FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 24-Jan-2008
Day Change Summary
Previous Current
23-Jan-2008 24-Jan-2008 Change Change % Previous Week
Open 5,794.0 5,785.0 -9.0 -0.2% 6,166.0
High 5,844.0 5,883.5 39.5 0.7% 6,246.0
Low 5,495.0 5,718.5 223.5 4.1% 5,846.0
Close 5,621.0 5,871.0 250.0 4.4% 5,895.0
Range 349.0 165.0 -184.0 -52.7% 400.0
ATR 175.7 181.9 6.2 3.5% 0.0
Volume 337,353 268,114 -69,239 -20.5% 775,588
Daily Pivots for day following 24-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,319.5 6,260.0 5,962.0
R3 6,154.5 6,095.0 5,916.5
R2 5,989.5 5,989.5 5,901.0
R1 5,930.0 5,930.0 5,886.0 5,960.0
PP 5,824.5 5,824.5 5,824.5 5,839.0
S1 5,765.0 5,765.0 5,856.0 5,795.0
S2 5,659.5 5,659.5 5,841.0
S3 5,494.5 5,600.0 5,825.5
S4 5,329.5 5,435.0 5,780.0
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,195.5 6,945.5 6,115.0
R3 6,795.5 6,545.5 6,005.0
R2 6,395.5 6,395.5 5,968.5
R1 6,145.5 6,145.5 5,931.5 6,070.5
PP 5,995.5 5,995.5 5,995.5 5,958.0
S1 5,745.5 5,745.5 5,858.5 5,670.5
S2 5,595.5 5,595.5 5,821.5
S3 5,195.5 5,345.5 5,785.0
S4 4,795.5 4,945.5 5,675.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,021.5 5,301.5 720.0 12.3% 287.0 4.9% 79% False False 250,985
10 6,249.5 5,301.5 948.0 16.1% 211.5 3.6% 60% False False 198,325
20 6,547.0 5,301.5 1,245.5 21.2% 153.0 2.6% 46% False False 139,771
40 6,640.0 5,301.5 1,338.5 22.8% 125.5 2.1% 43% False False 90,258
60 6,776.0 5,301.5 1,474.5 25.1% 117.0 2.0% 39% False False 60,290
80 6,821.5 5,301.5 1,520.0 25.9% 103.0 1.8% 37% False False 45,246
100 6,821.5 5,301.5 1,520.0 25.9% 88.0 1.5% 37% False False 36,217
120 6,821.5 5,301.5 1,520.0 25.9% 79.0 1.3% 37% False False 30,184
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 37.6
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,585.0
2.618 6,315.5
1.618 6,150.5
1.000 6,048.5
0.618 5,985.5
HIGH 5,883.5
0.618 5,820.5
0.500 5,801.0
0.382 5,781.5
LOW 5,718.5
0.618 5,616.5
1.000 5,553.5
1.618 5,451.5
2.618 5,286.5
4.250 5,017.0
Fisher Pivots for day following 24-Jan-2008
Pivot 1 day 3 day
R1 5,847.5 5,778.0
PP 5,824.5 5,685.5
S1 5,801.0 5,592.5

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

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