FTSE 100 Index Future June 2007


Trading Metrics calculated at close of trading on 15-Jun-2007
Day Change Summary
Previous Current
14-Jun-2007 15-Jun-2007 Change Change % Previous Week
Open 6,600.0 6,667.5 67.5 1.0% 6,521.0
High 6,658.5 6,705.0 46.5 0.7% 6,705.0
Low 6,591.5 6,661.5 70.0 1.1% 6,485.5
Close 6,645.5 6,699.0 53.5 0.8% 6,699.0
Range 67.0 43.5 -23.5 -35.1% 219.5
ATR 74.4 73.4 -1.1 -1.4% 0.0
Volume 281,758 192,746 -89,012 -31.6% 1,141,981
Daily Pivots for day following 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 6,819.0 6,802.5 6,723.0
R3 6,775.5 6,759.0 6,711.0
R2 6,732.0 6,732.0 6,707.0
R1 6,715.5 6,715.5 6,703.0 6,724.0
PP 6,688.5 6,688.5 6,688.5 6,692.5
S1 6,672.0 6,672.0 6,695.0 6,680.0
S2 6,645.0 6,645.0 6,691.0
S3 6,601.5 6,628.5 6,687.0
S4 6,558.0 6,585.0 6,675.0
Weekly Pivots for week ending 15-Jun-2007
Classic Woodie Camarilla DeMark
R4 7,288.5 7,213.0 6,819.5
R3 7,069.0 6,993.5 6,759.5
R2 6,849.5 6,849.5 6,739.0
R1 6,774.0 6,774.0 6,719.0 6,812.0
PP 6,630.0 6,630.0 6,630.0 6,648.5
S1 6,554.5 6,554.5 6,679.0 6,592.0
S2 6,410.5 6,410.5 6,659.0
S3 6,191.0 6,335.0 6,638.5
S4 5,971.5 6,115.5 6,578.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,705.0 6,485.5 219.5 3.3% 69.0 1.0% 97% True False 228,396
10 6,705.0 6,455.0 250.0 3.7% 76.5 1.1% 98% True False 171,330
20 6,705.0 6,455.0 250.0 3.7% 67.0 1.0% 98% True False 127,660
40 6,705.0 6,410.0 295.0 4.4% 65.5 1.0% 98% True False 104,627
60 6,705.0 6,225.0 480.0 7.2% 62.5 0.9% 99% True False 96,895
80 6,705.0 5,981.5 723.5 10.8% 66.5 1.0% 99% True False 84,991
100 6,705.0 5,981.5 723.5 10.8% 61.0 0.9% 99% True False 68,027
120 6,705.0 5,981.5 723.5 10.8% 57.0 0.9% 99% True False 56,830
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 12.9
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,890.0
2.618 6,819.0
1.618 6,775.5
1.000 6,748.5
0.618 6,732.0
HIGH 6,705.0
0.618 6,688.5
0.500 6,683.0
0.382 6,678.0
LOW 6,661.5
0.618 6,634.5
1.000 6,618.0
1.618 6,591.0
2.618 6,547.5
4.250 6,476.5
Fisher Pivots for day following 15-Jun-2007
Pivot 1 day 3 day
R1 6,694.0 6,664.5
PP 6,688.5 6,630.0
S1 6,683.0 6,595.0

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

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