FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 13-Aug-2007
Day Change Summary
Previous Current
10-Aug-2007 13-Aug-2007 Change Change % Previous Week
Open 6,199.5 6,123.0 -76.5 -1.2% 6,168.5
High 6,206.5 6,253.5 47.0 0.8% 6,425.0
Low 6,045.0 6,114.0 69.0 1.1% 6,045.0
Close 6,062.5 6,245.5 183.0 3.0% 6,062.5
Range 161.5 139.5 -22.0 -13.6% 380.0
ATR 121.4 126.3 5.0 4.1% 0.0
Volume 192,919 234,514 41,595 21.6% 656,075
Daily Pivots for day following 13-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,623.0 6,573.5 6,322.0
R3 6,483.5 6,434.0 6,284.0
R2 6,344.0 6,344.0 6,271.0
R1 6,294.5 6,294.5 6,258.5 6,319.0
PP 6,204.5 6,204.5 6,204.5 6,216.5
S1 6,155.0 6,155.0 6,232.5 6,180.0
S2 6,065.0 6,065.0 6,220.0
S3 5,925.5 6,015.5 6,207.0
S4 5,786.0 5,876.0 6,169.0
Weekly Pivots for week ending 10-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,317.5 7,070.0 6,271.5
R3 6,937.5 6,690.0 6,167.0
R2 6,557.5 6,557.5 6,132.0
R1 6,310.0 6,310.0 6,097.5 6,244.0
PP 6,177.5 6,177.5 6,177.5 6,144.5
S1 5,930.0 5,930.0 6,027.5 5,864.0
S2 5,797.5 5,797.5 5,993.0
S3 5,417.5 5,550.0 5,958.0
S4 5,037.5 5,170.0 5,853.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,425.0 6,045.0 380.0 6.1% 133.5 2.1% 53% False False 156,289
10 6,425.0 6,045.0 380.0 6.1% 117.5 1.9% 53% False False 148,682
20 6,712.5 6,045.0 667.5 10.7% 113.0 1.8% 30% False False 135,344
40 6,772.0 6,045.0 727.0 11.6% 89.0 1.4% 28% False False 110,851
60 6,796.0 6,045.0 751.0 12.0% 80.0 1.3% 27% False False 88,878
80 6,796.0 6,045.0 751.0 12.0% 69.0 1.1% 27% False False 66,740
100 6,796.0 6,045.0 751.0 12.0% 62.5 1.0% 27% False False 53,460
120 6,796.0 6,045.0 751.0 12.0% 57.0 0.9% 27% False False 44,585
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 15.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,846.5
2.618 6,618.5
1.618 6,479.0
1.000 6,393.0
0.618 6,339.5
HIGH 6,253.5
0.618 6,200.0
0.500 6,184.0
0.382 6,167.5
LOW 6,114.0
0.618 6,028.0
1.000 5,974.5
1.618 5,888.5
2.618 5,749.0
4.250 5,521.0
Fisher Pivots for day following 13-Aug-2007
Pivot 1 day 3 day
R1 6,225.0 6,235.0
PP 6,204.5 6,225.0
S1 6,184.0 6,215.0

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

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