FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 08-Jun-2007
Day Change Summary
Previous Current
07-Jun-2007 08-Jun-2007 Change Change % Previous Week
Open 6,574.0 6,481.0 -93.0 -1.4% 6,654.0
High 6,575.5 6,526.0 -49.5 -0.8% 6,684.0
Low 6,480.5 6,455.0 -25.5 -0.4% 6,455.0
Close 6,507.5 6,500.5 -7.0 -0.1% 6,500.5
Range 95.0 71.0 -24.0 -25.3% 229.0
ATR 69.3 69.5 0.1 0.2% 0.0
Volume 159,409 166,522 7,113 4.5% 571,321
Daily Pivots for day following 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,707.0 6,674.5 6,539.5
R3 6,636.0 6,603.5 6,520.0
R2 6,565.0 6,565.0 6,513.5
R1 6,532.5 6,532.5 6,507.0 6,549.0
PP 6,494.0 6,494.0 6,494.0 6,502.0
S1 6,461.5 6,461.5 6,494.0 6,478.0
S2 6,423.0 6,423.0 6,487.5
S3 6,352.0 6,390.5 6,481.0
S4 6,281.0 6,319.5 6,461.5
Weekly Pivots for week ending 08-Jun-2007
Classic Woodie Camarilla DeMark
R4 7,233.5 7,096.0 6,626.5
R3 7,004.5 6,867.0 6,563.5
R2 6,775.5 6,775.5 6,542.5
R1 6,638.0 6,638.0 6,521.5 6,592.0
PP 6,546.5 6,546.5 6,546.5 6,523.5
S1 6,409.0 6,409.0 6,479.5 6,363.0
S2 6,317.5 6,317.5 6,458.5
S3 6,088.5 6,180.0 6,437.5
S4 5,859.5 5,951.0 6,374.5
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 6,455.0 229.0 3.5% 84.5 1.3% 20% False True 114,264
10 6,684.0 6,455.0 229.0 3.5% 70.5 1.1% 20% False True 101,564
20 6,684.0 6,455.0 229.0 3.5% 66.0 1.0% 20% False True 93,856
40 6,684.0 6,397.5 286.5 4.4% 63.5 1.0% 36% False False 86,253
60 6,684.0 5,987.0 697.0 10.7% 63.0 1.0% 74% False False 87,673
80 6,684.0 5,981.5 702.5 10.8% 64.5 1.0% 74% False False 70,723
100 6,684.0 5,981.5 702.5 10.8% 59.5 0.9% 74% False False 56,616
120 6,684.0 5,981.5 702.5 10.8% 54.5 0.8% 74% False False 47,314
Crabel Price Patterns
NR True
NR4 True
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 11.9
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,828.0
2.618 6,712.0
1.618 6,641.0
1.000 6,597.0
0.618 6,570.0
HIGH 6,526.0
0.618 6,499.0
0.500 6,490.5
0.382 6,482.0
LOW 6,455.0
0.618 6,411.0
1.000 6,384.0
1.618 6,340.0
2.618 6,269.0
4.250 6,153.0
Fisher Pivots for day following 08-Jun-2007
Pivot 1 day 3 day
R1 6,497.0 6,549.0
PP 6,494.0 6,533.0
S1 6,490.5 6,517.0

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

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