FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 20-Dec-2007
Day Change Summary
Previous Current
19-Dec-2007 20-Dec-2007 Change Change % Previous Week
Open 6,323.5 6,332.0 8.5 0.1% 6,580.5
High 6,349.0 6,397.0 48.0 0.8% 6,640.0
Low 6,272.5 6,318.0 45.5 0.7% 6,369.5
Close 6,320.0 6,368.0 48.0 0.8% 6,422.5
Range 76.5 79.0 2.5 3.3% 270.5
ATR 115.8 113.2 -2.6 -2.3% 0.0
Volume 158,924 175,019 16,095 10.1% 85,571
Daily Pivots for day following 20-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,598.0 6,562.0 6,411.5
R3 6,519.0 6,483.0 6,389.5
R2 6,440.0 6,440.0 6,382.5
R1 6,404.0 6,404.0 6,375.0 6,422.0
PP 6,361.0 6,361.0 6,361.0 6,370.0
S1 6,325.0 6,325.0 6,361.0 6,343.0
S2 6,282.0 6,282.0 6,353.5
S3 6,203.0 6,246.0 6,346.5
S4 6,124.0 6,167.0 6,324.5
Weekly Pivots for week ending 14-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,289.0 7,126.0 6,571.5
R3 7,018.5 6,855.5 6,497.0
R2 6,748.0 6,748.0 6,472.0
R1 6,585.0 6,585.0 6,447.5 6,531.0
PP 6,477.5 6,477.5 6,477.5 6,450.5
S1 6,314.5 6,314.5 6,397.5 6,261.0
S2 6,207.0 6,207.0 6,373.0
S3 5,936.5 6,044.0 6,348.0
S4 5,666.0 5,773.5 6,273.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,456.0 6,261.0 195.0 3.1% 86.0 1.3% 55% False False 112,018
10 6,640.0 6,261.0 379.0 6.0% 93.5 1.5% 28% False False 62,219
20 6,640.0 6,107.5 532.5 8.4% 102.5 1.6% 49% False False 32,147
40 6,776.0 6,069.0 707.0 11.1% 100.0 1.6% 42% False False 16,192
60 6,821.5 6,069.0 752.5 11.8% 87.0 1.4% 40% False False 10,832
80 6,821.5 6,069.0 752.5 11.8% 71.0 1.1% 40% False False 8,149
100 6,821.5 5,903.0 918.5 14.4% 63.0 1.0% 51% False False 6,523
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 False
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,733.0
2.618 6,604.0
1.618 6,525.0
1.000 6,476.0
0.618 6,446.0
HIGH 6,397.0
0.618 6,367.0
0.500 6,357.5
0.382 6,348.0
LOW 6,318.0
0.618 6,269.0
1.000 6,239.0
1.618 6,190.0
2.618 6,111.0
4.250 5,982.0
Fisher Pivots for day following 20-Dec-2007
Pivot 1 day 3 day
R1 6,364.5 6,355.0
PP 6,361.0 6,342.0
S1 6,357.5 6,329.0

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

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