FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 12-Mar-2007
Day Change Summary
Previous Current
09-Mar-2007 12-Mar-2007 Change Change % Previous Week
Open 6,303.5 6,325.0 21.5 0.3% 6,107.0
High 6,303.5 6,325.0 21.5 0.3% 6,303.5
Low 6,303.5 6,285.0 -18.5 -0.3% 6,107.0
Close 6,303.5 6,289.0 -14.5 -0.2% 6,303.5
Range 0.0 40.0 40.0 196.5
ATR 43.5 43.2 -0.2 -0.6% 0.0
Volume 60 66 6 10.0% 945
Daily Pivots for day following 12-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,419.5 6,394.5 6,311.0
R3 6,379.5 6,354.5 6,300.0
R2 6,339.5 6,339.5 6,296.5
R1 6,314.5 6,314.5 6,292.5 6,307.0
PP 6,299.5 6,299.5 6,299.5 6,296.0
S1 6,274.5 6,274.5 6,285.5 6,267.0
S2 6,259.5 6,259.5 6,281.5
S3 6,219.5 6,234.5 6,278.0
S4 6,179.5 6,194.5 6,267.0
Weekly Pivots for week ending 09-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,827.5 6,762.0 6,411.5
R3 6,631.0 6,565.5 6,357.5
R2 6,434.5 6,434.5 6,339.5
R1 6,369.0 6,369.0 6,321.5 6,402.0
PP 6,238.0 6,238.0 6,238.0 6,254.5
S1 6,172.5 6,172.5 6,285.5 6,205.0
S2 6,041.5 6,041.5 6,267.5
S3 5,845.0 5,976.0 6,249.5
S4 5,648.5 5,779.5 6,195.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,325.0 6,168.0 157.0 2.5% 11.0 0.2% 77% True False 192
10 6,401.5 6,107.0 294.5 4.7% 23.5 0.4% 62% False False 234
20 6,486.5 6,107.0 379.5 6.0% 12.0 0.2% 48% False False 117
40 6,486.5 6,107.0 379.5 6.0% 10.0 0.2% 48% False False 113
60 6,486.5 6,107.0 379.5 6.0% 9.5 0.1% 48% False False 76
80 6,486.5 6,107.0 379.5 6.0% 7.0 0.1% 48% False False 57
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 2.6
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,495.0
2.618 6,429.5
1.618 6,389.5
1.000 6,365.0
0.618 6,349.5
HIGH 6,325.0
0.618 6,309.5
0.500 6,305.0
0.382 6,300.5
LOW 6,285.0
0.618 6,260.5
1.000 6,245.0
1.618 6,220.5
2.618 6,180.5
4.250 6,115.0
Fisher Pivots for day following 12-Mar-2007
Pivot 1 day 3 day
R1 6,305.0 6,288.0
PP 6,299.5 6,287.0
S1 6,294.5 6,286.0

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

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