FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 24-Dec-2007
Day Change Summary
Previous Current
21-Dec-2007 24-Dec-2007 Change Change % Previous Week
Open 6,425.0 6,482.0 57.0 0.9% 6,352.5
High 6,481.0 6,512.5 31.5 0.5% 6,481.0
Low 6,425.0 6,468.5 43.5 0.7% 6,261.0
Close 6,464.0 6,500.0 36.0 0.6% 6,464.0
Range 56.0 44.0 -12.0 -21.4% 220.0
ATR 113.2 108.5 -4.6 -4.1% 0.0
Volume 79,367 95,034 15,667 19.7% 615,121
Daily Pivots for day following 24-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,625.5 6,607.0 6,524.0
R3 6,581.5 6,563.0 6,512.0
R2 6,537.5 6,537.5 6,508.0
R1 6,519.0 6,519.0 6,504.0 6,528.0
PP 6,493.5 6,493.5 6,493.5 6,498.5
S1 6,475.0 6,475.0 6,496.0 6,484.0
S2 6,449.5 6,449.5 6,492.0
S3 6,405.5 6,431.0 6,488.0
S4 6,361.5 6,387.0 6,476.0
Weekly Pivots for week ending 21-Dec-2007
Classic Woodie Camarilla DeMark
R4 7,062.0 6,983.0 6,585.0
R3 6,842.0 6,763.0 6,524.5
R2 6,622.0 6,622.0 6,504.5
R1 6,543.0 6,543.0 6,484.0 6,582.5
PP 6,402.0 6,402.0 6,402.0 6,422.0
S1 6,323.0 6,323.0 6,444.0 6,362.5
S2 6,182.0 6,182.0 6,423.5
S3 5,962.0 6,103.0 6,403.5
S4 5,742.0 5,883.0 6,343.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,512.5 6,261.0 251.5 3.9% 73.5 1.1% 95% True False 133,453
10 6,640.0 6,261.0 379.0 5.8% 92.0 1.4% 63% False False 78,673
20 6,640.0 6,107.5 532.5 8.2% 98.5 1.5% 74% False False 40,745
40 6,776.0 6,069.0 707.0 10.9% 99.5 1.5% 61% False False 20,550
60 6,821.5 6,069.0 752.5 11.6% 86.5 1.3% 57% False False 13,737
80 6,821.5 6,069.0 752.5 11.6% 72.0 1.1% 57% False False 10,329
100 6,821.5 5,903.0 918.5 14.1% 64.0 1.0% 65% False False 8,267
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 15.6
Narrowest range in 39 trading days
Fibonacci Retracements and Extensions
4.250 6,699.5
2.618 6,627.5
1.618 6,583.5
1.000 6,556.5
0.618 6,539.5
HIGH 6,512.5
0.618 6,495.5
0.500 6,490.5
0.382 6,485.5
LOW 6,468.5
0.618 6,441.5
1.000 6,424.5
1.618 6,397.5
2.618 6,353.5
4.250 6,281.5
Fisher Pivots for day following 24-Dec-2007
Pivot 1 day 3 day
R1 6,497.0 6,472.0
PP 6,493.5 6,443.5
S1 6,490.5 6,415.0

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

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