FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 26-Apr-2007
Day Change Summary
Previous Current
25-Apr-2007 26-Apr-2007 Change Change % Previous Week
Open 6,468.0 6,507.0 39.0 0.6% 6,496.0
High 6,492.5 6,524.0 31.5 0.5% 6,534.5
Low 6,450.5 6,454.5 4.0 0.1% 6,397.5
Close 6,473.0 6,476.0 3.0 0.0% 6,492.5
Range 42.0 69.5 27.5 65.5% 137.0
ATR 63.9 64.3 0.4 0.6% 0.0
Volume 109,594 88,992 -20,602 -18.8% 461,139
Daily Pivots for day following 26-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,693.5 6,654.0 6,514.0
R3 6,624.0 6,584.5 6,495.0
R2 6,554.5 6,554.5 6,488.5
R1 6,515.0 6,515.0 6,482.5 6,500.0
PP 6,485.0 6,485.0 6,485.0 6,477.0
S1 6,445.5 6,445.5 6,469.5 6,430.5
S2 6,415.5 6,415.5 6,463.5
S3 6,346.0 6,376.0 6,457.0
S4 6,276.5 6,306.5 6,438.0
Weekly Pivots for week ending 20-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,886.0 6,826.0 6,568.0
R3 6,749.0 6,689.0 6,530.0
R2 6,612.0 6,612.0 6,517.5
R1 6,552.0 6,552.0 6,505.0 6,513.5
PP 6,475.0 6,475.0 6,475.0 6,455.5
S1 6,415.0 6,415.0 6,480.0 6,376.5
S2 6,338.0 6,338.0 6,467.5
S3 6,201.0 6,278.0 6,455.0
S4 6,064.0 6,141.0 6,417.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,524.0 6,417.5 106.5 1.6% 57.0 0.9% 55% True False 93,146
10 6,534.5 6,397.5 137.0 2.1% 56.0 0.9% 57% False False 87,272
20 6,534.5 6,270.0 264.5 4.1% 53.5 0.8% 78% False False 81,653
40 6,534.5 5,981.5 553.0 8.5% 66.5 1.0% 89% False False 76,583
60 6,534.5 5,981.5 553.0 8.5% 58.5 0.9% 89% False False 51,363
80 6,534.5 5,981.5 553.0 8.5% 55.5 0.9% 89% False False 38,751
100 6,534.5 5,981.5 553.0 8.5% 46.0 0.7% 89% False False 31,024
120 6,534.5 5,981.5 553.0 8.5% 39.5 0.6% 89% False False 25,886
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 9.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,819.5
2.618 6,706.0
1.618 6,636.5
1.000 6,593.5
0.618 6,567.0
HIGH 6,524.0
0.618 6,497.5
0.500 6,489.0
0.382 6,481.0
LOW 6,454.5
0.618 6,411.5
1.000 6,385.0
1.618 6,342.0
2.618 6,272.5
4.250 6,159.0
Fisher Pivots for day following 26-Apr-2007
Pivot 1 day 3 day
R1 6,489.0 6,474.0
PP 6,485.0 6,472.5
S1 6,480.5 6,471.0

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

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