FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 27-Aug-2007
Day Change Summary
Previous Current
24-Aug-2007 27-Aug-2007 Change Change % Previous Week
Open 6,217.0 6,217.0 0.0 0.0% 6,101.0
High 6,265.0 6,265.0 0.0 0.0% 6,313.0
Low 6,202.5 6,202.5 0.0 0.0% 6,050.5
Close 6,239.5 6,239.5 0.0 0.0% 6,239.5
Range 62.5 62.5 0.0 0.0% 262.5
ATR 135.9 130.7 -5.2 -3.9% 0.0
Volume 96,620 0 -96,620 -100.0% 736,342
Daily Pivots for day following 27-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,423.0 6,394.0 6,274.0
R3 6,360.5 6,331.5 6,256.5
R2 6,298.0 6,298.0 6,251.0
R1 6,269.0 6,269.0 6,245.0 6,283.5
PP 6,235.5 6,235.5 6,235.5 6,243.0
S1 6,206.5 6,206.5 6,234.0 6,221.0
S2 6,173.0 6,173.0 6,228.0
S3 6,110.5 6,144.0 6,222.5
S4 6,048.0 6,081.5 6,205.0
Weekly Pivots for week ending 24-Aug-2007
Classic Woodie Camarilla DeMark
R4 6,988.5 6,876.5 6,384.0
R3 6,726.0 6,614.0 6,311.5
R2 6,463.5 6,463.5 6,287.5
R1 6,351.5 6,351.5 6,263.5 6,407.5
PP 6,201.0 6,201.0 6,201.0 6,229.0
S1 6,089.0 6,089.0 6,215.5 6,145.0
S2 5,938.5 5,938.5 6,191.5
S3 5,676.0 5,826.5 6,167.5
S4 5,413.5 5,564.0 6,095.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,313.0 6,050.5 262.5 4.2% 88.0 1.4% 72% False False 87,998
10 6,313.0 5,840.0 473.0 7.6% 128.5 2.1% 84% False False 137,129
20 6,425.0 5,840.0 585.0 9.4% 123.0 2.0% 68% False False 142,905
40 6,772.0 5,840.0 932.0 14.9% 104.5 1.7% 43% False False 121,813
60 6,796.0 5,840.0 956.0 15.3% 94.5 1.5% 42% False False 111,420
80 6,796.0 5,840.0 956.0 15.3% 82.0 1.3% 42% False False 83,875
100 6,796.0 5,840.0 956.0 15.3% 71.5 1.1% 42% False False 67,135
120 6,796.0 5,840.0 956.0 15.3% 66.5 1.1% 42% False False 55,994
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 25.1
Fibonacci Retracements and Extensions
4.250 6,530.5
2.618 6,428.5
1.618 6,366.0
1.000 6,327.5
0.618 6,303.5
HIGH 6,265.0
0.618 6,241.0
0.500 6,234.0
0.382 6,226.5
LOW 6,202.5
0.618 6,164.0
1.000 6,140.0
1.618 6,101.5
2.618 6,039.0
4.250 5,937.0
Fisher Pivots for day following 27-Aug-2007
Pivot 1 day 3 day
R1 6,237.5 6,254.0
PP 6,235.5 6,249.0
S1 6,234.0 6,244.5

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

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