FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 07-Jan-2008
Day Change Summary
Previous Current
04-Jan-2008 07-Jan-2008 Change Change % Previous Week
Open 6,510.0 6,346.5 -163.5 -2.5% 6,485.0
High 6,547.0 6,383.0 -164.0 -2.5% 6,547.0
Low 6,340.0 6,276.0 -64.0 -1.0% 6,340.0
Close 6,351.0 6,347.5 -3.5 -0.1% 6,351.0
Range 207.0 107.0 -100.0 -48.3% 207.0
ATR 108.3 108.2 -0.1 -0.1% 0.0
Volume 105,197 146,406 41,209 39.2% 248,523
Daily Pivots for day following 07-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,656.5 6,609.0 6,406.5
R3 6,549.5 6,502.0 6,377.0
R2 6,442.5 6,442.5 6,367.0
R1 6,395.0 6,395.0 6,357.5 6,419.0
PP 6,335.5 6,335.5 6,335.5 6,347.5
S1 6,288.0 6,288.0 6,337.5 6,312.0
S2 6,228.5 6,228.5 6,328.0
S3 6,121.5 6,181.0 6,318.0
S4 6,014.5 6,074.0 6,288.5
Weekly Pivots for week ending 04-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,033.5 6,899.5 6,465.0
R3 6,826.5 6,692.5 6,408.0
R2 6,619.5 6,619.5 6,389.0
R1 6,485.5 6,485.5 6,370.0 6,449.0
PP 6,412.5 6,412.5 6,412.5 6,394.5
S1 6,278.5 6,278.5 6,332.0 6,242.0
S2 6,205.5 6,205.5 6,313.0
S3 5,998.5 6,071.5 6,294.0
S4 5,791.5 5,864.5 6,237.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,547.0 6,276.0 271.0 4.3% 116.5 1.8% 26% False True 78,985
10 6,547.0 6,276.0 271.0 4.3% 86.5 1.4% 26% False True 79,144
20 6,640.0 6,261.0 379.0 6.0% 93.5 1.5% 23% False False 62,356
40 6,640.0 6,069.0 571.0 9.0% 102.5 1.6% 49% False False 31,584
60 6,821.5 6,069.0 752.5 11.9% 92.0 1.5% 37% False False 21,096
80 6,821.5 6,069.0 752.5 11.9% 79.0 1.2% 37% False False 15,840
100 6,821.5 5,903.0 918.5 14.5% 69.5 1.1% 48% False False 12,687
120 6,821.5 5,903.0 918.5 14.5% 60.5 1.0% 48% False False 10,573
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 19.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,838.0
2.618 6,663.0
1.618 6,556.0
1.000 6,490.0
0.618 6,449.0
HIGH 6,383.0
0.618 6,342.0
0.500 6,329.5
0.382 6,317.0
LOW 6,276.0
0.618 6,210.0
1.000 6,169.0
1.618 6,103.0
2.618 5,996.0
4.250 5,821.0
Fisher Pivots for day following 07-Jan-2008
Pivot 1 day 3 day
R1 6,341.5 6,411.5
PP 6,335.5 6,390.0
S1 6,329.5 6,369.0

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

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