FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 12-Dec-2007
Day Change Summary
Previous Current
11-Dec-2007 12-Dec-2007 Change Change % Previous Week
Open 6,621.0 6,514.0 -107.0 -1.6% 6,470.0
High 6,621.0 6,640.0 19.0 0.3% 6,630.0
Low 6,557.5 6,462.0 -95.5 -1.5% 6,329.5
Close 6,581.5 6,584.0 2.5 0.0% 6,579.0
Range 63.5 178.0 114.5 180.3% 300.5
ATR 110.4 115.2 4.8 4.4% 0.0
Volume 15,523 15,523 0 0.0% 15,129
Daily Pivots for day following 12-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,096.0 7,018.0 6,682.0
R3 6,918.0 6,840.0 6,633.0
R2 6,740.0 6,740.0 6,616.5
R1 6,662.0 6,662.0 6,600.5 6,701.0
PP 6,562.0 6,562.0 6,562.0 6,581.5
S1 6,484.0 6,484.0 6,567.5 6,523.0
S2 6,384.0 6,384.0 6,551.5
S3 6,206.0 6,306.0 6,535.0
S4 6,028.0 6,128.0 6,486.0
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 6,640.0 6,462.0 178.0 2.7% 101.5 1.5% 69% True True 9,884
10 6,640.0 6,321.0 319.0 4.8% 102.0 1.6% 82% True False 5,788
20 6,640.0 6,069.0 571.0 8.7% 111.5 1.7% 90% True False 3,196
40 6,776.0 6,069.0 707.0 10.7% 95.5 1.5% 73% False False 1,695
60 6,821.5 6,069.0 752.5 11.4% 81.0 1.2% 68% False False 1,156
80 6,821.5 6,069.0 752.5 11.4% 66.0 1.0% 68% False False 885
100 6,821.5 5,903.0 918.5 14.0% 57.5 0.9% 74% False False 710
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Widest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 7,396.5
2.618 7,106.0
1.618 6,928.0
1.000 6,818.0
0.618 6,750.0
HIGH 6,640.0
0.618 6,572.0
0.500 6,551.0
0.382 6,530.0
LOW 6,462.0
0.618 6,352.0
1.000 6,284.0
1.618 6,174.0
2.618 5,996.0
4.250 5,705.5
Fisher Pivots for day following 12-Dec-2007
Pivot 1 day 3 day
R1 6,573.0 6,573.0
PP 6,562.0 6,562.0
S1 6,551.0 6,551.0

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

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