FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 03-Mar-2008
Day Change Summary
Previous Current
29-Feb-2008 03-Mar-2008 Change Change % Previous Week
Open 5,908.5 5,766.0 -142.5 -2.4% 5,925.5
High 5,954.5 5,832.5 -122.0 -2.0% 6,090.0
Low 5,824.0 5,735.0 -89.0 -1.5% 5,824.0
Close 5,832.0 5,781.5 -50.5 -0.9% 5,832.0
Range 130.5 97.5 -33.0 -25.3% 266.0
ATR 138.4 135.5 -2.9 -2.1% 0.0
Volume 118,069 151,541 33,472 28.3% 560,430
Daily Pivots for day following 03-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,075.5 6,026.0 5,835.0
R3 5,978.0 5,928.5 5,808.5
R2 5,880.5 5,880.5 5,799.5
R1 5,831.0 5,831.0 5,790.5 5,856.0
PP 5,783.0 5,783.0 5,783.0 5,795.5
S1 5,733.5 5,733.5 5,772.5 5,758.0
S2 5,685.5 5,685.5 5,763.5
S3 5,588.0 5,636.0 5,754.5
S4 5,490.5 5,538.5 5,728.0
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 5,735.0 355.0 6.1% 123.5 2.1% 13% False True 122,876
10 6,090.0 5,735.0 355.0 6.1% 116.5 2.0% 13% False True 114,043
20 6,090.0 5,654.0 436.0 7.5% 124.0 2.1% 29% False False 117,827
40 6,405.5 5,301.5 1,104.0 19.1% 143.0 2.5% 43% False False 145,148
60 6,640.0 5,301.5 1,338.5 23.2% 126.5 2.2% 36% False False 117,551
80 6,640.0 5,301.5 1,338.5 23.2% 123.0 2.1% 36% False False 88,366
100 6,821.5 5,301.5 1,520.0 26.3% 112.5 1.9% 32% False False 70,717
120 6,821.5 5,301.5 1,520.0 26.3% 100.5 1.7% 32% False False 58,943
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 31.3
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,247.0
2.618 6,088.0
1.618 5,990.5
1.000 5,930.0
0.618 5,893.0
HIGH 5,832.5
0.618 5,795.5
0.500 5,784.0
0.382 5,772.0
LOW 5,735.0
0.618 5,674.5
1.000 5,637.5
1.618 5,577.0
2.618 5,479.5
4.250 5,320.5
Fisher Pivots for day following 03-Mar-2008
Pivot 1 day 3 day
R1 5,784.0 5,898.0
PP 5,783.0 5,859.0
S1 5,782.0 5,820.5

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

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