FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 26-Sep-2007
Day Change Summary
Previous Current
25-Sep-2007 26-Sep-2007 Change Change % Previous Week
Open 6,497.5 6,498.0 0.5 0.0% 6,336.0
High 6,504.0 6,547.5 43.5 0.7% 6,582.0
Low 6,426.5 6,478.5 52.0 0.8% 6,212.0
Close 6,456.0 6,490.5 34.5 0.5% 6,518.0
Range 77.5 69.0 -8.5 -11.0% 370.0
ATR 114.5 112.8 -1.6 -1.4% 0.0
Volume 61,205 110,693 49,488 80.9% 649,525
Daily Pivots for day following 26-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,712.5 6,670.5 6,528.5
R3 6,643.5 6,601.5 6,509.5
R2 6,574.5 6,574.5 6,503.0
R1 6,532.5 6,532.5 6,497.0 6,519.0
PP 6,505.5 6,505.5 6,505.5 6,499.0
S1 6,463.5 6,463.5 6,484.0 6,450.0
S2 6,436.5 6,436.5 6,478.0
S3 6,367.5 6,394.5 6,471.5
S4 6,298.5 6,325.5 6,452.5
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 7,547.5 7,402.5 6,721.5
R3 7,177.5 7,032.5 6,620.0
R2 6,807.5 6,807.5 6,586.0
R1 6,662.5 6,662.5 6,552.0 6,735.0
PP 6,437.5 6,437.5 6,437.5 6,473.5
S1 6,292.5 6,292.5 6,484.0 6,365.0
S2 6,067.5 6,067.5 6,450.0
S3 5,697.5 5,922.5 6,416.0
S4 5,327.5 5,552.5 6,314.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,558.5 6,426.5 132.0 2.0% 68.0 1.1% 48% False False 115,209
10 6,582.0 6,212.0 370.0 5.7% 94.5 1.5% 75% False False 101,112
20 6,582.0 6,195.0 387.0 6.0% 98.0 1.5% 76% False False 52,152
40 6,582.0 5,899.0 683.0 10.5% 91.0 1.4% 87% False False 26,163
60 6,835.0 5,899.0 936.0 14.4% 85.5 1.3% 63% False False 17,569
80 6,856.0 5,899.0 957.0 14.7% 77.5 1.2% 62% False False 13,215
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 7.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,841.0
2.618 6,728.0
1.618 6,659.0
1.000 6,616.5
0.618 6,590.0
HIGH 6,547.5
0.618 6,521.0
0.500 6,513.0
0.382 6,505.0
LOW 6,478.5
0.618 6,436.0
1.000 6,409.5
1.618 6,367.0
2.618 6,298.0
4.250 6,185.0
Fisher Pivots for day following 26-Sep-2007
Pivot 1 day 3 day
R1 6,513.0 6,492.5
PP 6,505.5 6,492.0
S1 6,498.0 6,491.0

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

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