FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 28-Jan-2008
Day Change Summary
Previous Current
25-Jan-2008 28-Jan-2008 Change Change % Previous Week
Open 5,986.0 5,817.5 -168.5 -2.8% 5,775.0
High 5,986.0 5,825.0 -161.0 -2.7% 5,986.0
Low 5,827.0 5,683.0 -144.0 -2.5% 5,301.5
Close 5,835.0 5,755.0 -80.0 -1.4% 5,835.0
Range 159.0 142.0 -17.0 -10.7% 684.5
ATR 180.3 178.2 -2.0 -1.1% 0.0
Volume 226,690 151,354 -75,336 -33.2% 1,293,861
Daily Pivots for day following 28-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,180.5 6,109.5 5,833.0
R3 6,038.5 5,967.5 5,794.0
R2 5,896.5 5,896.5 5,781.0
R1 5,825.5 5,825.5 5,768.0 5,790.0
PP 5,754.5 5,754.5 5,754.5 5,736.5
S1 5,683.5 5,683.5 5,742.0 5,648.0
S2 5,612.5 5,612.5 5,729.0
S3 5,470.5 5,541.5 5,716.0
S4 5,328.5 5,399.5 5,677.0
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,761.0 7,482.5 6,211.5
R3 7,076.5 6,798.0 6,023.0
R2 6,392.0 6,392.0 5,960.5
R1 6,113.5 6,113.5 5,897.5 6,253.0
PP 5,707.5 5,707.5 5,707.5 5,777.0
S1 5,429.0 5,429.0 5,772.5 5,568.0
S2 5,023.0 5,023.0 5,709.5
S3 4,338.5 4,744.5 5,647.0
S4 3,654.0 4,060.0 5,458.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,986.0 5,301.5 684.5 11.9% 259.5 4.5% 66% False False 247,119
10 6,200.0 5,301.5 898.5 15.6% 223.0 3.9% 50% False False 208,740
20 6,547.0 5,301.5 1,245.5 21.6% 162.5 2.8% 36% False False 156,318
40 6,640.0 5,301.5 1,338.5 23.3% 126.5 2.2% 34% False False 99,676
60 6,775.5 5,301.5 1,474.0 25.6% 121.0 2.1% 31% False False 66,590
80 6,821.5 5,301.5 1,520.0 26.4% 106.0 1.8% 30% False False 49,970
100 6,821.5 5,301.5 1,520.0 26.4% 91.0 1.6% 30% False False 39,987
120 6,821.5 5,301.5 1,520.0 26.4% 81.5 1.4% 30% False False 33,334
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 37.2
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,428.5
2.618 6,197.0
1.618 6,055.0
1.000 5,967.0
0.618 5,913.0
HIGH 5,825.0
0.618 5,771.0
0.500 5,754.0
0.382 5,737.0
LOW 5,683.0
0.618 5,595.0
1.000 5,541.0
1.618 5,453.0
2.618 5,311.0
4.250 5,079.5
Fisher Pivots for day following 28-Jan-2008
Pivot 1 day 3 day
R1 5,754.5 5,834.5
PP 5,754.5 5,808.0
S1 5,754.0 5,781.5

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

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