FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 07-Sep-2007
Day Change Summary
Previous Current
06-Sep-2007 07-Sep-2007 Change Change % Previous Week
Open 6,334.0 6,316.0 -18.0 -0.3% 6,343.0
High 6,348.0 6,351.5 3.5 0.1% 6,403.0
Low 6,225.5 6,184.5 -41.0 -0.7% 6,184.5
Close 6,310.0 6,187.0 -123.0 -1.9% 6,187.0
Range 122.5 167.0 44.5 36.3% 218.5
ATR 120.4 123.7 3.3 2.8% 0.0
Volume 146,996 123,456 -23,540 -16.0% 527,610
Daily Pivots for day following 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,742.0 6,631.5 6,279.0
R3 6,575.0 6,464.5 6,233.0
R2 6,408.0 6,408.0 6,217.5
R1 6,297.5 6,297.5 6,202.5 6,269.0
PP 6,241.0 6,241.0 6,241.0 6,227.0
S1 6,130.5 6,130.5 6,171.5 6,102.0
S2 6,074.0 6,074.0 6,156.5
S3 5,907.0 5,963.5 6,141.0
S4 5,740.0 5,796.5 6,095.0
Weekly Pivots for week ending 07-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,913.5 6,769.0 6,307.0
R3 6,695.0 6,550.5 6,247.0
R2 6,476.5 6,476.5 6,227.0
R1 6,332.0 6,332.0 6,207.0 6,295.0
PP 6,258.0 6,258.0 6,258.0 6,240.0
S1 6,113.5 6,113.5 6,167.0 6,076.5
S2 6,039.5 6,039.5 6,147.0
S3 5,821.0 5,895.0 6,127.0
S4 5,602.5 5,676.5 6,067.0
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 6,184.5 218.5 3.5% 112.5 1.8% 1% False True 105,522
10 6,403.0 6,070.5 332.5 5.4% 107.5 1.7% 35% False False 91,118
20 6,403.0 5,840.0 563.0 9.1% 122.0 2.0% 62% False False 125,849
40 6,759.5 5,840.0 919.5 14.9% 115.5 1.9% 38% False False 126,552
60 6,796.0 5,840.0 956.0 15.5% 99.0 1.6% 36% False False 114,223
80 6,796.0 5,840.0 956.0 15.5% 89.5 1.4% 36% False False 95,190
100 6,796.0 5,840.0 956.0 15.5% 78.5 1.3% 36% False False 76,217
120 6,796.0 5,840.0 956.0 15.5% 72.0 1.2% 36% False False 63,573
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.7
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 7,061.0
2.618 6,788.5
1.618 6,621.5
1.000 6,518.5
0.618 6,454.5
HIGH 6,351.5
0.618 6,287.5
0.500 6,268.0
0.382 6,248.5
LOW 6,184.5
0.618 6,081.5
1.000 6,017.5
1.618 5,914.5
2.618 5,747.5
4.250 5,475.0
Fisher Pivots for day following 07-Sep-2007
Pivot 1 day 3 day
R1 6,268.0 6,294.0
PP 6,241.0 6,258.0
S1 6,214.0 6,222.5

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

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