FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 05-Jun-2007
Day Change Summary
Previous Current
04-Jun-2007 05-Jun-2007 Change Change % Previous Week
Open 6,654.0 6,672.0 18.0 0.3% 6,602.0
High 6,672.0 6,684.0 12.0 0.2% 6,680.0
Low 6,640.5 6,586.5 -54.0 -0.8% 6,535.0
Close 6,664.0 6,645.0 -19.0 -0.3% 6,677.5
Range 31.5 97.5 66.0 209.5% 145.0
ATR 60.0 62.7 2.7 4.5% 0.0
Volume 102,321 44,733 -57,588 -56.3% 349,392
Daily Pivots for day following 05-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,931.0 6,885.5 6,698.5
R3 6,833.5 6,788.0 6,672.0
R2 6,736.0 6,736.0 6,663.0
R1 6,690.5 6,690.5 6,654.0 6,664.5
PP 6,638.5 6,638.5 6,638.5 6,625.5
S1 6,593.0 6,593.0 6,636.0 6,567.0
S2 6,541.0 6,541.0 6,627.0
S3 6,443.5 6,495.5 6,618.0
S4 6,346.0 6,398.0 6,591.5
Weekly Pivots for week ending 01-Jun-2007
Classic Woodie Camarilla DeMark
R4 7,066.0 7,016.5 6,757.0
R3 6,921.0 6,871.5 6,717.5
R2 6,776.0 6,776.0 6,704.0
R1 6,726.5 6,726.5 6,691.0 6,751.0
PP 6,631.0 6,631.0 6,631.0 6,643.0
S1 6,581.5 6,581.5 6,664.0 6,606.0
S2 6,486.0 6,486.0 6,651.0
S3 6,341.0 6,436.5 6,637.5
S4 6,196.0 6,291.5 6,598.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,684.0 6,535.0 149.0 2.2% 63.5 1.0% 74% True False 84,125
10 6,684.0 6,535.0 149.0 2.2% 56.0 0.8% 74% True False 82,496
20 6,684.0 6,460.0 224.0 3.4% 61.5 0.9% 83% True False 86,813
40 6,684.0 6,388.5 295.5 4.4% 60.0 0.9% 87% True False 80,730
60 6,684.0 5,987.0 697.0 10.5% 61.5 0.9% 94% True False 86,010
80 6,684.0 5,981.5 702.5 10.6% 62.0 0.9% 94% True False 65,426
100 6,684.0 5,981.5 702.5 10.6% 58.0 0.9% 94% True False 52,378
120 6,684.0 5,981.5 702.5 10.6% 52.0 0.8% 94% True False 43,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.3
Widest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 7,098.5
2.618 6,939.5
1.618 6,842.0
1.000 6,781.5
0.618 6,744.5
HIGH 6,684.0
0.618 6,647.0
0.500 6,635.0
0.382 6,623.5
LOW 6,586.5
0.618 6,526.0
1.000 6,489.0
1.618 6,428.5
2.618 6,331.0
4.250 6,172.0
Fisher Pivots for day following 05-Jun-2007
Pivot 1 day 3 day
R1 6,642.0 6,642.0
PP 6,638.5 6,638.5
S1 6,635.0 6,635.0

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

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