FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 13-Feb-2008
Day Change Summary
Previous Current
12-Feb-2008 13-Feb-2008 Change Change % Previous Week
Open 5,748.5 5,822.5 74.0 1.3% 6,029.5
High 5,888.0 5,893.5 5.5 0.1% 6,046.0
Low 5,680.5 5,787.5 107.0 1.9% 5,677.5
Close 5,866.5 5,850.5 -16.0 -0.3% 5,757.0
Range 207.5 106.0 -101.5 -48.9% 368.5
ATR 156.7 153.1 -3.6 -2.3% 0.0
Volume 103,843 166,031 62,188 59.9% 678,905
Daily Pivots for day following 13-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,162.0 6,112.0 5,909.0
R3 6,056.0 6,006.0 5,879.5
R2 5,950.0 5,950.0 5,870.0
R1 5,900.0 5,900.0 5,860.0 5,925.0
PP 5,844.0 5,844.0 5,844.0 5,856.0
S1 5,794.0 5,794.0 5,841.0 5,819.0
S2 5,738.0 5,738.0 5,831.0
S3 5,632.0 5,688.0 5,821.5
S4 5,526.0 5,582.0 5,792.0
Weekly Pivots for week ending 08-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,932.5 6,713.0 5,959.5
R3 6,564.0 6,344.5 5,858.5
R2 6,195.5 6,195.5 5,824.5
R1 5,976.0 5,976.0 5,791.0 5,901.5
PP 5,827.0 5,827.0 5,827.0 5,789.5
S1 5,607.5 5,607.5 5,723.0 5,533.0
S2 5,458.5 5,458.5 5,689.5
S3 5,090.0 5,239.0 5,655.5
S4 4,721.5 4,870.5 5,554.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,893.5 5,654.0 239.5 4.1% 137.5 2.3% 82% True False 129,794
10 6,046.0 5,654.0 392.0 6.7% 135.0 2.3% 50% False False 133,129
20 6,046.0 5,301.5 744.5 12.7% 170.5 2.9% 74% False False 171,146
40 6,547.0 5,301.5 1,245.5 21.3% 132.5 2.3% 44% False False 136,844
60 6,640.0 5,301.5 1,338.5 22.9% 126.5 2.2% 41% False False 93,049
80 6,776.0 5,301.5 1,474.5 25.2% 115.0 2.0% 37% False False 69,831
100 6,821.5 5,301.5 1,520.0 26.0% 104.0 1.8% 36% False False 55,886
120 6,821.5 5,301.5 1,520.0 26.0% 89.5 1.5% 36% False False 46,583
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 32.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,344.0
2.618 6,171.0
1.618 6,065.0
1.000 5,999.5
0.618 5,959.0
HIGH 5,893.5
0.618 5,853.0
0.500 5,840.5
0.382 5,828.0
LOW 5,787.5
0.618 5,722.0
1.000 5,681.5
1.618 5,616.0
2.618 5,510.0
4.250 5,337.0
Fisher Pivots for day following 13-Feb-2008
Pivot 1 day 3 day
R1 5,847.0 5,825.0
PP 5,844.0 5,799.5
S1 5,840.5 5,774.0

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

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