FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 11-Jan-2008
Day Change Summary
Previous Current
10-Jan-2008 11-Jan-2008 Change Change % Previous Week
Open 6,285.5 6,241.0 -44.5 -0.7% 6,346.5
High 6,314.5 6,249.5 -65.0 -1.0% 6,405.5
Low 6,201.5 6,143.0 -58.5 -0.9% 6,143.0
Close 6,235.0 6,203.5 -31.5 -0.5% 6,203.5
Range 113.0 106.5 -6.5 -5.8% 262.5
ATR 106.4 106.5 0.0 0.0% 0.0
Volume 136,923 140,495 3,572 2.6% 657,048
Daily Pivots for day following 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,518.0 6,467.5 6,262.0
R3 6,411.5 6,361.0 6,233.0
R2 6,305.0 6,305.0 6,223.0
R1 6,254.5 6,254.5 6,213.5 6,226.5
PP 6,198.5 6,198.5 6,198.5 6,185.0
S1 6,148.0 6,148.0 6,193.5 6,120.0
S2 6,092.0 6,092.0 6,184.0
S3 5,985.5 6,041.5 6,174.0
S4 5,879.0 5,935.0 6,145.0
Weekly Pivots for week ending 11-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,038.0 6,883.5 6,348.0
R3 6,775.5 6,621.0 6,275.5
R2 6,513.0 6,513.0 6,251.5
R1 6,358.5 6,358.5 6,227.5 6,304.5
PP 6,250.5 6,250.5 6,250.5 6,224.0
S1 6,096.0 6,096.0 6,179.5 6,042.0
S2 5,988.0 5,988.0 6,155.5
S3 5,725.5 5,833.5 6,131.5
S4 5,463.0 5,571.0 6,059.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,405.5 6,143.0 262.5 4.2% 92.5 1.5% 23% False True 131,409
10 6,547.0 6,143.0 404.0 6.5% 100.5 1.6% 15% False True 94,398
20 6,640.0 6,143.0 497.0 8.0% 95.0 1.5% 12% False True 86,193
40 6,640.0 6,069.0 571.0 9.2% 100.5 1.6% 24% False False 44,309
60 6,776.0 6,069.0 707.0 11.4% 93.5 1.5% 19% False False 29,602
80 6,821.5 6,069.0 752.5 12.1% 82.5 1.3% 18% False False 22,222
100 6,821.5 6,069.0 752.5 12.1% 70.0 1.1% 18% False False 17,792
120 6,821.5 5,903.0 918.5 14.8% 62.5 1.0% 33% False False 14,828
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 23.1
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,702.0
2.618 6,528.5
1.618 6,422.0
1.000 6,356.0
0.618 6,315.5
HIGH 6,249.5
0.618 6,209.0
0.500 6,196.0
0.382 6,183.5
LOW 6,143.0
0.618 6,077.0
1.000 6,036.5
1.618 5,970.5
2.618 5,864.0
4.250 5,690.5
Fisher Pivots for day following 11-Jan-2008
Pivot 1 day 3 day
R1 6,201.0 6,229.0
PP 6,198.5 6,220.5
S1 6,196.0 6,212.0

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

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