FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 29-Feb-2008
Day Change Summary
Previous Current
28-Feb-2008 29-Feb-2008 Change Change % Previous Week
Open 6,022.5 5,908.5 -114.0 -1.9% 5,925.5
High 6,061.0 5,954.5 -106.5 -1.8% 6,090.0
Low 5,927.0 5,824.0 -103.0 -1.7% 5,824.0
Close 5,938.0 5,832.0 -106.0 -1.8% 5,832.0
Range 134.0 130.5 -3.5 -2.6% 266.0
ATR 139.0 138.4 -0.6 -0.4% 0.0
Volume 112,147 118,069 5,922 5.3% 560,430
Daily Pivots for day following 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,261.5 6,177.5 5,904.0
R3 6,131.0 6,047.0 5,868.0
R2 6,000.5 6,000.5 5,856.0
R1 5,916.5 5,916.5 5,844.0 5,893.0
PP 5,870.0 5,870.0 5,870.0 5,858.5
S1 5,786.0 5,786.0 5,820.0 5,763.0
S2 5,739.5 5,739.5 5,808.0
S3 5,609.0 5,655.5 5,796.0
S4 5,478.5 5,525.0 5,760.0
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,713.5 6,538.5 5,978.5
R3 6,447.5 6,272.5 5,905.0
R2 6,181.5 6,181.5 5,881.0
R1 6,006.5 6,006.5 5,856.5 5,961.0
PP 5,915.5 5,915.5 5,915.5 5,892.5
S1 5,740.5 5,740.5 5,807.5 5,695.0
S2 5,649.5 5,649.5 5,783.0
S3 5,383.5 5,474.5 5,759.0
S4 5,117.5 5,208.5 5,685.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,090.0 5,824.0 266.0 4.6% 122.5 2.1% 3% False True 112,086
10 6,090.0 5,804.0 286.0 4.9% 119.0 2.0% 10% False False 111,263
20 6,090.0 5,654.0 436.0 7.5% 123.0 2.1% 41% False False 119,360
40 6,405.5 5,301.5 1,104.0 18.9% 143.0 2.5% 48% False False 145,020
60 6,640.0 5,301.5 1,338.5 23.0% 127.5 2.2% 40% False False 115,044
80 6,640.0 5,301.5 1,338.5 23.0% 123.5 2.1% 40% False False 86,473
100 6,821.5 5,301.5 1,520.0 26.1% 112.0 1.9% 35% False False 69,202
120 6,821.5 5,301.5 1,520.0 26.1% 99.5 1.7% 35% False False 57,680
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 29.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,509.0
2.618 6,296.0
1.618 6,165.5
1.000 6,085.0
0.618 6,035.0
HIGH 5,954.5
0.618 5,904.5
0.500 5,889.0
0.382 5,874.0
LOW 5,824.0
0.618 5,743.5
1.000 5,693.5
1.618 5,613.0
2.618 5,482.5
4.250 5,269.5
Fisher Pivots for day following 29-Feb-2008
Pivot 1 day 3 day
R1 5,889.0 5,955.5
PP 5,870.0 5,914.5
S1 5,851.0 5,873.0

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

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