FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 26-Oct-2007
Day Change Summary
Previous Current
25-Oct-2007 26-Oct-2007 Change Change % Previous Week
Open 6,579.5 6,618.0 38.5 0.6% 6,444.5
High 6,623.0 6,719.5 96.5 1.5% 6,719.5
Low 6,557.0 6,600.0 43.0 0.7% 6,440.0
Close 6,595.0 6,695.5 100.5 1.5% 6,695.5
Range 66.0 119.5 53.5 81.1% 279.5
ATR 100.0 101.8 1.7 1.7% 0.0
Volume 107,091 100,199 -6,892 -6.4% 542,876
Daily Pivots for day following 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,030.0 6,982.5 6,761.0
R3 6,910.5 6,863.0 6,728.5
R2 6,791.0 6,791.0 6,717.5
R1 6,743.5 6,743.5 6,706.5 6,767.0
PP 6,671.5 6,671.5 6,671.5 6,683.5
S1 6,624.0 6,624.0 6,684.5 6,648.0
S2 6,552.0 6,552.0 6,673.5
S3 6,432.5 6,504.5 6,662.5
S4 6,313.0 6,385.0 6,630.0
Weekly Pivots for week ending 26-Oct-2007
Classic Woodie Camarilla DeMark
R4 7,457.0 7,355.5 6,849.0
R3 7,177.5 7,076.0 6,772.5
R2 6,898.0 6,898.0 6,746.5
R1 6,796.5 6,796.5 6,721.0 6,847.0
PP 6,618.5 6,618.5 6,618.5 6,643.5
S1 6,517.0 6,517.0 6,670.0 6,568.0
S2 6,339.0 6,339.0 6,644.5
S3 6,059.5 6,237.5 6,618.5
S4 5,780.0 5,958.0 6,542.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,719.5 6,440.0 279.5 4.2% 90.0 1.3% 91% True False 108,575
10 6,802.0 6,440.0 362.0 5.4% 96.0 1.4% 71% False False 106,275
20 6,802.0 6,440.0 362.0 5.4% 87.0 1.3% 71% False False 103,356
40 6,802.0 6,195.0 607.0 9.1% 91.5 1.4% 82% False False 83,676
60 6,802.0 5,899.0 903.0 13.5% 91.0 1.4% 88% False False 55,872
80 6,835.0 5,899.0 936.0 14.0% 86.5 1.3% 85% False False 41,976
100 6,856.0 5,899.0 957.0 14.3% 79.0 1.2% 83% False False 33,629
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.5
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 7,227.5
2.618 7,032.5
1.618 6,913.0
1.000 6,839.0
0.618 6,793.5
HIGH 6,719.5
0.618 6,674.0
0.500 6,660.0
0.382 6,645.5
LOW 6,600.0
0.618 6,526.0
1.000 6,480.5
1.618 6,406.5
2.618 6,287.0
4.250 6,092.0
Fisher Pivots for day following 26-Oct-2007
Pivot 1 day 3 day
R1 6,683.5 6,666.0
PP 6,671.5 6,636.5
S1 6,660.0 6,607.0

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

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