FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 31-Jan-2008
Day Change Summary
Previous Current
30-Jan-2008 31-Jan-2008 Change Change % Previous Week
Open 5,834.0 5,805.0 -29.0 -0.5% 5,775.0
High 5,851.5 5,893.5 42.0 0.7% 5,986.0
Low 5,787.5 5,663.5 -124.0 -2.1% 5,301.5
Close 5,817.5 5,874.0 56.5 1.0% 5,835.0
Range 64.0 230.0 166.0 259.4% 684.5
ATR 166.4 170.9 4.5 2.7% 0.0
Volume 119,335 87,988 -31,347 -26.3% 1,293,861
Daily Pivots for day following 31-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,500.5 6,417.0 6,000.5
R3 6,270.5 6,187.0 5,937.0
R2 6,040.5 6,040.5 5,916.0
R1 5,957.0 5,957.0 5,895.0 5,999.0
PP 5,810.5 5,810.5 5,810.5 5,831.0
S1 5,727.0 5,727.0 5,853.0 5,769.0
S2 5,580.5 5,580.5 5,832.0
S3 5,350.5 5,497.0 5,811.0
S4 5,120.5 5,267.0 5,747.5
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 5,663.5 322.5 5.5% 138.5 2.4% 65% False True 144,975
10 6,021.5 5,301.5 720.0 12.3% 212.5 3.6% 80% False False 197,980
20 6,547.0 5,301.5 1,245.5 21.2% 168.5 2.9% 46% False False 166,494
40 6,640.0 5,301.5 1,338.5 22.8% 130.0 2.2% 43% False False 108,272
60 6,640.0 5,301.5 1,338.5 22.8% 122.5 2.1% 43% False False 72,362
80 6,821.5 5,301.5 1,520.0 25.9% 109.0 1.9% 38% False False 54,301
100 6,821.5 5,301.5 1,520.0 25.9% 94.0 1.6% 38% False False 43,455
120 6,821.5 5,301.5 1,520.0 25.9% 84.5 1.4% 38% False False 36,225
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 42.7
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,871.0
2.618 6,495.5
1.618 6,265.5
1.000 6,123.5
0.618 6,035.5
HIGH 5,893.5
0.618 5,805.5
0.500 5,778.5
0.382 5,751.5
LOW 5,663.5
0.618 5,521.5
1.000 5,433.5
1.618 5,291.5
2.618 5,061.5
4.250 4,686.0
Fisher Pivots for day following 31-Jan-2008
Pivot 1 day 3 day
R1 5,842.0 5,842.0
PP 5,810.5 5,810.5
S1 5,778.5 5,778.5

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

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