FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 07-Mar-2008
Day Change Summary
Previous Current
06-Mar-2008 07-Mar-2008 Change Change % Previous Week
Open 5,855.5 5,695.0 -160.5 -2.7% 5,766.0
High 5,855.5 5,752.5 -103.0 -1.8% 5,860.5
Low 5,730.0 5,643.0 -87.0 -1.5% 5,643.0
Close 5,762.0 5,687.0 -75.0 -1.3% 5,687.0
Range 125.5 109.5 -16.0 -12.7% 217.5
ATR 135.3 134.2 -1.2 -0.9% 0.0
Volume 122,969 122,071 -898 -0.7% 663,639
Daily Pivots for day following 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,022.5 5,964.5 5,747.0
R3 5,913.0 5,855.0 5,717.0
R2 5,803.5 5,803.5 5,707.0
R1 5,745.5 5,745.5 5,697.0 5,720.0
PP 5,694.0 5,694.0 5,694.0 5,681.5
S1 5,636.0 5,636.0 5,677.0 5,610.0
S2 5,584.5 5,584.5 5,667.0
S3 5,475.0 5,526.5 5,657.0
S4 5,365.5 5,417.0 5,627.0
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,382.5 6,252.5 5,806.5
R3 6,165.0 6,035.0 5,747.0
R2 5,947.5 5,947.5 5,727.0
R1 5,817.5 5,817.5 5,707.0 5,774.0
PP 5,730.0 5,730.0 5,730.0 5,708.5
S1 5,600.0 5,600.0 5,667.0 5,556.0
S2 5,512.5 5,512.5 5,647.0
S3 5,295.0 5,382.5 5,627.0
S4 5,077.5 5,165.0 5,567.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,860.5 5,643.0 217.5 3.8% 118.5 2.1% 20% False True 132,727
10 6,090.0 5,643.0 447.0 7.9% 120.5 2.1% 10% False True 122,406
20 6,090.0 5,643.0 447.0 7.9% 123.0 2.2% 10% False True 118,596
40 6,246.0 5,301.5 944.5 16.6% 146.5 2.6% 41% False False 145,185
60 6,640.0 5,301.5 1,338.5 23.5% 129.0 2.3% 29% False False 125,521
80 6,640.0 5,301.5 1,338.5 23.5% 123.5 2.2% 29% False False 94,747
100 6,776.0 5,301.5 1,474.5 25.9% 114.5 2.0% 26% False False 75,835
120 6,821.5 5,301.5 1,520.0 26.7% 104.0 1.8% 25% False False 63,209
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 31.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,218.0
2.618 6,039.0
1.618 5,929.5
1.000 5,862.0
0.618 5,820.0
HIGH 5,752.5
0.618 5,710.5
0.500 5,698.0
0.382 5,685.0
LOW 5,643.0
0.618 5,575.5
1.000 5,533.5
1.618 5,466.0
2.618 5,356.5
4.250 5,177.5
Fisher Pivots for day following 07-Mar-2008
Pivot 1 day 3 day
R1 5,698.0 5,752.0
PP 5,694.0 5,730.0
S1 5,690.5 5,708.5

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

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