FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 11-Jul-2007
Day Change Summary
Previous Current
10-Jul-2007 11-Jul-2007 Change Change % Previous Week
Open 6,738.0 6,612.5 -125.5 -1.9% 6,614.5
High 6,759.0 6,654.0 -105.0 -1.6% 6,724.0
Low 6,643.0 6,596.0 -47.0 -0.7% 6,601.0
Close 6,660.5 6,643.0 -17.5 -0.3% 6,721.5
Range 116.0 58.0 -58.0 -50.0% 123.0
ATR 68.9 68.5 -0.3 -0.5% 0.0
Volume 49,949 108,581 58,632 117.4% 395,661
Daily Pivots for day following 11-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,805.0 6,782.0 6,675.0
R3 6,747.0 6,724.0 6,659.0
R2 6,689.0 6,689.0 6,653.5
R1 6,666.0 6,666.0 6,648.5 6,677.5
PP 6,631.0 6,631.0 6,631.0 6,637.0
S1 6,608.0 6,608.0 6,637.5 6,619.5
S2 6,573.0 6,573.0 6,632.5
S3 6,515.0 6,550.0 6,627.0
S4 6,457.0 6,492.0 6,611.0
Weekly Pivots for week ending 06-Jul-2007
Classic Woodie Camarilla DeMark
R4 7,051.0 7,009.5 6,789.0
R3 6,928.0 6,886.5 6,755.5
R2 6,805.0 6,805.0 6,744.0
R1 6,763.5 6,763.5 6,733.0 6,784.0
PP 6,682.0 6,682.0 6,682.0 6,692.5
S1 6,640.5 6,640.5 6,710.0 6,661.0
S2 6,559.0 6,559.0 6,699.0
S3 6,436.0 6,517.5 6,687.5
S4 6,313.0 6,394.5 6,654.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,759.0 6,596.0 163.0 2.5% 67.0 1.0% 29% False True 71,658
10 6,759.0 6,551.0 208.0 3.1% 59.0 0.9% 44% False False 80,467
20 6,796.0 6,530.0 266.0 4.0% 64.5 1.0% 42% False False 95,084
40 6,796.0 6,494.5 301.5 4.5% 60.5 0.9% 49% False False 58,582
60 6,796.0 6,451.5 344.5 5.2% 52.0 0.8% 56% False False 39,168
80 6,796.0 6,214.0 582.0 8.8% 49.5 0.7% 74% False False 29,475
100 6,796.0 6,062.5 733.5 11.0% 44.0 0.7% 79% False False 23,607
120 6,796.0 6,062.5 733.5 11.0% 37.5 0.6% 79% False False 19,690
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 13.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,900.5
2.618 6,806.0
1.618 6,748.0
1.000 6,712.0
0.618 6,690.0
HIGH 6,654.0
0.618 6,632.0
0.500 6,625.0
0.382 6,618.0
LOW 6,596.0
0.618 6,560.0
1.000 6,538.0
1.618 6,502.0
2.618 6,444.0
4.250 6,349.5
Fisher Pivots for day following 11-Jul-2007
Pivot 1 day 3 day
R1 6,637.0 6,677.5
PP 6,631.0 6,666.0
S1 6,625.0 6,654.5

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

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