FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 21-Nov-2007
Day Change Summary
Previous Current
20-Nov-2007 21-Nov-2007 Change Change % Previous Week
Open 6,212.5 6,209.5 -3.0 0.0% 6,326.5
High 6,275.0 6,212.5 -62.5 -1.0% 6,506.0
Low 6,137.5 6,098.5 -39.0 -0.6% 6,326.0
Close 6,265.5 6,140.0 -125.5 -2.0% 6,346.5
Range 137.5 114.0 -23.5 -17.1% 180.0
ATR 103.7 108.2 4.5 4.4% 0.0
Volume 275 716 441 160.4% 1,805
Daily Pivots for day following 21-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,492.5 6,430.0 6,202.5
R3 6,378.5 6,316.0 6,171.5
R2 6,264.5 6,264.5 6,161.0
R1 6,202.0 6,202.0 6,150.5 6,176.0
PP 6,150.5 6,150.5 6,150.5 6,137.5
S1 6,088.0 6,088.0 6,129.5 6,062.0
S2 6,036.5 6,036.5 6,119.0
S3 5,922.5 5,974.0 6,108.5
S4 5,808.5 5,860.0 6,077.5
Weekly Pivots for week ending 16-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,933.0 6,819.5 6,445.5
R3 6,753.0 6,639.5 6,396.0
R2 6,573.0 6,573.0 6,379.5
R1 6,459.5 6,459.5 6,363.0 6,516.0
PP 6,393.0 6,393.0 6,393.0 6,421.0
S1 6,279.5 6,279.5 6,330.0 6,336.0
S2 6,213.0 6,213.0 6,313.5
S3 6,033.0 6,099.5 6,297.0
S4 5,853.0 5,919.5 6,247.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,490.0 6,098.5 391.5 6.4% 125.5 2.0% 11% False True 299
10 6,506.0 6,098.5 407.5 6.6% 113.0 1.8% 10% False True 324
20 6,776.0 6,098.5 677.5 11.0% 92.0 1.5% 6% False True 226
40 6,821.5 6,098.5 723.0 11.8% 77.0 1.3% 6% False True 156
60 6,821.5 6,098.5 723.0 11.8% 59.0 1.0% 6% False True 137
80 6,821.5 5,903.0 918.5 15.0% 52.0 0.8% 26% False False 107
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 False
Bear Hook False
Bull Hook False
Stretch 17.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,697.0
2.618 6,511.0
1.618 6,397.0
1.000 6,326.5
0.618 6,283.0
HIGH 6,212.5
0.618 6,169.0
0.500 6,155.5
0.382 6,142.0
LOW 6,098.5
0.618 6,028.0
1.000 5,984.5
1.618 5,914.0
2.618 5,800.0
4.250 5,614.0
Fisher Pivots for day following 21-Nov-2007
Pivot 1 day 3 day
R1 6,155.5 6,230.0
PP 6,150.5 6,200.0
S1 6,145.0 6,170.0

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

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