FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 14-Feb-2008
Day Change Summary
Previous Current
13-Feb-2008 14-Feb-2008 Change Change % Previous Week
Open 5,822.5 5,891.0 68.5 1.2% 6,029.5
High 5,893.5 5,911.5 18.0 0.3% 6,046.0
Low 5,787.5 5,830.0 42.5 0.7% 5,677.5
Close 5,850.5 5,856.0 5.5 0.1% 5,757.0
Range 106.0 81.5 -24.5 -23.1% 368.5
ATR 153.1 148.0 -5.1 -3.3% 0.0
Volume 166,031 111,855 -54,176 -32.6% 678,905
Daily Pivots for day following 14-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,110.5 6,064.5 5,901.0
R3 6,029.0 5,983.0 5,878.5
R2 5,947.5 5,947.5 5,871.0
R1 5,901.5 5,901.5 5,863.5 5,884.0
PP 5,866.0 5,866.0 5,866.0 5,857.0
S1 5,820.0 5,820.0 5,848.5 5,802.0
S2 5,784.5 5,784.5 5,841.0
S3 5,703.0 5,738.5 5,833.5
S4 5,621.5 5,657.0 5,811.0
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 5,911.5 5,654.0 257.5 4.4% 122.0 2.1% 78% True False 126,862
10 6,046.0 5,654.0 392.0 6.7% 120.0 2.1% 52% False False 135,516
20 6,046.0 5,301.5 744.5 12.7% 166.5 2.8% 74% False False 166,748
40 6,547.0 5,301.5 1,245.5 21.3% 133.0 2.3% 45% False False 138,568
60 6,640.0 5,301.5 1,338.5 22.9% 124.5 2.1% 41% False False 94,909
80 6,776.0 5,301.5 1,474.5 25.2% 115.0 2.0% 38% False False 71,227
100 6,821.5 5,301.5 1,520.0 26.0% 104.5 1.8% 36% False False 57,004
120 6,821.5 5,301.5 1,520.0 26.0% 90.0 1.5% 36% False False 47,515
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 25.5
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,258.0
2.618 6,125.0
1.618 6,043.5
1.000 5,993.0
0.618 5,962.0
HIGH 5,911.5
0.618 5,880.5
0.500 5,871.0
0.382 5,861.0
LOW 5,830.0
0.618 5,779.5
1.000 5,748.5
1.618 5,698.0
2.618 5,616.5
4.250 5,483.5
Fisher Pivots for day following 14-Feb-2008
Pivot 1 day 3 day
R1 5,871.0 5,836.0
PP 5,866.0 5,816.0
S1 5,861.0 5,796.0

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

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