FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 27-Jul-2007
Day Change Summary
Previous Current
26-Jul-2007 27-Jul-2007 Change Change % Previous Week
Open 6,470.0 6,189.0 -281.0 -4.3% 6,608.5
High 6,479.0 6,320.0 -159.0 -2.5% 6,643.5
Low 6,233.5 6,181.5 -52.0 -0.8% 6,181.5
Close 6,268.0 6,215.0 -53.0 -0.8% 6,215.0
Range 245.5 138.5 -107.0 -43.6% 462.0
ATR 93.4 96.7 3.2 3.4% 0.0
Volume 132,251 196,744 64,493 48.8% 633,842
Daily Pivots for day following 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 6,654.5 6,573.0 6,291.0
R3 6,516.0 6,434.5 6,253.0
R2 6,377.5 6,377.5 6,240.5
R1 6,296.0 6,296.0 6,227.5 6,337.0
PP 6,239.0 6,239.0 6,239.0 6,259.0
S1 6,157.5 6,157.5 6,202.5 6,198.0
S2 6,100.5 6,100.5 6,189.5
S3 5,962.0 6,019.0 6,177.0
S4 5,823.5 5,880.5 6,139.0
Weekly Pivots for week ending 27-Jul-2007
Classic Woodie Camarilla DeMark
R4 7,732.5 7,436.0 6,469.0
R3 7,270.5 6,974.0 6,342.0
R2 6,808.5 6,808.5 6,299.5
R1 6,512.0 6,512.0 6,257.5 6,429.0
PP 6,346.5 6,346.5 6,346.5 6,305.5
S1 6,050.0 6,050.0 6,172.5 5,967.0
S2 5,884.5 5,884.5 6,130.5
S3 5,422.5 5,588.0 6,088.0
S4 4,960.5 5,126.0 5,961.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,643.5 6,181.5 462.0 7.4% 131.0 2.1% 7% False True 126,768
10 6,759.5 6,181.5 578.0 9.3% 106.5 1.7% 6% False True 106,180
20 6,772.0 6,181.5 590.5 9.5% 84.0 1.4% 6% False True 95,115
40 6,796.0 6,181.5 614.5 9.9% 79.0 1.3% 5% False True 89,985
60 6,796.0 6,181.5 614.5 9.9% 67.5 1.1% 5% False True 60,350
80 6,796.0 6,181.5 614.5 9.9% 58.5 0.9% 5% False True 45,311
100 6,796.0 6,062.5 733.5 11.8% 54.5 0.9% 21% False False 36,302
120 6,796.0 6,062.5 733.5 11.8% 47.0 0.8% 21% False False 30,270
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 17.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,908.5
2.618 6,682.5
1.618 6,544.0
1.000 6,458.5
0.618 6,405.5
HIGH 6,320.0
0.618 6,267.0
0.500 6,251.0
0.382 6,234.5
LOW 6,181.5
0.618 6,096.0
1.000 6,043.0
1.618 5,957.5
2.618 5,819.0
4.250 5,593.0
Fisher Pivots for day following 27-Jul-2007
Pivot 1 day 3 day
R1 6,251.0 6,361.0
PP 6,239.0 6,312.5
S1 6,227.0 6,264.0

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

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