FTSE 100 Index Future December 2007


Trading Metrics calculated at close of trading on 16-Nov-2007
Day Change Summary
Previous Current
15-Nov-2007 16-Nov-2007 Change Change % Previous Week
Open 6,458.5 6,346.0 -112.5 -1.7% 6,302.5
High 6,488.5 6,379.5 -109.0 -1.7% 6,488.5
Low 6,350.0 6,303.5 -46.5 -0.7% 6,293.0
Close 6,383.5 6,326.0 -57.5 -0.9% 6,326.0
Range 138.5 76.0 -62.5 -45.1% 195.5
ATR 112.6 110.3 -2.3 -2.1% 0.0
Volume 123,189 120,265 -2,924 -2.4% 624,183
Daily Pivots for day following 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,564.5 6,521.0 6,368.0
R3 6,488.5 6,445.0 6,347.0
R2 6,412.5 6,412.5 6,340.0
R1 6,369.0 6,369.0 6,333.0 6,353.0
PP 6,336.5 6,336.5 6,336.5 6,328.0
S1 6,293.0 6,293.0 6,319.0 6,277.0
S2 6,260.5 6,260.5 6,312.0
S3 6,184.5 6,217.0 6,305.0
S4 6,108.5 6,141.0 6,284.0
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,955.5 6,836.5 6,433.5
R3 6,760.0 6,641.0 6,380.0
R2 6,564.5 6,564.5 6,362.0
R1 6,445.5 6,445.5 6,344.0 6,505.0
PP 6,369.0 6,369.0 6,369.0 6,399.0
S1 6,250.0 6,250.0 6,308.0 6,309.5
S2 6,173.5 6,173.5 6,290.0
S3 5,978.0 6,054.5 6,272.0
S4 5,782.5 5,859.0 6,218.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,488.5 6,293.0 195.5 3.1% 102.5 1.6% 17% False False 124,836
10 6,553.5 6,293.0 260.5 4.1% 114.0 1.8% 13% False False 127,360
20 6,760.5 6,293.0 467.5 7.4% 101.5 1.6% 7% False False 114,563
40 6,802.0 6,293.0 509.0 8.0% 91.5 1.4% 6% False False 108,988
60 6,802.0 6,140.0 662.0 10.5% 94.0 1.5% 28% False False 84,967
80 6,802.0 5,899.0 903.0 14.3% 92.0 1.5% 47% False False 63,761
100 6,835.0 5,899.0 936.0 14.8% 87.5 1.4% 46% False False 51,087
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 23.6
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,702.5
2.618 6,578.5
1.618 6,502.5
1.000 6,455.5
0.618 6,426.5
HIGH 6,379.5
0.618 6,350.5
0.500 6,341.5
0.382 6,332.5
LOW 6,303.5
0.618 6,256.5
1.000 6,227.5
1.618 6,180.5
2.618 6,104.5
4.250 5,980.5
Fisher Pivots for day following 16-Nov-2007
Pivot 1 day 3 day
R1 6,341.5 6,396.0
PP 6,336.5 6,372.5
S1 6,331.0 6,349.5

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

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