FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 15-May-2007
Day Change Summary
Previous Current
14-May-2007 15-May-2007 Change Change % Previous Week
Open 6,600.0 6,550.0 -50.0 -0.8% 6,550.0
High 6,600.5 6,589.0 -11.5 -0.2% 6,622.5
Low 6,539.5 6,541.0 1.5 0.0% 6,460.0
Close 6,563.5 6,565.0 1.5 0.0% 6,578.0
Range 61.0 48.0 -13.0 -21.3% 162.5
ATR 70.2 68.6 -1.6 -2.3% 0.0
Volume 117,361 70,639 -46,722 -39.8% 382,267
Daily Pivots for day following 15-May-2007
Classic Woodie Camarilla DeMark
R4 6,709.0 6,685.0 6,591.5
R3 6,661.0 6,637.0 6,578.0
R2 6,613.0 6,613.0 6,574.0
R1 6,589.0 6,589.0 6,569.5 6,601.0
PP 6,565.0 6,565.0 6,565.0 6,571.0
S1 6,541.0 6,541.0 6,560.5 6,553.0
S2 6,517.0 6,517.0 6,556.0
S3 6,469.0 6,493.0 6,552.0
S4 6,421.0 6,445.0 6,538.5
Weekly Pivots for week ending 11-May-2007
Classic Woodie Camarilla DeMark
R4 7,041.0 6,972.0 6,667.5
R3 6,878.5 6,809.5 6,622.5
R2 6,716.0 6,716.0 6,608.0
R1 6,647.0 6,647.0 6,593.0 6,681.5
PP 6,553.5 6,553.5 6,553.5 6,571.0
S1 6,484.5 6,484.5 6,563.0 6,519.0
S2 6,391.0 6,391.0 6,548.0
S3 6,228.5 6,322.0 6,533.5
S4 6,066.0 6,159.5 6,488.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,603.0 6,460.0 143.0 2.2% 75.5 1.2% 73% False False 93,580
10 6,622.5 6,451.0 171.5 2.6% 69.5 1.1% 66% False False 81,385
20 6,622.5 6,397.5 225.0 3.4% 66.0 1.0% 74% False False 82,594
40 6,622.5 6,155.0 467.5 7.1% 61.5 0.9% 88% False False 80,961
60 6,622.5 5,981.5 641.0 9.8% 66.0 1.0% 91% False False 67,787
80 6,622.5 5,981.5 641.0 9.8% 59.5 0.9% 91% False False 50,888
100 6,622.5 5,981.5 641.0 9.8% 54.5 0.8% 91% False False 40,873
120 6,622.5 5,981.5 641.0 9.8% 46.5 0.7% 91% False False 34,108
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.3
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,793.0
2.618 6,714.5
1.618 6,666.5
1.000 6,637.0
0.618 6,618.5
HIGH 6,589.0
0.618 6,570.5
0.500 6,565.0
0.382 6,559.5
LOW 6,541.0
0.618 6,511.5
1.000 6,493.0
1.618 6,463.5
2.618 6,415.5
4.250 6,337.0
Fisher Pivots for day following 15-May-2007
Pivot 1 day 3 day
R1 6,565.0 6,553.5
PP 6,565.0 6,542.0
S1 6,565.0 6,530.0

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

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