FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 27-Sep-2007
Day Change Summary
Previous Current
26-Sep-2007 27-Sep-2007 Change Change % Previous Week
Open 6,498.0 6,536.0 38.0 0.6% 6,336.0
High 6,547.5 6,569.5 22.0 0.3% 6,582.0
Low 6,478.5 6,526.0 47.5 0.7% 6,212.0
Close 6,490.5 6,543.5 53.0 0.8% 6,518.0
Range 69.0 43.5 -25.5 -37.0% 370.0
ATR 112.8 110.4 -2.4 -2.1% 0.0
Volume 110,693 113,243 2,550 2.3% 649,525
Daily Pivots for day following 27-Sep-2007
Classic Woodie Camarilla DeMark
R4 6,677.0 6,653.5 6,567.5
R3 6,633.5 6,610.0 6,555.5
R2 6,590.0 6,590.0 6,551.5
R1 6,566.5 6,566.5 6,547.5 6,578.0
PP 6,546.5 6,546.5 6,546.5 6,552.0
S1 6,523.0 6,523.0 6,539.5 6,535.0
S2 6,503.0 6,503.0 6,535.5
S3 6,459.5 6,479.5 6,531.5
S4 6,416.0 6,436.0 6,519.5
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 6,569.5 6,426.5 143.0 2.2% 65.0 1.0% 82% True False 104,339
10 6,582.0 6,212.0 370.0 5.7% 90.0 1.4% 90% False False 110,663
20 6,582.0 6,195.0 387.0 5.9% 96.0 1.5% 90% False False 57,802
40 6,582.0 5,899.0 683.0 10.4% 90.5 1.4% 94% False False 28,993
60 6,835.0 5,899.0 936.0 14.3% 86.0 1.3% 69% False False 19,435
80 6,856.0 5,899.0 957.0 14.6% 77.0 1.2% 67% False False 14,629
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 8.0
Narrowest range in 18 trading days
Fibonacci Retracements and Extensions
4.250 6,754.5
2.618 6,683.5
1.618 6,640.0
1.000 6,613.0
0.618 6,596.5
HIGH 6,569.5
0.618 6,553.0
0.500 6,548.0
0.382 6,542.5
LOW 6,526.0
0.618 6,499.0
1.000 6,482.5
1.618 6,455.5
2.618 6,412.0
4.250 6,341.0
Fisher Pivots for day following 27-Sep-2007
Pivot 1 day 3 day
R1 6,548.0 6,528.5
PP 6,546.5 6,513.0
S1 6,545.0 6,498.0

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

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