FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 03-Sep-2007
Day Change Summary
Previous Current
31-Aug-2007 03-Sep-2007 Change Change % Previous Week
Open 6,312.0 6,403.5 91.5 1.4% 6,285.0
High 6,400.0 6,412.0 12.0 0.2% 6,400.0
Low 6,304.0 6,387.0 83.0 1.3% 6,140.0
Close 6,381.0 6,395.0 14.0 0.2% 6,381.0
Range 96.0 25.0 -71.0 -74.0% 260.0
ATR 110.0 104.4 -5.6 -5.1% 0.0
Volume 1,635 2,342 707 43.2% 2,458
Daily Pivots for day following 03-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,473.0 6,459.0 6,409.0
R3 6,448.0 6,434.0 6,402.0
R2 6,423.0 6,423.0 6,399.5
R1 6,409.0 6,409.0 6,397.5 6,403.5
PP 6,398.0 6,398.0 6,398.0 6,395.0
S1 6,384.0 6,384.0 6,392.5 6,378.5
S2 6,373.0 6,373.0 6,390.5
S3 6,348.0 6,359.0 6,388.0
S4 6,323.0 6,334.0 6,381.0
Weekly Pivots for week ending 31-Aug-2007
Classic Woodie Camarilla DeMark
R4 7,087.0 6,994.0 6,524.0
R3 6,827.0 6,734.0 6,452.5
R2 6,567.0 6,567.0 6,428.5
R1 6,474.0 6,474.0 6,405.0 6,520.5
PP 6,307.0 6,307.0 6,307.0 6,330.0
S1 6,214.0 6,214.0 6,357.0 6,260.5
S2 6,047.0 6,047.0 6,333.5
S3 5,787.0 5,954.0 6,309.5
S4 5,527.0 5,694.0 6,238.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,412.0 6,140.0 272.0 4.3% 78.5 1.2% 94% True False 960
10 6,412.0 6,119.5 292.5 4.6% 72.5 1.1% 94% True False 519
20 6,474.0 5,899.0 575.0 9.0% 90.0 1.4% 86% False False 380
40 6,835.0 5,899.0 936.0 14.6% 81.0 1.3% 53% False False 323
60 6,856.0 5,899.0 957.0 15.0% 71.0 1.1% 52% False False 303
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.3
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6,518.0
2.618 6,477.5
1.618 6,452.5
1.000 6,437.0
0.618 6,427.5
HIGH 6,412.0
0.618 6,402.5
0.500 6,399.5
0.382 6,396.5
LOW 6,387.0
0.618 6,371.5
1.000 6,362.0
1.618 6,346.5
2.618 6,321.5
4.250 6,281.0
Fisher Pivots for day following 03-Sep-2007
Pivot 1 day 3 day
R1 6,399.5 6,367.0
PP 6,398.0 6,339.0
S1 6,396.5 6,311.0

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

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