FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 13-Mar-2008
Day Change Summary
Previous Current
12-Mar-2008 13-Mar-2008 Change Change % Previous Week
Open 5,762.5 5,666.0 -96.5 -1.7% 5,766.0
High 5,812.5 5,735.0 -77.5 -1.3% 5,860.5
Low 5,737.5 5,623.0 -114.5 -2.0% 5,643.0
Close 5,765.0 5,694.5 -70.5 -1.2% 5,687.0
Range 75.0 112.0 37.0 49.3% 217.5
ATR 133.0 133.7 0.6 0.5% 0.0
Volume 197,350 166,207 -31,143 -15.8% 663,639
Daily Pivots for day following 13-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,020.0 5,969.5 5,756.0
R3 5,908.0 5,857.5 5,725.5
R2 5,796.0 5,796.0 5,715.0
R1 5,745.5 5,745.5 5,705.0 5,771.0
PP 5,684.0 5,684.0 5,684.0 5,697.0
S1 5,633.5 5,633.5 5,684.0 5,659.0
S2 5,572.0 5,572.0 5,674.0
S3 5,460.0 5,521.5 5,663.5
S4 5,348.0 5,409.5 5,633.0
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 5,812.5 5,606.0 206.5 3.6% 109.0 1.9% 43% False False 154,305
10 5,954.5 5,606.0 348.5 6.1% 116.0 2.0% 25% False False 143,116
20 6,090.0 5,606.0 484.0 8.5% 119.5 2.1% 18% False False 126,703
40 6,090.0 5,301.5 788.5 13.8% 143.0 2.5% 50% False False 146,725
60 6,547.0 5,301.5 1,245.5 21.9% 128.5 2.3% 32% False False 134,613
80 6,640.0 5,301.5 1,338.5 23.5% 123.5 2.2% 29% False False 102,857
100 6,776.0 5,301.5 1,474.5 25.9% 115.5 2.0% 27% False False 82,323
120 6,821.5 5,301.5 1,520.0 26.7% 107.0 1.9% 26% False False 68,620
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 34.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,211.0
2.618 6,028.0
1.618 5,916.0
1.000 5,847.0
0.618 5,804.0
HIGH 5,735.0
0.618 5,692.0
0.500 5,679.0
0.382 5,666.0
LOW 5,623.0
0.618 5,554.0
1.000 5,511.0
1.618 5,442.0
2.618 5,330.0
4.250 5,147.0
Fisher Pivots for day following 13-Mar-2008
Pivot 1 day 3 day
R1 5,689.5 5,718.0
PP 5,684.0 5,710.0
S1 5,679.0 5,702.0

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

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