FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 03-Aug-2007
Day Change Summary
Previous Current
02-Aug-2007 03-Aug-2007 Change Change % Previous Week
Open 6,294.0 6,330.0 36.0 0.6% 6,215.0
High 6,328.5 6,331.5 3.0 0.0% 6,376.0
Low 6,276.5 6,215.0 -61.5 -1.0% 6,186.5
Close 6,306.0 6,220.0 -86.0 -1.4% 6,220.0
Range 52.0 116.5 64.5 124.0% 189.5
ATR 101.7 102.7 1.1 1.0% 0.0
Volume 178,806 116,600 -62,206 -34.8% 827,242
Daily Pivots for day following 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,605.0 6,529.0 6,284.0
R3 6,488.5 6,412.5 6,252.0
R2 6,372.0 6,372.0 6,241.5
R1 6,296.0 6,296.0 6,230.5 6,276.0
PP 6,255.5 6,255.5 6,255.5 6,245.5
S1 6,179.5 6,179.5 6,209.5 6,159.0
S2 6,139.0 6,139.0 6,198.5
S3 6,022.5 6,063.0 6,188.0
S4 5,906.0 5,946.5 6,156.0
Weekly Pivots for week ending 03-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,829.5 6,714.0 6,324.0
R3 6,640.0 6,524.5 6,272.0
R2 6,450.5 6,450.5 6,254.5
R1 6,335.0 6,335.0 6,237.5 6,393.0
PP 6,261.0 6,261.0 6,261.0 6,289.5
S1 6,145.5 6,145.5 6,202.5 6,203.0
S2 6,071.5 6,071.5 6,185.5
S3 5,882.0 5,956.0 6,168.0
S4 5,692.5 5,766.5 6,116.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,376.0 6,186.5 189.5 3.0% 99.0 1.6% 18% False False 165,448
10 6,643.5 6,181.5 462.0 7.4% 115.0 1.8% 8% False False 146,108
20 6,772.0 6,181.5 590.5 9.5% 96.0 1.5% 7% False False 116,694
40 6,796.0 6,181.5 614.5 9.9% 81.0 1.3% 6% False False 109,126
60 6,796.0 6,181.5 614.5 9.9% 73.0 1.2% 6% False False 74,132
80 6,796.0 6,181.5 614.5 9.9% 62.0 1.0% 6% False False 55,626
100 6,796.0 6,142.0 654.0 10.5% 58.0 0.9% 12% False False 44,572
120 6,796.0 6,062.5 733.5 11.8% 51.0 0.8% 21% False False 37,163
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,826.5
2.618 6,636.5
1.618 6,520.0
1.000 6,448.0
0.618 6,403.5
HIGH 6,331.5
0.618 6,287.0
0.500 6,273.0
0.382 6,259.5
LOW 6,215.0
0.618 6,143.0
1.000 6,098.5
1.618 6,026.5
2.618 5,910.0
4.250 5,720.0
Fisher Pivots for day following 03-Aug-2007
Pivot 1 day 3 day
R1 6,273.0 6,262.5
PP 6,255.5 6,248.5
S1 6,238.0 6,234.0

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

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