FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 23-May-2007
Day Change Summary
Previous Current
22-May-2007 23-May-2007 Change Change % Previous Week
Open 6,648.0 6,618.0 -30.0 -0.5% 6,600.0
High 6,652.0 6,648.0 -4.0 -0.1% 6,667.5
Low 6,601.5 6,614.5 13.0 0.2% 6,539.5
Close 6,617.0 6,624.5 7.5 0.1% 6,647.5
Range 50.5 33.5 -17.0 -33.7% 128.0
ATR 64.6 62.4 -2.2 -3.4% 0.0
Volume 75,859 81,979 6,120 8.1% 431,685
Daily Pivots for day following 23-May-2007
Classic Woodie Camarilla DeMark
R4 6,729.5 6,710.5 6,643.0
R3 6,696.0 6,677.0 6,633.5
R2 6,662.5 6,662.5 6,630.5
R1 6,643.5 6,643.5 6,627.5 6,653.0
PP 6,629.0 6,629.0 6,629.0 6,634.0
S1 6,610.0 6,610.0 6,621.5 6,619.5
S2 6,595.5 6,595.5 6,618.5
S3 6,562.0 6,576.5 6,615.5
S4 6,528.5 6,543.0 6,606.0
Weekly Pivots for week ending 18-May-2007
Classic Woodie Camarilla DeMark
R4 7,002.0 6,953.0 6,718.0
R3 6,874.0 6,825.0 6,682.5
R2 6,746.0 6,746.0 6,671.0
R1 6,697.0 6,697.0 6,659.0 6,721.5
PP 6,618.0 6,618.0 6,618.0 6,630.5
S1 6,569.0 6,569.0 6,636.0 6,593.5
S2 6,490.0 6,490.0 6,624.0
S3 6,362.0 6,441.0 6,612.5
S4 6,234.0 6,313.0 6,577.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,683.5 6,563.5 120.0 1.8% 53.5 0.8% 51% False False 78,052
10 6,683.5 6,460.0 223.5 3.4% 62.5 0.9% 74% False False 87,120
20 6,683.5 6,410.0 273.5 4.1% 64.5 1.0% 78% False False 78,749
40 6,683.5 6,270.0 413.5 6.2% 58.5 0.9% 86% False False 79,770
60 6,683.5 5,981.5 702.0 10.6% 67.0 1.0% 92% False False 76,051
80 6,683.5 5,981.5 702.0 10.6% 59.5 0.9% 92% False False 57,100
100 6,683.5 5,981.5 702.0 10.6% 57.0 0.9% 92% False False 45,861
120 6,683.5 5,981.5 702.0 10.6% 48.5 0.7% 92% False False 38,237
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 12.9
Narrowest range in 60 trading days
Fibonacci Retracements and Extensions
4.250 6,790.5
2.618 6,735.5
1.618 6,702.0
1.000 6,681.5
0.618 6,668.5
HIGH 6,648.0
0.618 6,635.0
0.500 6,631.0
0.382 6,627.5
LOW 6,614.5
0.618 6,594.0
1.000 6,581.0
1.618 6,560.5
2.618 6,527.0
4.250 6,472.0
Fisher Pivots for day following 23-May-2007
Pivot 1 day 3 day
R1 6,631.0 6,642.5
PP 6,629.0 6,636.5
S1 6,627.0 6,630.5

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

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