FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 20-Feb-2008
Day Change Summary
Previous Current
19-Feb-2008 20-Feb-2008 Change Change % Previous Week
Open 5,880.0 5,872.0 -8.0 -0.1% 5,703.0
High 6,006.0 5,917.0 -89.0 -1.5% 5,911.5
Low 5,852.0 5,820.0 -32.0 -0.5% 5,654.0
Close 5,925.5 5,881.0 -44.5 -0.8% 5,760.5
Range 154.0 97.0 -57.0 -37.0% 257.5
ATR 150.9 147.6 -3.2 -2.1% 0.0
Volume 70,994 128,950 57,956 81.6% 595,661
Daily Pivots for day following 20-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,163.5 6,119.5 5,934.5
R3 6,066.5 6,022.5 5,907.5
R2 5,969.5 5,969.5 5,899.0
R1 5,925.5 5,925.5 5,890.0 5,947.5
PP 5,872.5 5,872.5 5,872.5 5,884.0
S1 5,828.5 5,828.5 5,872.0 5,850.5
S2 5,775.5 5,775.5 5,863.0
S3 5,678.5 5,731.5 5,854.5
S4 5,581.5 5,634.5 5,827.5
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,548.0 6,411.5 5,902.0
R3 6,290.5 6,154.0 5,831.5
R2 6,033.0 6,033.0 5,807.5
R1 5,896.5 5,896.5 5,784.0 5,965.0
PP 5,775.5 5,775.5 5,775.5 5,809.5
S1 5,639.0 5,639.0 5,737.0 5,707.0
S2 5,518.0 5,518.0 5,713.5
S3 5,260.5 5,381.5 5,689.5
S4 5,003.0 5,124.0 5,619.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,006.0 5,731.5 274.5 4.7% 124.5 2.1% 54% False False 108,775
10 6,006.0 5,654.0 352.0 6.0% 131.0 2.2% 64% False False 119,284
20 6,046.0 5,654.0 392.0 6.7% 130.0 2.2% 58% False False 139,008
40 6,547.0 5,301.5 1,245.5 21.2% 138.5 2.4% 47% False False 135,063
60 6,640.0 5,301.5 1,338.5 22.8% 126.5 2.1% 43% False False 102,062
80 6,776.0 5,301.5 1,474.5 25.1% 118.5 2.0% 39% False False 76,619
100 6,821.5 5,301.5 1,520.0 25.8% 107.5 1.8% 38% False False 61,317
120 6,821.5 5,301.5 1,520.0 25.8% 93.5 1.6% 38% False False 51,115
Crabel Price Patterns
NR True
NR4 True
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 33.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,329.0
2.618 6,171.0
1.618 6,074.0
1.000 6,014.0
0.618 5,977.0
HIGH 5,917.0
0.618 5,880.0
0.500 5,868.5
0.382 5,857.0
LOW 5,820.0
0.618 5,760.0
1.000 5,723.0
1.618 5,663.0
2.618 5,566.0
4.250 5,408.0
Fisher Pivots for day following 20-Feb-2008
Pivot 1 day 3 day
R1 5,877.0 5,905.0
PP 5,872.5 5,897.0
S1 5,868.5 5,889.0

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

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