FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 10-Dec-2007
Day Change Summary
Previous Current
07-Dec-2007 10-Dec-2007 Change Change % Previous Week
Open 6,563.5 6,580.5 17.0 0.3% 6,470.0
High 6,613.5 6,633.0 19.5 0.3% 6,630.0
Low 6,563.5 6,566.5 3.0 0.0% 6,329.5
Close 6,579.0 6,606.0 27.0 0.4% 6,579.0
Range 50.0 66.5 16.5 33.0% 300.5
ATR 117.7 114.0 -3.7 -3.1% 0.0
Volume 866 8,995 8,129 938.7% 15,129
Daily Pivots for day following 10-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,801.5 6,770.0 6,642.5
R3 6,735.0 6,703.5 6,624.5
R2 6,668.5 6,668.5 6,618.0
R1 6,637.0 6,637.0 6,612.0 6,653.0
PP 6,602.0 6,602.0 6,602.0 6,609.5
S1 6,570.5 6,570.5 6,600.0 6,586.0
S2 6,535.5 6,535.5 6,594.0
S3 6,469.0 6,504.0 6,587.5
S4 6,402.5 6,437.5 6,569.5
Weekly Pivots for week ending 07-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,414.5 7,297.0 6,744.5
R3 7,114.0 6,996.5 6,661.5
R2 6,813.5 6,813.5 6,634.0
R1 6,696.0 6,696.0 6,606.5 6,755.0
PP 6,513.0 6,513.0 6,513.0 6,542.0
S1 6,395.5 6,395.5 6,551.5 6,454.0
S2 6,212.5 6,212.5 6,524.0
S3 5,912.0 6,095.0 6,496.5
S4 5,611.5 5,794.5 6,413.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,633.0 6,329.5 303.5 4.6% 106.0 1.6% 91% True False 4,773
10 6,633.0 6,107.5 525.5 8.0% 105.0 1.6% 95% True False 2,816
20 6,633.0 6,069.0 564.0 8.5% 108.0 1.6% 95% True False 1,652
40 6,776.0 6,069.0 707.0 10.7% 91.5 1.4% 76% False False 920
60 6,821.5 6,069.0 752.5 11.4% 77.0 1.2% 71% False False 641
80 6,821.5 6,069.0 752.5 11.4% 63.0 1.0% 71% False False 497
100 6,821.5 5,903.0 918.5 13.9% 56.0 0.9% 77% False False 400
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,915.5
2.618 6,807.0
1.618 6,740.5
1.000 6,699.5
0.618 6,674.0
HIGH 6,633.0
0.618 6,607.5
0.500 6,600.0
0.382 6,592.0
LOW 6,566.5
0.618 6,525.5
1.000 6,500.0
1.618 6,459.0
2.618 6,392.5
4.250 6,284.0
Fisher Pivots for day following 10-Dec-2007
Pivot 1 day 3 day
R1 6,604.0 6,590.0
PP 6,602.0 6,573.5
S1 6,600.0 6,557.0

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

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