394.5 6,401.0 6.5 0.1% 6,379.5
Low 6,350.0 6,363.0 13.0 0.2% 6,270.0
Close 6,372.0 6,386.0 14.0 0.2% 6,326.0
Range 44.5 38.0 -6.5 -14.6% 109.5
ATR 73.0 70.5 -2.5 -3.4% 0.0
Volume 81,807 59,317 -22,490 -27.5% 438,702
Daily Pivots for day following 04-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,497.5 6,479.5 6,407.0
R3 6,459.5 6,441.5 6,396.5
R2 6,421.5 6,421.5 6,393.0
R1 6,403.5 6,403.5 6,389.5 6,393.5
PP 6,383.5 6,383.5 6,383.5 6,378.0
S1 6,365.5 6,365.5 6,382.5 6,355.5
S2 6,345.5 6,345.5 6,379.0
S3 6,307.5 6,327.5 6,375.5
S4 6,269.5 6,289.5 6,365.0
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,653.5 6,599.5 6,386.0
R3 6,544.0 6,490.0 6,356.0
R2 6,434.5 6,434.5 6,346.0
R1 6,380.5 6,380.5 6,336.0 6,353.0
PP 6,325.0 6,325.0 6,325.0 6,311.5
S1 6,271.0 6,271.0 6,316.0 6,243.0
S2 6,215.5 6,215.5 6,306.0
S3 6,106.0 6,161.5 6,296.0
S4 5,996.5 6,052.0 6,266.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,401.0 6,303.0 98.0 1.5% 47.5 0.7% 85% True False 80,804
10 6,401.0 6,270.0 131.0 2.1% 55.0 0.9% 89% True False 85,636
20 6,401.0 5,987.0 414.0 6.5% 65.0 1.0% 96% True False 94,867
40 6,458.5 5,981.5 477.0 7.5% 62.5 1.0% 85% False False 48,679
60 6,458.5 5,981.5 477.0 7.5% 57.0 0.9% 85% False False 32,519
80 6,458.5 5,981.5 477.0 7.5% 47.5 0.7% 85% False False 24,579
100 6,458.5 5,981.5 477.0 7.5% 39.0 0.6% 85% False False 19,724
120 6,458.5 5,981.5 477.0 7.5% 33.0 0.5% 85% False False 16,443
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.0
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 6,562.5
2.618 6,500.5
1.618 6,462.5
1.000 6,439.0
0.618 6,424.5
HIGH 6,401.0
0.618 6,386.5
0.500 6,382.0
0.382 6,377.5
LOW 6,363.0
0.618 6,339.5
1.000 6,325.0
1.618 6,301.5
2.618 6,263.5
4.250 6,201.5
Fisher Pivots for day following 04-Apr-2007
Pivot 1 day 3 day
R1 6,384.5 6,376.0
PP 6,383.5 6,366.0
S1 6,382.0 6,356.0

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

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