FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 26-Jul-2007
Day Change Summary
Previous Current
25-Jul-2007 26-Jul-2007 Change Change % Previous Week
Open 6,488.0 6,470.0 -18.0 -0.3% 6,742.0
High 6,541.0 6,479.0 -62.0 -0.9% 6,759.5
Low 6,442.0 6,233.5 -208.5 -3.2% 6,554.5
Close 6,451.0 6,268.0 -183.0 -2.8% 6,600.5
Range 99.0 245.5 146.5 148.0% 205.0
ATR 81.8 93.4 11.7 14.3% 0.0
Volume 124,540 132,251 7,711 6.2% 427,966
Daily Pivots for day following 26-Jul-2007
Classic Woodie Camarilla DeMark
R4 7,063.5 6,911.0 6,403.0
R3 6,818.0 6,665.5 6,335.5
R2 6,572.5 6,572.5 6,313.0
R1 6,420.0 6,420.0 6,290.5 6,373.5
PP 6,327.0 6,327.0 6,327.0 6,303.5
S1 6,174.5 6,174.5 6,245.5 6,128.0
S2 6,081.5 6,081.5 6,223.0
S3 5,836.0 5,929.0 6,200.5
S4 5,590.5 5,683.5 6,133.0
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 6,233.5 457.5 7.3% 129.0 2.1% 8% False True 106,497
10 6,772.0 6,233.5 538.5 8.6% 97.0 1.6% 6% False True 96,135
20 6,772.0 6,233.5 538.5 8.6% 82.0 1.3% 6% False True 88,734
40 6,796.0 6,233.5 562.5 9.0% 77.0 1.2% 6% False True 85,148
60 6,796.0 6,233.5 562.5 9.0% 66.0 1.0% 6% False True 57,072
80 6,796.0 6,233.5 562.5 9.0% 57.0 0.9% 6% False True 42,854
100 6,796.0 6,062.5 733.5 11.7% 53.0 0.8% 28% False False 34,341
120 6,796.0 6,062.5 733.5 11.7% 45.5 0.7% 28% False False 28,630
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.7
Widest range in 191 trading days
Fibonacci Retracements and Extensions
4.250 7,522.5
2.618 7,121.5
1.618 6,876.0
1.000 6,724.5
0.618 6,630.5
HIGH 6,479.0
0.618 6,385.0
0.500 6,356.0
0.382 6,327.5
LOW 6,233.5
0.618 6,082.0
1.000 5,988.0
1.618 5,836.5
2.618 5,591.0
4.250 5,190.0
Fisher Pivots for day following 26-Jul-2007
Pivot 1 day 3 day
R1 6,356.0 6,431.0
PP 6,327.0 6,376.5
S1 6,297.5 6,322.5

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

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