FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 01-Feb-2008
Day Change Summary
Previous Current
31-Jan-2008 01-Feb-2008 Change Change % Previous Week
Open 5,805.0 5,935.0 130.0 2.2% 5,817.5
High 5,893.5 6,026.0 132.5 2.2% 6,026.0
Low 5,663.5 5,921.0 257.5 4.5% 5,663.5
Close 5,874.0 5,981.0 107.0 1.8% 5,981.0
Range 230.0 105.0 -125.0 -54.3% 362.5
ATR 170.9 169.6 -1.4 -0.8% 0.0
Volume 87,988 188,931 100,943 114.7% 687,118
Daily Pivots for day following 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,291.0 6,241.0 6,039.0
R3 6,186.0 6,136.0 6,010.0
R2 6,081.0 6,081.0 6,000.0
R1 6,031.0 6,031.0 5,990.5 6,056.0
PP 5,976.0 5,976.0 5,976.0 5,988.5
S1 5,926.0 5,926.0 5,971.5 5,951.0
S2 5,871.0 5,871.0 5,962.0
S3 5,766.0 5,821.0 5,952.0
S4 5,661.0 5,716.0 5,923.0
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,977.5 6,842.0 6,180.5
R3 6,615.0 6,479.5 6,080.5
R2 6,252.5 6,252.5 6,047.5
R1 6,117.0 6,117.0 6,014.0 6,185.0
PP 5,890.0 5,890.0 5,890.0 5,924.0
S1 5,754.5 5,754.5 5,948.0 5,822.0
S2 5,527.5 5,527.5 5,914.5
S3 5,165.0 5,392.0 5,881.5
S4 4,802.5 5,029.5 5,781.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,026.0 5,663.5 362.5 6.1% 127.5 2.1% 88% True False 137,423
10 6,026.0 5,301.5 724.5 12.1% 205.5 3.4% 94% True False 198,097
20 6,405.5 5,301.5 1,104.0 18.5% 163.5 2.7% 62% False False 170,680
40 6,640.0 5,301.5 1,338.5 22.4% 129.5 2.2% 51% False False 112,886
60 6,640.0 5,301.5 1,338.5 22.4% 123.5 2.1% 51% False False 75,510
80 6,821.5 5,301.5 1,520.0 25.4% 109.0 1.8% 45% False False 56,663
100 6,821.5 5,301.5 1,520.0 25.4% 95.0 1.6% 45% False False 45,344
120 6,821.5 5,301.5 1,520.0 25.4% 85.0 1.4% 45% False False 37,799
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 39.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,472.0
2.618 6,301.0
1.618 6,196.0
1.000 6,131.0
0.618 6,091.0
HIGH 6,026.0
0.618 5,986.0
0.500 5,973.5
0.382 5,961.0
LOW 5,921.0
0.618 5,856.0
1.000 5,816.0
1.618 5,751.0
2.618 5,646.0
4.250 5,475.0
Fisher Pivots for day following 01-Feb-2008
Pivot 1 day 3 day
R1 5,978.5 5,935.5
PP 5,976.0 5,890.0
S1 5,973.5 5,845.0

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

View Archives - Comment on this page... - Back to Index of Symbols