FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 29-May-2007
Day Change Summary
Previous Current
25-May-2007 29-May-2007 Change Change % Previous Week
Open 6,550.0 6,602.0 52.0 0.8% 6,666.0
High 6,583.5 6,618.0 34.5 0.5% 6,683.5
Low 6,536.0 6,573.0 37.0 0.6% 6,536.0
Close 6,567.5 6,597.0 29.5 0.4% 6,567.5
Range 47.5 45.0 -2.5 -5.3% 147.5
ATR 61.4 60.7 -0.8 -1.3% 0.0
Volume 94,932 75,819 -19,113 -20.1% 425,875
Daily Pivots for day following 29-May-2007
Classic Woodie Camarilla DeMark
R4 6,731.0 6,709.0 6,622.0
R3 6,686.0 6,664.0 6,609.5
R2 6,641.0 6,641.0 6,605.0
R1 6,619.0 6,619.0 6,601.0 6,607.5
PP 6,596.0 6,596.0 6,596.0 6,590.0
S1 6,574.0 6,574.0 6,593.0 6,562.5
S2 6,551.0 6,551.0 6,589.0
S3 6,506.0 6,529.0 6,584.5
S4 6,461.0 6,484.0 6,572.0
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 7,038.0 6,950.5 6,648.5
R3 6,890.5 6,803.0 6,608.0
R2 6,743.0 6,743.0 6,594.5
R1 6,655.5 6,655.5 6,581.0 6,625.5
PP 6,595.5 6,595.5 6,595.5 6,581.0
S1 6,508.0 6,508.0 6,554.0 6,478.0
S2 6,448.0 6,448.0 6,540.5
S3 6,300.5 6,360.5 6,527.0
S4 6,153.0 6,213.0 6,486.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,652.0 6,536.0 116.0 1.8% 48.0 0.7% 53% False False 80,867
10 6,683.5 6,536.0 147.5 2.2% 51.5 0.8% 41% False False 81,601
20 6,683.5 6,410.0 273.5 4.1% 62.0 0.9% 68% False False 77,961
40 6,683.5 6,307.0 376.5 5.7% 58.0 0.9% 77% False False 79,678
60 6,683.5 5,981.5 702.0 10.6% 62.5 0.9% 88% False False 79,897
80 6,683.5 5,981.5 702.0 10.6% 60.0 0.9% 88% False False 60,177
100 6,683.5 5,981.5 702.0 10.6% 58.0 0.9% 88% False False 48,187
120 6,683.5 5,981.5 702.0 10.6% 50.0 0.8% 88% False False 40,283
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 12.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,809.0
2.618 6,736.0
1.618 6,691.0
1.000 6,663.0
0.618 6,646.0
HIGH 6,618.0
0.618 6,601.0
0.500 6,595.5
0.382 6,590.0
LOW 6,573.0
0.618 6,545.0
1.000 6,528.0
1.618 6,500.0
2.618 6,455.0
4.250 6,382.0
Fisher Pivots for day following 29-May-2007
Pivot 1 day 3 day
R1 6,596.5 6,591.5
PP 6,596.0 6,586.0
S1 6,595.5 6,580.5

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

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