FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 27-Mar-2007
Day Change Summary
Previous Current
26-Mar-2007 27-Mar-2007 Change Change % Previous Week
Open 6,400.5 6,386.5 -14.0 -0.2% 6,217.5
High 6,407.0 6,386.5 -20.5 -0.3% 6,409.5
Low 6,356.5 6,342.5 -14.0 -0.2% 6,189.5
Close 6,355.5 6,346.0 -9.5 -0.1% 6,398.0
Range 50.5 44.0 -6.5 -12.9% 220.0
ATR 56.1 55.2 -0.9 -1.5% 0.0
Volume 697 288 -409 -58.7% 1,860
Daily Pivots for day following 27-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,490.5 6,462.0 6,370.0
R3 6,446.5 6,418.0 6,358.0
R2 6,402.5 6,402.5 6,354.0
R1 6,374.0 6,374.0 6,350.0 6,366.0
PP 6,358.5 6,358.5 6,358.5 6,354.5
S1 6,330.0 6,330.0 6,342.0 6,322.0
S2 6,314.5 6,314.5 6,338.0
S3 6,270.5 6,286.0 6,334.0
S4 6,226.5 6,242.0 6,322.0
Weekly Pivots for week ending 23-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,992.5 6,915.0 6,519.0
R3 6,772.5 6,695.0 6,458.5
R2 6,552.5 6,552.5 6,438.5
R1 6,475.0 6,475.0 6,418.0 6,514.0
PP 6,332.5 6,332.5 6,332.5 6,351.5
S1 6,255.0 6,255.0 6,378.0 6,294.0
S2 6,112.5 6,112.5 6,357.5
S3 5,892.5 6,035.0 6,337.5
S4 5,672.5 5,815.0 6,277.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,409.5 6,286.5 123.0 1.9% 47.0 0.7% 48% False False 516
10 6,409.5 6,062.5 347.0 5.5% 49.0 0.8% 82% False False 310
20 6,409.5 6,062.5 347.0 5.5% 35.0 0.6% 82% False False 209
40 6,486.5 6,062.5 424.0 6.7% 18.5 0.3% 67% False False 136
60 6,486.5 6,062.5 424.0 6.7% 17.0 0.3% 67% False False 128
80 6,486.5 6,062.5 424.0 6.7% 13.0 0.2% 67% False False 96
100 6,486.5 6,062.5 424.0 6.7% 10.5 0.2% 67% False False 77
Crabel Price Patterns
NR True
NR4 False
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 6.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,573.5
2.618 6,501.5
1.618 6,457.5
1.000 6,430.5
0.618 6,413.5
HIGH 6,386.5
0.618 6,369.5
0.500 6,364.5
0.382 6,359.5
LOW 6,342.5
0.618 6,315.5
1.000 6,298.5
1.618 6,271.5
2.618 6,227.5
4.250 6,155.5
Fisher Pivots for day following 27-Mar-2007
Pivot 1 day 3 day
R1 6,364.5 6,376.0
PP 6,358.5 6,366.0
S1 6,352.0 6,356.0

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

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