FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 06-Feb-2008
Day Change Summary
Previous Current
05-Feb-2008 06-Feb-2008 Change Change % Previous Week
Open 5,993.5 5,810.5 -183.0 -3.1% 5,817.5
High 5,994.0 5,878.0 -116.0 -1.9% 6,026.0
Low 5,822.0 5,795.0 -27.0 -0.5% 5,663.5
Close 5,834.0 5,868.5 34.5 0.6% 5,981.0
Range 172.0 83.0 -89.0 -51.7% 362.5
ATR 163.7 157.9 -5.8 -3.5% 0.0
Volume 84,612 138,606 53,994 63.8% 687,118
Daily Pivots for day following 06-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,096.0 6,065.5 5,914.0
R3 6,013.0 5,982.5 5,891.5
R2 5,930.0 5,930.0 5,883.5
R1 5,899.5 5,899.5 5,876.0 5,915.0
PP 5,847.0 5,847.0 5,847.0 5,855.0
S1 5,816.5 5,816.5 5,861.0 5,832.0
S2 5,764.0 5,764.0 5,853.5
S3 5,681.0 5,733.5 5,845.5
S4 5,598.0 5,650.5 5,823.0
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 6,046.0 5,663.5 382.5 6.5% 132.5 2.3% 54% False False 136,464
10 6,046.0 5,663.5 382.5 6.5% 129.0 2.2% 54% False False 158,732
20 6,314.5 5,301.5 1,013.0 17.3% 168.0 2.9% 56% False False 171,969
40 6,640.0 5,301.5 1,338.5 22.8% 129.0 2.2% 42% False False 122,759
60 6,640.0 5,301.5 1,338.5 22.8% 122.0 2.1% 42% False False 82,263
80 6,821.5 5,301.5 1,520.0 25.9% 111.0 1.9% 37% False False 61,727
100 6,821.5 5,301.5 1,520.0 25.9% 97.5 1.7% 37% False False 49,398
120 6,821.5 5,301.5 1,520.0 25.9% 85.0 1.4% 37% False False 41,176
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 True
Bull Hook False
Stretch 26.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,231.0
2.618 6,095.5
1.618 6,012.5
1.000 5,961.0
0.618 5,929.5
HIGH 5,878.0
0.618 5,846.5
0.500 5,836.5
0.382 5,826.5
LOW 5,795.0
0.618 5,743.5
1.000 5,712.0
1.618 5,660.5
2.618 5,577.5
4.250 5,442.0
Fisher Pivots for day following 06-Feb-2008
Pivot 1 day 3 day
R1 5,858.0 5,920.5
PP 5,847.0 5,903.0
S1 5,836.5 5,886.0

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

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