FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 20-Jul-2007
Day Change Summary
Previous Current
19-Jul-2007 20-Jul-2007 Change Change % Previous Week
Open 6,619.0 6,660.0 41.0 0.6% 6,742.0
High 6,677.0 6,691.0 14.0 0.2% 6,759.5
Low 6,613.5 6,562.0 -51.5 -0.8% 6,554.5
Close 6,654.0 6,600.5 -53.5 -0.8% 6,600.5
Range 63.5 129.0 65.5 103.1% 205.0
ATR 74.7 78.6 3.9 5.2% 0.0
Volume 117,061 95,388 -21,673 -18.5% 427,966
Daily Pivots for day following 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 7,005.0 6,931.5 6,671.5
R3 6,876.0 6,802.5 6,636.0
R2 6,747.0 6,747.0 6,624.0
R1 6,673.5 6,673.5 6,612.5 6,646.0
PP 6,618.0 6,618.0 6,618.0 6,604.0
S1 6,544.5 6,544.5 6,588.5 6,517.0
S2 6,489.0 6,489.0 6,577.0
S3 6,360.0 6,415.5 6,565.0
S4 6,231.0 6,286.5 6,529.5
Weekly Pivots for week ending 20-Jul-2007
Classic Woodie Camarilla DeMark
R4 7,253.0 7,132.0 6,713.0
R3 7,048.0 6,927.0 6,657.0
R2 6,843.0 6,843.0 6,638.0
R1 6,722.0 6,722.0 6,619.5 6,680.0
PP 6,638.0 6,638.0 6,638.0 6,617.0
S1 6,517.0 6,517.0 6,581.5 6,475.0
S2 6,433.0 6,433.0 6,563.0
S3 6,228.0 6,312.0 6,544.0
S4 6,023.0 6,107.0 6,488.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,759.5 6,554.5 205.0 3.1% 82.5 1.2% 22% False False 85,593
10 6,772.0 6,554.5 217.5 3.3% 77.5 1.2% 21% False False 87,279
20 6,772.0 6,530.0 242.0 3.7% 68.0 1.0% 29% False False 85,321
40 6,796.0 6,494.5 301.5 4.6% 68.5 1.0% 35% False False 74,438
60 6,796.0 6,451.5 344.5 5.2% 58.5 0.9% 43% False False 49,788
80 6,796.0 6,348.0 448.0 6.8% 52.5 0.8% 56% False False 37,408
100 6,796.0 6,062.5 733.5 11.1% 49.0 0.7% 73% False False 29,972
120 6,796.0 6,062.5 733.5 11.1% 41.5 0.6% 73% False False 24,988
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 18.7
Widest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 7,239.0
2.618 7,028.5
1.618 6,899.5
1.000 6,820.0
0.618 6,770.5
HIGH 6,691.0
0.618 6,641.5
0.500 6,626.5
0.382 6,611.5
LOW 6,562.0
0.618 6,482.5
1.000 6,433.0
1.618 6,353.5
2.618 6,224.5
4.250 6,014.0
Fisher Pivots for day following 20-Jul-2007
Pivot 1 day 3 day
R1 6,626.5 6,623.0
PP 6,618.0 6,615.5
S1 6,609.0 6,608.0

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

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