FTSE 100 Index Future March 2008

Trading Metrics calculated at close of trading on 03-Jan-2008

Day Change Summary
	Previous	Current
	02-Jan-2008	03-Jan-2008	Change	Change %	Previous Week
Open	6,449.0	6,422.0	-27.0	-0.4%	6,482.0
High	6,529.5	6,509.5	-20.0	-0.3%	6,532.5
Low	6,405.0	6,404.5	-0.5	0.0%	6,451.5
Close	6,434.5	6,491.5	57.0	0.9%	6,505.5
Range	124.5	105.0	-19.5	-15.7%	81.0
ATR	100.4	100.7	0.3	0.3%	0.0
Volume	18,257	82,918	64,661	354.2%	142,133

Daily Pivots for day following 03-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,783.5	6,742.5	6,549.0
R3	6,678.5	6,637.5	6,520.5
R2	6,573.5	6,573.5	6,511.0
R1	6,532.5	6,532.5	6,501.0	6,553.0
PP	6,468.5	6,468.5	6,468.5	6,479.0
S1	6,427.5	6,427.5	6,482.0	6,448.0
S2	6,363.5	6,363.5	6,472.0
S3	6,258.5	6,322.5	6,462.5
S4	6,153.5	6,217.5	6,434.0

Weekly Pivots for week ending 28-Dec-2007
	Classic	Woodie	Camarilla	DeMark
R4	6,739.5	6,703.5	6,550.0
R3	6,658.5	6,622.5	6,528.0
R2	6,577.5	6,577.5	6,520.5
R1	6,541.5	6,541.5	6,513.0	6,559.5
PP	6,496.5	6,496.5	6,496.5	6,505.5
S1	6,460.5	6,460.5	6,498.0	6,478.5
S2	6,415.5	6,415.5	6,490.5
S3	6,334.5	6,379.5	6,483.0
S4	6,253.5	6,298.5	6,461.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,532.5	6,404.5	128.0	2.0%	75.0	1.2%	68%	False	True	38,085
10	6,532.5	6,261.0	271.5	4.2%	74.0	1.1%	85%	False	False	85,769
20	6,640.0	6,261.0	379.0	5.8%	91.0	1.4%	61%	False	False	50,051
40	6,640.0	6,069.0	571.0	8.8%	99.5	1.5%	74%	False	False	25,296
60	6,821.5	6,069.0	752.5	11.6%	89.0	1.4%	56%	False	False	16,904
80	6,821.5	6,069.0	752.5	11.6%	75.0	1.2%	56%	False	False	12,695
100	6,821.5	5,903.0	918.5	14.1%	67.5	1.0%	64%	False	False	10,171

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	True
Bear Hook	False
Bull Hook	False
Stretch	15.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,956.0
2.618	6,784.5
1.618	6,679.5
1.000	6,614.5
0.618	6,574.5
HIGH	6,509.5
0.618	6,469.5
0.500	6,457.0
0.382	6,444.5
LOW	6,404.5
0.618	6,339.5
1.000	6,299.5
1.618	6,234.5
2.618	6,129.5
4.250	5,958.0

Fisher Pivots for day following 03-Jan-2008
Pivot	1 day	3 day
R1	6,480.0	6,483.5
PP	6,468.5	6,475.0
S1	6,457.0	6,467.0

Download as Excel Spreadsheet

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

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