FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 23-Nov-2007
Day Change Summary
Previous Current
22-Nov-2007 23-Nov-2007 Change Change % Previous Week
Open 6,135.0 6,247.5 112.5 1.8% 6,339.5
High 6,200.0 6,308.0 108.0 1.7% 6,361.5
Low 6,069.0 6,247.5 178.5 2.9% 6,069.0
Close 6,196.0 6,299.0 103.0 1.7% 6,299.0
Range 131.0 60.5 -70.5 -53.8% 292.5
ATR 109.8 110.0 0.2 0.1% 0.0
Volume 757 1,124 367 48.5% 3,131
Daily Pivots for day following 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 6,466.5 6,443.0 6,332.5
R3 6,406.0 6,382.5 6,315.5
R2 6,345.5 6,345.5 6,310.0
R1 6,322.0 6,322.0 6,304.5 6,334.0
PP 6,285.0 6,285.0 6,285.0 6,290.5
S1 6,261.5 6,261.5 6,293.5 6,273.0
S2 6,224.5 6,224.5 6,288.0
S3 6,164.0 6,201.0 6,282.5
S4 6,103.5 6,140.5 6,265.5
Weekly Pivots for week ending 23-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,120.5 7,002.5 6,460.0
R3 6,828.0 6,710.0 6,379.5
R2 6,535.5 6,535.5 6,352.5
R1 6,417.5 6,417.5 6,326.0 6,330.0
PP 6,243.0 6,243.0 6,243.0 6,199.5
S1 6,125.0 6,125.0 6,272.0 6,038.0
S2 5,950.5 5,950.5 6,245.5
S3 5,658.0 5,832.5 6,218.5
S4 5,365.5 5,540.0 6,138.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,361.5 6,069.0 292.5 4.6% 129.0 2.0% 79% False False 626
10 6,506.0 6,069.0 437.0 6.9% 106.0 1.7% 53% False False 493
20 6,776.0 6,069.0 707.0 11.2% 95.5 1.5% 33% False False 291
40 6,821.5 6,069.0 752.5 11.9% 79.5 1.3% 31% False False 201
60 6,821.5 6,069.0 752.5 11.9% 61.0 1.0% 31% False False 168
80 6,821.5 5,903.0 918.5 14.6% 54.0 0.9% 43% False False 130
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 23.9
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,565.0
2.618 6,466.5
1.618 6,406.0
1.000 6,368.5
0.618 6,345.5
HIGH 6,308.0
0.618 6,285.0
0.500 6,278.0
0.382 6,270.5
LOW 6,247.5
0.618 6,210.0
1.000 6,187.0
1.618 6,149.5
2.618 6,089.0
4.250 5,990.5
Fisher Pivots for day following 23-Nov-2007
Pivot 1 day 3 day
R1 6,292.0 6,262.0
PP 6,285.0 6,225.5
S1 6,278.0 6,188.5

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

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