FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 25-Jul-2007
Day Change Summary
Previous Current
24-Jul-2007 25-Jul-2007 Change Change % Previous Week
Open 6,620.0 6,488.0 -132.0 -2.0% 6,742.0
High 6,628.5 6,541.0 -87.5 -1.3% 6,759.5
Low 6,504.5 6,442.0 -62.5 -1.0% 6,554.5
Close 6,514.5 6,451.0 -63.5 -1.0% 6,600.5
Range 124.0 99.0 -25.0 -20.2% 205.0
ATR 80.4 81.8 1.3 1.6% 0.0
Volume 74,101 124,540 50,439 68.1% 427,966
Daily Pivots for day following 25-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,775.0 6,712.0 6,505.5
R3 6,676.0 6,613.0 6,478.0
R2 6,577.0 6,577.0 6,469.0
R1 6,514.0 6,514.0 6,460.0 6,496.0
PP 6,478.0 6,478.0 6,478.0 6,469.0
S1 6,415.0 6,415.0 6,442.0 6,397.0
S2 6,379.0 6,379.0 6,433.0
S3 6,280.0 6,316.0 6,424.0
S4 6,181.0 6,217.0 6,396.5
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 6,691.0 6,442.0 249.0 3.9% 92.5 1.4% 4% False True 103,459
10 6,772.0 6,442.0 330.0 5.1% 84.5 1.3% 3% False True 94,266
20 6,772.0 6,442.0 330.0 5.1% 71.5 1.1% 3% False True 87,366
40 6,796.0 6,442.0 354.0 5.5% 72.0 1.1% 3% False True 81,976
60 6,796.0 6,442.0 354.0 5.5% 62.0 1.0% 3% False True 54,867
80 6,796.0 6,387.5 408.5 6.3% 54.5 0.8% 16% False False 41,204
100 6,796.0 6,062.5 733.5 11.4% 50.5 0.8% 53% False False 33,020
120 6,796.0 6,062.5 733.5 11.4% 43.5 0.7% 53% False False 27,528
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 20.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,962.0
2.618 6,800.0
1.618 6,701.0
1.000 6,640.0
0.618 6,602.0
HIGH 6,541.0
0.618 6,503.0
0.500 6,491.5
0.382 6,480.0
LOW 6,442.0
0.618 6,381.0
1.000 6,343.0
1.618 6,282.0
2.618 6,183.0
4.250 6,021.0
Fisher Pivots for day following 25-Jul-2007
Pivot 1 day 3 day
R1 6,491.5 6,543.0
PP 6,478.0 6,512.0
S1 6,464.5 6,481.5

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

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