FTSE 100 Index Future September 2007


Trading Metrics calculated at close of trading on 17-Sep-2007
Day Change Summary
Previous Current
14-Sep-2007 17-Sep-2007 Change Change % Previous Week
Open 6,315.0 6,261.0 -54.0 -0.9% 6,226.0
High 6,338.5 6,265.5 -73.0 -1.2% 6,381.0
Low 6,211.5 6,146.0 -65.5 -1.1% 6,125.5
Close 6,298.5 6,186.0 -112.5 -1.8% 6,298.5
Range 127.0 119.5 -7.5 -5.9% 255.5
ATR 123.6 125.7 2.1 1.7% 0.0
Volume 120,831 178,401 57,570 47.6% 592,063
Daily Pivots for day following 17-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,557.5 6,491.5 6,251.5
R3 6,438.0 6,372.0 6,219.0
R2 6,318.5 6,318.5 6,208.0
R1 6,252.5 6,252.5 6,197.0 6,226.0
PP 6,199.0 6,199.0 6,199.0 6,186.0
S1 6,133.0 6,133.0 6,175.0 6,106.0
S2 6,079.5 6,079.5 6,164.0
S3 5,960.0 6,013.5 6,153.0
S4 5,840.5 5,894.0 6,120.5
Weekly Pivots for week ending 14-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,035.0 6,922.0 6,439.0
R3 6,779.5 6,666.5 6,369.0
R2 6,524.0 6,524.0 6,345.5
R1 6,411.0 6,411.0 6,322.0 6,467.5
PP 6,268.5 6,268.5 6,268.5 6,296.5
S1 6,155.5 6,155.5 6,275.0 6,212.0
S2 6,013.0 6,013.0 6,251.5
S3 5,757.5 5,900.0 6,228.0
S4 5,502.0 5,644.5 6,158.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,381.0 6,146.0 235.0 3.8% 107.5 1.7% 17% False True 127,452
10 6,403.0 6,125.5 277.5 4.5% 118.0 1.9% 22% False False 117,806
20 6,403.0 6,050.5 352.5 5.7% 105.0 1.7% 38% False False 106,081
40 6,628.5 5,840.0 788.5 12.7% 120.0 1.9% 44% False False 132,460
60 6,772.0 5,840.0 932.0 15.1% 102.0 1.6% 37% False False 117,316
80 6,796.0 5,840.0 956.0 15.5% 94.5 1.5% 36% False False 104,776
100 6,796.0 5,840.0 956.0 15.5% 83.0 1.3% 36% False False 83,918
120 6,796.0 5,840.0 956.0 15.5% 75.0 1.2% 36% False False 69,974
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 22.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,773.5
2.618 6,578.5
1.618 6,459.0
1.000 6,385.0
0.618 6,339.5
HIGH 6,265.5
0.618 6,220.0
0.500 6,206.0
0.382 6,191.5
LOW 6,146.0
0.618 6,072.0
1.000 6,026.5
1.618 5,952.5
2.618 5,833.0
4.250 5,638.0
Fisher Pivots for day following 17-Sep-2007
Pivot 1 day 3 day
R1 6,206.0 6,263.5
PP 6,199.0 6,237.5
S1 6,192.5 6,212.0

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

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