FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 02-Jan-2008
Day Change Summary
Previous Current
31-Dec-2007 02-Jan-2008 Change Change % Previous Week
Open 6,485.0 6,449.0 -36.0 -0.6% 6,482.0
High 6,487.5 6,529.5 42.0 0.6% 6,532.5
Low 6,447.5 6,405.0 -42.5 -0.7% 6,451.5
Close 6,455.0 6,434.5 -20.5 -0.3% 6,505.5
Range 40.0 124.5 84.5 211.3% 81.0
ATR 98.6 100.4 1.9 1.9% 0.0
Volume 42,151 18,257 -23,894 -56.7% 142,133
Daily Pivots for day following 02-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,830.0 6,756.5 6,503.0
R3 6,705.5 6,632.0 6,468.5
R2 6,581.0 6,581.0 6,457.5
R1 6,507.5 6,507.5 6,446.0 6,482.0
PP 6,456.5 6,456.5 6,456.5 6,443.5
S1 6,383.0 6,383.0 6,423.0 6,357.5
S2 6,332.0 6,332.0 6,411.5
S3 6,207.5 6,258.5 6,400.5
S4 6,083.0 6,134.0 6,366.0
Weekly Pivots for week ending 28-Dec-2007
Classic Woodie Camarilla DeMark
R4 6,739.5 6,703.5 6,550.0
R3 6,658.5 6,622.5 6,528.0
R2 6,577.5 6,577.5 6,520.5
R1 6,541.5 6,541.5 6,513.0 6,559.5
PP 6,496.5 6,496.5 6,496.5 6,505.5
S1 6,460.5 6,460.5 6,498.0 6,478.5
S2 6,415.5 6,415.5 6,490.5
S3 6,334.5 6,379.5 6,483.0
S4 6,253.5 6,298.5 6,461.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,532.5 6,405.0 127.5 2.0% 62.5 1.0% 23% False True 40,508
10 6,532.5 6,261.0 271.5 4.2% 71.0 1.1% 64% False False 81,766
20 6,640.0 6,261.0 379.0 5.9% 88.5 1.4% 46% False False 45,918
40 6,640.0 6,069.0 571.0 8.9% 98.5 1.5% 64% False False 23,233
60 6,821.5 6,069.0 752.5 11.7% 88.0 1.4% 49% False False 15,522
80 6,821.5 6,069.0 752.5 11.7% 74.5 1.2% 49% False False 11,659
100 6,821.5 5,903.0 918.5 14.3% 66.5 1.0% 58% False False 9,342
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 14.5
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 7,058.5
2.618 6,855.5
1.618 6,731.0
1.000 6,654.0
0.618 6,606.5
HIGH 6,529.5
0.618 6,482.0
0.500 6,467.0
0.382 6,452.5
LOW 6,405.0
0.618 6,328.0
1.000 6,280.5
1.618 6,203.5
2.618 6,079.0
4.250 5,876.0
Fisher Pivots for day following 02-Jan-2008
Pivot 1 day 3 day
R1 6,467.0 6,467.0
PP 6,456.5 6,456.5
S1 6,445.5 6,445.5

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

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