FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 20-Mar-2008
Day Change Summary
Previous Current
19-Mar-2008 20-Mar-2008 Change Change % Previous Week
Open 5,632.0 5,501.0 -131.0 -2.3% 5,668.0
High 5,655.5 5,535.0 -120.5 -2.1% 5,812.5
Low 5,507.0 5,480.0 -27.0 -0.5% 5,586.5
Close 5,545.0 5,531.5 -13.5 -0.2% 5,639.5
Range 148.5 55.0 -93.5 -63.0% 226.0
ATR 146.7 140.8 -5.8 -4.0% 0.0
Volume 344,465 269,860 -74,605 -21.7% 864,052
Daily Pivots for day following 20-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,680.5 5,661.0 5,562.0
R3 5,625.5 5,606.0 5,546.5
R2 5,570.5 5,570.5 5,541.5
R1 5,551.0 5,551.0 5,536.5 5,561.0
PP 5,515.5 5,515.5 5,515.5 5,520.5
S1 5,496.0 5,496.0 5,526.5 5,506.0
S2 5,460.5 5,460.5 5,521.5
S3 5,405.5 5,441.0 5,516.5
S4 5,350.5 5,386.0 5,501.0
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 5,780.0 5,410.5 369.5 6.7% 148.5 2.7% 33% False False 282,425
10 5,812.5 5,410.5 402.0 7.3% 129.0 2.3% 30% False False 218,365
20 6,090.0 5,410.5 679.5 12.3% 125.0 2.3% 18% False False 169,515
40 6,090.0 5,410.5 679.5 12.3% 125.5 2.3% 18% False False 150,655
60 6,547.0 5,301.5 1,245.5 22.5% 134.5 2.4% 18% False False 147,027
80 6,640.0 5,301.5 1,338.5 24.2% 125.5 2.3% 17% False False 120,457
100 6,776.0 5,301.5 1,474.5 26.7% 120.5 2.2% 16% False False 96,436
120 6,821.5 5,301.5 1,520.0 27.5% 110.5 2.0% 15% False False 80,382
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 42.1
Narrowest range in 57 trading days
Fibonacci Retracements and Extensions
4.250 5,769.0
2.618 5,679.0
1.618 5,624.0
1.000 5,590.0
0.618 5,569.0
HIGH 5,535.0
0.618 5,514.0
0.500 5,507.5
0.382 5,501.0
LOW 5,480.0
0.618 5,446.0
1.000 5,425.0
1.618 5,391.0
2.618 5,336.0
4.250 5,246.0
Fisher Pivots for day following 20-Mar-2008
Pivot 1 day 3 day
R1 5,523.5 5,567.5
PP 5,515.5 5,555.5
S1 5,507.5 5,543.5

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

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