FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 5,766.0 5,785.5 19.5 0.3% 5,925.5
High 5,832.5 5,840.0 7.5 0.1% 6,090.0
Low 5,735.0 5,684.5 -50.5 -0.9% 5,824.0
Close 5,781.5 5,735.5 -46.0 -0.8% 5,832.0
Range 97.5 155.5 58.0 59.5% 266.0
ATR 135.5 136.9 1.4 1.1% 0.0
Volume 151,541 127,691 -23,850 -15.7% 560,430
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,220.0 6,133.0 5,821.0
R3 6,064.5 5,977.5 5,778.5
R2 5,909.0 5,909.0 5,764.0
R1 5,822.0 5,822.0 5,750.0 5,788.0
PP 5,753.5 5,753.5 5,753.5 5,736.0
S1 5,666.5 5,666.5 5,721.0 5,632.0
S2 5,598.0 5,598.0 5,707.0
S3 5,442.5 5,511.0 5,692.5
S4 5,287.0 5,355.5 5,650.0
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 6,087.0 5,684.5 402.5 7.0% 129.0 2.3% 13% False True 127,738
10 6,090.0 5,684.5 405.5 7.1% 117.0 2.0% 13% False True 119,713
20 6,090.0 5,654.0 436.0 7.6% 123.0 2.1% 19% False False 119,981
40 6,314.5 5,301.5 1,013.0 17.7% 145.0 2.5% 43% False False 145,160
60 6,640.0 5,301.5 1,338.5 23.3% 126.5 2.2% 32% False False 119,537
80 6,640.0 5,301.5 1,338.5 23.3% 123.5 2.1% 32% False False 89,961
100 6,821.5 5,301.5 1,520.0 26.5% 113.5 2.0% 29% False False 71,993
120 6,821.5 5,301.5 1,520.0 26.5% 101.5 1.8% 29% False False 60,007
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34.0
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,501.0
2.618 6,247.0
1.618 6,091.5
1.000 5,995.5
0.618 5,936.0
HIGH 5,840.0
0.618 5,780.5
0.500 5,762.0
0.382 5,744.0
LOW 5,684.5
0.618 5,588.5
1.000 5,529.0
1.618 5,433.0
2.618 5,277.5
4.250 5,023.5
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 5,762.0 5,819.5
PP 5,753.5 5,791.5
S1 5,744.5 5,763.5

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

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