FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 17-Jan-2008
Day Change Summary
Previous Current
16-Jan-2008 17-Jan-2008 Change Change % Previous Week
Open 6,001.5 5,982.0 -19.5 -0.3% 6,346.5
High 6,024.5 6,020.0 -4.5 -0.1% 6,405.5
Low 5,895.5 5,856.5 -39.0 -0.7% 6,143.0
Close 5,950.5 5,888.5 -62.0 -1.0% 6,203.5
Range 129.0 163.5 34.5 26.7% 262.5
ATR 113.8 117.3 3.6 3.1% 0.0
Volume 164,922 199,808 34,886 21.2% 657,048
Daily Pivots for day following 17-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,412.0 6,314.0 5,978.5
R3 6,248.5 6,150.5 5,933.5
R2 6,085.0 6,085.0 5,918.5
R1 5,987.0 5,987.0 5,903.5 5,954.0
PP 5,921.5 5,921.5 5,921.5 5,905.5
S1 5,823.5 5,823.5 5,873.5 5,791.0
S2 5,758.0 5,758.0 5,858.5
S3 5,594.5 5,660.0 5,843.5
S4 5,431.0 5,496.5 5,798.5
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,038.0 6,883.5 6,348.0
R3 6,775.5 6,621.0 6,275.5
R2 6,513.0 6,513.0 6,251.5
R1 6,358.5 6,358.5 6,227.5 6,304.5
PP 6,250.5 6,250.5 6,250.5 6,224.0
S1 6,096.0 6,096.0 6,179.5 6,042.0
S2 5,988.0 5,988.0 6,155.5
S3 5,725.5 5,833.5 6,131.5
S4 5,463.0 5,571.0 6,059.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,249.5 5,856.5 393.0 6.7% 136.5 2.3% 8% False True 145,665
10 6,547.0 5,856.5 690.5 11.7% 124.5 2.1% 5% False True 135,007
20 6,547.0 5,856.5 690.5 11.7% 99.5 1.7% 5% False True 110,388
40 6,640.0 5,856.5 783.5 13.3% 104.0 1.8% 4% False True 58,990
60 6,776.0 5,856.5 919.5 15.6% 97.5 1.7% 3% False True 39,387
80 6,821.5 5,856.5 965.0 16.4% 89.0 1.5% 3% False True 29,568
100 6,821.5 5,856.5 965.0 16.4% 75.0 1.3% 3% False True 23,669
120 6,821.5 5,856.5 965.0 16.4% 67.0 1.1% 3% False True 19,726
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 23.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,715.0
2.618 6,448.0
1.618 6,284.5
1.000 6,183.5
0.618 6,121.0
HIGH 6,020.0
0.618 5,957.5
0.500 5,938.0
0.382 5,919.0
LOW 5,856.5
0.618 5,755.5
1.000 5,693.0
1.618 5,592.0
2.618 5,428.5
4.250 5,161.5
Fisher Pivots for day following 17-Jan-2008
Pivot 1 day 3 day
R1 5,938.0 6,028.0
PP 5,921.5 5,981.5
S1 5,905.0 5,935.0

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

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