FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 01-Aug-2007
Day Change Summary
Previous Current
31-Jul-2007 01-Aug-2007 Change Change % Previous Week
Open 6,265.0 6,250.0 -15.0 -0.2% 6,608.5
High 6,376.0 6,322.5 -53.5 -0.8% 6,643.5
Low 6,255.0 6,193.5 -61.5 -1.0% 6,181.5
Close 6,353.5 6,258.5 -95.0 -1.5% 6,215.0
Range 121.0 129.0 8.0 6.6% 462.0
ATR 99.8 104.1 4.3 4.3% 0.0
Volume 143,393 157,433 14,040 9.8% 633,842
Daily Pivots for day following 01-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,645.0 6,581.0 6,329.5
R3 6,516.0 6,452.0 6,294.0
R2 6,387.0 6,387.0 6,282.0
R1 6,323.0 6,323.0 6,270.5 6,355.0
PP 6,258.0 6,258.0 6,258.0 6,274.0
S1 6,194.0 6,194.0 6,246.5 6,226.0
S2 6,129.0 6,129.0 6,235.0
S3 6,000.0 6,065.0 6,223.0
S4 5,871.0 5,936.0 6,187.5
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 6,479.0 6,181.5 297.5 4.8% 142.0 2.3% 26% False False 172,166
10 6,691.0 6,181.5 509.5 8.1% 117.5 1.9% 15% False False 137,812
20 6,772.0 6,181.5 590.5 9.4% 94.5 1.5% 13% False False 108,089
40 6,796.0 6,181.5 614.5 9.8% 81.0 1.3% 13% False False 102,963
60 6,796.0 6,181.5 614.5 9.8% 71.5 1.1% 13% False False 69,210
80 6,796.0 6,181.5 614.5 9.8% 61.0 1.0% 13% False False 51,940
100 6,796.0 6,062.5 733.5 11.7% 57.0 0.9% 27% False False 41,618
120 6,796.0 6,062.5 733.5 11.7% 49.5 0.8% 27% False False 34,701
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 21.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,871.0
2.618 6,660.0
1.618 6,531.0
1.000 6,451.5
0.618 6,402.0
HIGH 6,322.5
0.618 6,273.0
0.500 6,258.0
0.382 6,243.0
LOW 6,193.5
0.618 6,114.0
1.000 6,064.5
1.618 5,985.0
2.618 5,856.0
4.250 5,645.0
Fisher Pivots for day following 01-Aug-2007
Pivot 1 day 3 day
R1 6,258.5 6,281.0
PP 6,258.0 6,273.5
S1 6,258.0 6,266.0

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

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