FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 25-May-2007
Day Change Summary
Previous Current
24-May-2007 25-May-2007 Change Change % Previous Week
Open 6,615.5 6,588.0 -27.5 -0.4% 6,701.5
High 6,655.5 6,611.0 -44.5 -0.7% 6,721.0
Low 6,607.5 6,579.5 -28.0 -0.4% 6,579.5
Close 6,605.5 6,606.0 0.5 0.0% 6,606.0
Range 48.0 31.5 -16.5 -34.4% 141.5
ATR 48.9 47.7 -1.2 -2.5% 0.0
Volume 12 36 24 200.0% 3,550
Daily Pivots for day following 25-May-2007
Classic Woodie Camarilla DeMark
R4 6,693.5 6,681.0 6,623.5
R3 6,662.0 6,649.5 6,614.5
R2 6,630.5 6,630.5 6,612.0
R1 6,618.0 6,618.0 6,609.0 6,624.0
PP 6,599.0 6,599.0 6,599.0 6,602.0
S1 6,586.5 6,586.5 6,603.0 6,593.0
S2 6,567.5 6,567.5 6,600.0
S3 6,536.0 6,555.0 6,597.5
S4 6,504.5 6,523.5 6,588.5
Weekly Pivots for week ending 25-May-2007
Classic Woodie Camarilla DeMark
R4 7,060.0 6,974.5 6,684.0
R3 6,918.5 6,833.0 6,645.0
R2 6,777.0 6,777.0 6,632.0
R1 6,691.5 6,691.5 6,619.0 6,663.5
PP 6,635.5 6,635.5 6,635.5 6,621.5
S1 6,550.0 6,550.0 6,593.0 6,522.0
S2 6,494.0 6,494.0 6,580.0
S3 6,352.5 6,408.5 6,567.0
S4 6,211.0 6,267.0 6,528.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,721.0 6,579.5 141.5 2.1% 37.5 0.6% 19% False True 710
10 6,721.0 6,579.5 141.5 2.1% 38.5 0.6% 19% False True 928
20 6,721.0 6,451.5 269.5 4.1% 38.0 0.6% 57% False False 488
40 6,721.0 6,348.0 373.0 5.6% 36.5 0.5% 69% False False 371
60 6,721.0 6,062.5 658.5 10.0% 34.5 0.5% 83% False False 329
80 6,721.0 6,062.5 658.5 10.0% 28.5 0.4% 83% False False 263
100 6,721.0 6,062.5 658.5 10.0% 25.5 0.4% 83% False False 232
120 6,721.0 6,062.5 658.5 10.0% 21.5 0.3% 83% False False 194
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 True
Bull Hook False
Stretch 7.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,745.0
2.618 6,693.5
1.618 6,662.0
1.000 6,642.5
0.618 6,630.5
HIGH 6,611.0
0.618 6,599.0
0.500 6,595.0
0.382 6,591.5
LOW 6,579.5
0.618 6,560.0
1.000 6,548.0
1.618 6,528.5
2.618 6,497.0
4.250 6,445.5
Fisher Pivots for day following 25-May-2007
Pivot 1 day 3 day
R1 6,602.5 6,632.0
PP 6,599.0 6,623.5
S1 6,595.0 6,615.0

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

View Archives - Comment on this page... - Back to Index of Symbols