FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 02-Apr-2007
Day Change Summary
Previous Current
30-Mar-2007 02-Apr-2007 Change Change % Previous Week
Open 6,364.5 6,386.0 21.5 0.3% 6,400.5
High 6,379.0 6,396.0 17.0 0.3% 6,407.0
Low 6,351.5 6,348.0 -3.5 -0.1% 6,321.5
Close 6,362.0 6,365.5 3.5 0.1% 6,362.0
Range 27.5 48.0 20.5 74.5% 85.5
ATR 53.5 53.1 -0.4 -0.7% 0.0
Volume 574 264 -310 -54.0% 2,268
Daily Pivots for day following 02-Apr-2007
Classic Woodie Camarilla DeMark
R4 6,514.0 6,487.5 6,392.0
R3 6,466.0 6,439.5 6,378.5
R2 6,418.0 6,418.0 6,374.5
R1 6,391.5 6,391.5 6,370.0 6,381.0
PP 6,370.0 6,370.0 6,370.0 6,364.5
S1 6,343.5 6,343.5 6,361.0 6,333.0
S2 6,322.0 6,322.0 6,356.5
S3 6,274.0 6,295.5 6,352.5
S4 6,226.0 6,247.5 6,339.0
Weekly Pivots for week ending 30-Mar-2007
Classic Woodie Camarilla DeMark
R4 6,620.0 6,576.5 6,409.0
R3 6,534.5 6,491.0 6,385.5
R2 6,449.0 6,449.0 6,377.5
R1 6,405.5 6,405.5 6,370.0 6,384.5
PP 6,363.5 6,363.5 6,363.5 6,353.0
S1 6,320.0 6,320.0 6,354.0 6,299.0
S2 6,278.0 6,278.0 6,346.5
S3 6,192.5 6,234.5 6,338.5
S4 6,107.0 6,149.0 6,315.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,396.0 6,321.5 74.5 1.2% 37.5 0.6% 59% True False 367
10 6,409.5 6,214.0 195.5 3.1% 43.0 0.7% 77% False False 428
20 6,409.5 6,062.5 347.0 5.5% 35.0 0.5% 87% False False 280
40 6,486.5 6,062.5 424.0 6.7% 22.5 0.3% 71% False False 175
60 6,486.5 6,062.5 424.0 6.7% 19.5 0.3% 71% False False 153
80 6,486.5 6,062.5 424.0 6.7% 15.0 0.2% 71% False False 115
100 6,486.5 6,062.5 424.0 6.7% 12.0 0.2% 71% False False 92
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 5.5
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,600.0
2.618 6,521.5
1.618 6,473.5
1.000 6,444.0
0.618 6,425.5
HIGH 6,396.0
0.618 6,377.5
0.500 6,372.0
0.382 6,366.5
LOW 6,348.0
0.618 6,318.5
1.000 6,300.0
1.618 6,270.5
2.618 6,222.5
4.250 6,144.0
Fisher Pivots for day following 02-Apr-2007
Pivot 1 day 3 day
R1 6,372.0 6,372.0
PP 6,370.0 6,370.0
S1 6,367.5 6,367.5

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

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