FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 17-Mar-2008
Day Change Summary
Previous Current
14-Mar-2008 17-Mar-2008 Change Change % Previous Week
Open 5,688.5 5,504.5 -184.0 -3.2% 5,668.0
High 5,780.0 5,633.0 -147.0 -2.5% 5,812.5
Low 5,586.5 5,410.5 -176.0 -3.2% 5,586.5
Close 5,639.5 5,430.0 -209.5 -3.7% 5,639.5
Range 193.5 222.5 29.0 15.0% 226.0
ATR 137.9 144.4 6.5 4.7% 0.0
Volume 214,594 249,395 34,801 16.2% 864,052
Daily Pivots for day following 17-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,158.5 6,017.0 5,552.5
R3 5,936.0 5,794.5 5,491.0
R2 5,713.5 5,713.5 5,471.0
R1 5,572.0 5,572.0 5,450.5 5,531.5
PP 5,491.0 5,491.0 5,491.0 5,471.0
S1 5,349.5 5,349.5 5,409.5 5,309.0
S2 5,268.5 5,268.5 5,389.0
S3 5,046.0 5,127.0 5,369.0
S4 4,823.5 4,904.5 5,307.5
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 5,410.5 402.0 7.4% 149.5 2.8% 5% False True 192,119
10 5,860.5 5,410.5 450.0 8.3% 134.5 2.5% 4% False True 162,554
20 6,090.0 5,410.5 679.5 12.5% 125.5 2.3% 3% False True 138,298
40 6,090.0 5,301.5 788.5 14.5% 142.5 2.6% 16% False False 148,391
60 6,547.0 5,301.5 1,245.5 22.9% 132.0 2.4% 10% False False 137,049
80 6,640.0 5,301.5 1,338.5 24.7% 125.5 2.3% 10% False False 108,645
100 6,776.0 5,301.5 1,474.5 27.2% 119.0 2.2% 9% False False 86,961
120 6,821.5 5,301.5 1,520.0 28.0% 109.5 2.0% 8% False False 72,482
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 45.1
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 6,578.5
2.618 6,215.5
1.618 5,993.0
1.000 5,855.5
0.618 5,770.5
HIGH 5,633.0
0.618 5,548.0
0.500 5,522.0
0.382 5,495.5
LOW 5,410.5
0.618 5,273.0
1.000 5,188.0
1.618 5,050.5
2.618 4,828.0
4.250 4,465.0
Fisher Pivots for day following 17-Mar-2008
Pivot 1 day 3 day
R1 5,522.0 5,595.0
PP 5,491.0 5,540.0
S1 5,460.5 5,485.0

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

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