FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 14-Mar-2008
Day Change Summary
Previous Current
13-Mar-2008 14-Mar-2008 Change Change % Previous Week
Open 5,666.0 5,688.5 22.5 0.4% 5,668.0
High 5,735.0 5,780.0 45.0 0.8% 5,812.5
Low 5,623.0 5,586.5 -36.5 -0.6% 5,586.5
Close 5,694.5 5,639.5 -55.0 -1.0% 5,639.5
Range 112.0 193.5 81.5 72.8% 226.0
ATR 133.7 137.9 4.3 3.2% 0.0
Volume 166,207 214,594 48,387 29.1% 864,052
Daily Pivots for day following 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,249.0 6,138.0 5,746.0
R3 6,055.5 5,944.5 5,692.5
R2 5,862.0 5,862.0 5,675.0
R1 5,751.0 5,751.0 5,657.0 5,710.0
PP 5,668.5 5,668.5 5,668.5 5,648.0
S1 5,557.5 5,557.5 5,622.0 5,516.0
S2 5,475.0 5,475.0 5,604.0
S3 5,281.5 5,364.0 5,586.5
S4 5,088.0 5,170.5 5,533.0
Weekly Pivots for week ending 14-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,357.5 6,224.5 5,764.0
R3 6,131.5 5,998.5 5,701.5
R2 5,905.5 5,905.5 5,681.0
R1 5,772.5 5,772.5 5,660.0 5,726.0
PP 5,679.5 5,679.5 5,679.5 5,656.0
S1 5,546.5 5,546.5 5,619.0 5,500.0
S2 5,453.5 5,453.5 5,598.0
S3 5,227.5 5,320.5 5,577.5
S4 5,001.5 5,094.5 5,515.0
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 5,586.5 226.0 4.0% 126.0 2.2% 23% False True 172,810
10 5,860.5 5,586.5 274.0 4.9% 122.0 2.2% 19% False True 152,769
20 6,090.0 5,586.5 503.5 8.9% 120.5 2.1% 11% False True 132,016
40 6,090.0 5,301.5 788.5 14.0% 143.5 2.5% 43% False False 147,396
60 6,547.0 5,301.5 1,245.5 22.1% 130.0 2.3% 27% False False 135,541
80 6,640.0 5,301.5 1,338.5 23.7% 124.0 2.2% 25% False False 105,536
100 6,776.0 5,301.5 1,474.5 26.1% 117.0 2.1% 23% False False 84,468
120 6,821.5 5,301.5 1,520.0 27.0% 108.0 1.9% 22% False False 70,407
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 38.8
Widest range in 23 trading days
Fibonacci Retracements and Extensions
4.250 6,602.5
2.618 6,286.5
1.618 6,093.0
1.000 5,973.5
0.618 5,899.5
HIGH 5,780.0
0.618 5,706.0
0.500 5,683.0
0.382 5,660.5
LOW 5,586.5
0.618 5,467.0
1.000 5,393.0
1.618 5,273.5
2.618 5,080.0
4.250 4,764.0
Fisher Pivots for day following 14-Mar-2008
Pivot 1 day 3 day
R1 5,683.0 5,699.5
PP 5,668.5 5,679.5
S1 5,654.0 5,659.5

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

View Archives - Comment on this page... - Back to Index of Symbols