FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 05-Sep-2007
Day Change Summary
Previous Current
04-Sep-2007 05-Sep-2007 Change Change % Previous Week
Open 6,321.5 6,375.0 53.5 0.8% 6,217.0
High 6,397.5 6,403.0 5.5 0.1% 6,339.0
Low 6,285.0 6,273.0 -12.0 -0.2% 6,070.5
Close 6,387.5 6,284.5 -103.0 -1.6% 6,315.5
Range 112.5 130.0 17.5 15.6% 268.5
ATR 119.5 120.2 0.8 0.6% 0.0
Volume 40,242 96,910 56,668 140.8% 383,571
Daily Pivots for day following 05-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,710.0 6,627.5 6,356.0
R3 6,580.0 6,497.5 6,320.0
R2 6,450.0 6,450.0 6,308.5
R1 6,367.5 6,367.5 6,296.5 6,344.0
PP 6,320.0 6,320.0 6,320.0 6,308.5
S1 6,237.5 6,237.5 6,272.5 6,214.0
S2 6,190.0 6,190.0 6,260.5
S3 6,060.0 6,107.5 6,249.0
S4 5,930.0 5,977.5 6,213.0
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,047.0 6,950.0 6,463.0
R3 6,778.5 6,681.5 6,389.5
R2 6,510.0 6,510.0 6,364.5
R1 6,413.0 6,413.0 6,340.0 6,461.5
PP 6,241.5 6,241.5 6,241.5 6,266.0
S1 6,144.5 6,144.5 6,291.0 6,193.0
S2 5,973.0 5,973.0 6,266.5
S3 5,704.5 5,876.0 6,241.5
S4 5,436.0 5,607.5 6,168.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,403.0 6,135.0 268.0 4.3% 98.0 1.6% 56% True False 94,912
10 6,403.0 6,070.5 332.5 5.3% 97.0 1.5% 64% True False 84,558
20 6,403.0 5,840.0 563.0 9.0% 122.5 2.0% 79% True False 128,365
40 6,772.0 5,840.0 932.0 14.8% 112.0 1.8% 48% False False 125,037
60 6,796.0 5,840.0 956.0 15.2% 96.5 1.5% 46% False False 115,053
80 6,796.0 5,840.0 956.0 15.2% 86.5 1.4% 46% False False 91,810
100 6,796.0 5,840.0 956.0 15.2% 76.0 1.2% 46% False False 73,516
120 6,796.0 5,840.0 956.0 15.2% 70.5 1.1% 46% False False 61,329
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,955.5
2.618 6,743.5
1.618 6,613.5
1.000 6,533.0
0.618 6,483.5
HIGH 6,403.0
0.618 6,353.5
0.500 6,338.0
0.382 6,322.5
LOW 6,273.0
0.618 6,192.5
1.000 6,143.0
1.618 6,062.5
2.618 5,932.5
4.250 5,720.5
Fisher Pivots for day following 05-Sep-2007
Pivot 1 day 3 day
R1 6,338.0 6,338.0
PP 6,320.0 6,320.0
S1 6,302.5 6,302.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.