FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 06-Jun-2007
Day Change Summary
Previous Current
05-Jun-2007 06-Jun-2007 Change Change % Previous Week
Open 6,672.0 6,636.0 -36.0 -0.5% 6,602.0
High 6,684.0 6,643.5 -40.5 -0.6% 6,680.0
Low 6,586.5 6,516.5 -70.0 -1.1% 6,535.0
Close 6,645.0 6,536.0 -109.0 -1.6% 6,677.5
Range 97.5 127.0 29.5 30.3% 145.0
ATR 62.7 67.4 4.7 7.5% 0.0
Volume 44,733 98,336 53,603 119.8% 349,392
Daily Pivots for day following 06-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,946.5 6,868.0 6,606.0
R3 6,819.5 6,741.0 6,571.0
R2 6,692.5 6,692.5 6,559.5
R1 6,614.0 6,614.0 6,547.5 6,590.0
PP 6,565.5 6,565.5 6,565.5 6,553.0
S1 6,487.0 6,487.0 6,524.5 6,463.0
S2 6,438.5 6,438.5 6,512.5
S3 6,311.5 6,360.0 6,501.0
S4 6,184.5 6,233.0 6,466.0
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 6,516.5 167.5 2.6% 72.0 1.1% 12% False True 89,542
10 6,684.0 6,516.5 167.5 2.6% 63.5 1.0% 12% False True 84,743
20 6,684.0 6,460.0 224.0 3.4% 64.5 1.0% 34% False False 86,612
40 6,684.0 6,388.5 295.5 4.5% 62.0 1.0% 50% False False 81,775
60 6,684.0 5,987.0 697.0 10.7% 63.0 1.0% 79% False False 87,181
80 6,684.0 5,981.5 702.5 10.7% 63.0 1.0% 79% False False 66,654
100 6,684.0 5,981.5 702.5 10.7% 58.5 0.9% 79% False False 53,361
120 6,684.0 5,981.5 702.5 10.7% 53.0 0.8% 79% False False 44,597
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.6
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 7,183.0
2.618 6,976.0
1.618 6,849.0
1.000 6,770.5
0.618 6,722.0
HIGH 6,643.5
0.618 6,595.0
0.500 6,580.0
0.382 6,565.0
LOW 6,516.5
0.618 6,438.0
1.000 6,389.5
1.618 6,311.0
2.618 6,184.0
4.250 5,977.0
Fisher Pivots for day following 06-Jun-2007
Pivot 1 day 3 day
R1 6,580.0 6,600.0
PP 6,565.5 6,579.0
S1 6,550.5 6,557.5

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

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