FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 03-Dec-2007
Day Change Summary
Previous Current
30-Nov-2007 03-Dec-2007 Change Change % Previous Week
Open 6,412.0 6,470.0 58.0 0.9% 6,344.5
High 6,499.5 6,480.0 -19.5 -0.3% 6,499.5
Low 6,394.0 6,423.0 29.0 0.5% 6,107.5
Close 6,484.5 6,435.5 -49.0 -0.8% 6,484.5
Range 105.5 57.0 -48.5 -46.0% 392.0
ATR 114.9 111.1 -3.8 -3.3% 0.0
Volume 2,143 258 -1,885 -88.0% 5,377
Daily Pivots for day following 03-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,617.0 6,583.5 6,467.0
R3 6,560.0 6,526.5 6,451.0
R2 6,503.0 6,503.0 6,446.0
R1 6,469.5 6,469.5 6,440.5 6,458.0
PP 6,446.0 6,446.0 6,446.0 6,440.5
S1 6,412.5 6,412.5 6,430.5 6,401.0
S2 6,389.0 6,389.0 6,425.0
S3 6,332.0 6,355.5 6,420.0
S4 6,275.0 6,298.5 6,404.0
Weekly Pivots for week ending 30-Nov-2007
Classic Woodie Camarilla DeMark
R4 7,540.0 7,404.0 6,700.0
R3 7,148.0 7,012.0 6,592.5
R2 6,756.0 6,756.0 6,556.5
R1 6,620.0 6,620.0 6,520.5 6,688.0
PP 6,364.0 6,364.0 6,364.0 6,398.0
S1 6,228.0 6,228.0 6,448.5 6,296.0
S2 5,972.0 5,972.0 6,412.5
S3 5,580.0 5,836.0 6,376.5
S4 5,188.0 5,444.0 6,269.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,499.5 6,107.5 392.0 6.1% 104.5 1.6% 84% False False 860
10 6,499.5 6,069.0 430.5 6.7% 109.0 1.7% 85% False False 850
20 6,569.0 6,069.0 500.0 7.8% 108.5 1.7% 73% False False 542
40 6,821.5 6,069.0 752.5 11.7% 88.0 1.4% 49% False False 331
60 6,821.5 6,069.0 752.5 11.7% 70.0 1.1% 49% False False 243
80 6,821.5 5,903.0 918.5 14.3% 61.5 1.0% 58% False False 201
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.5
Narrowest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 6,722.0
2.618 6,629.0
1.618 6,572.0
1.000 6,537.0
0.618 6,515.0
HIGH 6,480.0
0.618 6,458.0
0.500 6,451.5
0.382 6,445.0
LOW 6,423.0
0.618 6,388.0
1.000 6,366.0
1.618 6,331.0
2.618 6,274.0
4.250 6,181.0
Fisher Pivots for day following 03-Dec-2007
Pivot 1 day 3 day
R1 6,451.5 6,427.0
PP 6,446.0 6,418.5
S1 6,441.0 6,410.0

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

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