FTSE 100 Index Future March 2008

Trading Metrics calculated at close of trading on 08-Jan-2008

Day Change Summary
	Previous	Current
	07-Jan-2008	08-Jan-2008	Change	Change %	Previous Week
Open	6,346.5	6,365.5	19.0	0.3%	6,485.0
High	6,383.0	6,405.5	22.5	0.4%	6,547.0
Low	6,276.0	6,337.5	61.5	1.0%	6,340.0
Close	6,347.5	6,354.0	6.5	0.1%	6,351.0
Range	107.0	68.0	-39.0	-36.4%	207.0
ATR	108.2	105.4	-2.9	-2.7%	0.0
Volume	146,406	127,211	-19,195	-13.1%	248,523

Daily Pivots for day following 08-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,569.5	6,530.0	6,391.5
R3	6,501.5	6,462.0	6,372.5
R2	6,433.5	6,433.5	6,366.5
R1	6,394.0	6,394.0	6,360.0	6,380.0
PP	6,365.5	6,365.5	6,365.5	6,358.5
S1	6,326.0	6,326.0	6,348.0	6,312.0
S2	6,297.5	6,297.5	6,341.5
S3	6,229.5	6,258.0	6,335.5
S4	6,161.5	6,190.0	6,316.5

Weekly Pivots for week ending 04-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,033.5	6,899.5	6,465.0
R3	6,826.5	6,692.5	6,408.0
R2	6,619.5	6,619.5	6,389.0
R1	6,485.5	6,485.5	6,370.0	6,449.0
PP	6,412.5	6,412.5	6,412.5	6,394.5
S1	6,278.5	6,278.5	6,332.0	6,242.0
S2	6,205.5	6,205.5	6,313.0
S3	5,998.5	6,071.5	6,294.0
S4	5,791.5	5,864.5	6,237.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,547.0	6,276.0	271.0	4.3%	122.5	1.9%	29%	False	False	95,997
10	6,547.0	6,276.0	271.0	4.3%	85.5	1.3%	29%	False	False	74,364
20	6,640.0	6,261.0	379.0	6.0%	89.5	1.4%	25%	False	False	68,291
40	6,640.0	6,069.0	571.0	9.0%	101.5	1.6%	50%	False	False	34,761
60	6,821.5	6,069.0	752.5	11.8%	92.0	1.4%	38%	False	False	23,214
80	6,821.5	6,069.0	752.5	11.8%	80.0	1.3%	38%	False	False	17,430
100	6,821.5	5,903.0	918.5	14.5%	70.5	1.1%	49%	False	False	13,958
120	6,821.5	5,903.0	918.5	14.5%	61.0	1.0%	49%	False	False	11,633

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
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	20.9
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,694.5
2.618	6,583.5
1.618	6,515.5
1.000	6,473.5
0.618	6,447.5
HIGH	6,405.5
0.618	6,379.5
0.500	6,371.5
0.382	6,363.5
LOW	6,337.5
0.618	6,295.5
1.000	6,269.5
1.618	6,227.5
2.618	6,159.5
4.250	6,048.5

Fisher Pivots for day following 08-Jan-2008
Pivot	1 day	3 day
R1	6,371.5	6,411.5
PP	6,365.5	6,392.5
S1	6,360.0	6,373.0

Download as Excel Spreadsheet

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

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