FTSE 100 Index Future March 2008

Trading Metrics calculated at close of trading on 17-Jan-2008

Day Change Summary
	Previous	Current
	16-Jan-2008	17-Jan-2008	Change	Change %	Previous Week
Open	6,001.5	5,982.0	-19.5	-0.3%	6,346.5
High	6,024.5	6,020.0	-4.5	-0.1%	6,405.5
Low	5,895.5	5,856.5	-39.0	-0.7%	6,143.0
Close	5,950.5	5,888.5	-62.0	-1.0%	6,203.5
Range	129.0	163.5	34.5	26.7%	262.5
ATR	113.8	117.3	3.6	3.1%	0.0
Volume	164,922	199,808	34,886	21.2%	657,048

Daily Pivots for day following 17-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,412.0	6,314.0	5,978.5
R3	6,248.5	6,150.5	5,933.5
R2	6,085.0	6,085.0	5,918.5
R1	5,987.0	5,987.0	5,903.5	5,954.0
PP	5,921.5	5,921.5	5,921.5	5,905.5
S1	5,823.5	5,823.5	5,873.5	5,791.0
S2	5,758.0	5,758.0	5,858.5
S3	5,594.5	5,660.0	5,843.5
S4	5,431.0	5,496.5	5,798.5

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	6,249.5	5,856.5	393.0	6.7%	136.5	2.3%	8%	False	True	145,665
10	6,547.0	5,856.5	690.5	11.7%	124.5	2.1%	5%	False	True	135,007
20	6,547.0	5,856.5	690.5	11.7%	99.5	1.7%	5%	False	True	110,388
40	6,640.0	5,856.5	783.5	13.3%	104.0	1.8%	4%	False	True	58,990
60	6,776.0	5,856.5	919.5	15.6%	97.5	1.7%	3%	False	True	39,387
80	6,821.5	5,856.5	965.0	16.4%	89.0	1.5%	3%	False	True	29,568
100	6,821.5	5,856.5	965.0	16.4%	75.0	1.3%	3%	False	True	23,669
120	6,821.5	5,856.5	965.0	16.4%	67.0	1.1%	3%	False	True	19,726

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	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,715.0
2.618	6,448.0
1.618	6,284.5
1.000	6,183.5
0.618	6,121.0
HIGH	6,020.0
0.618	5,957.5
0.500	5,938.0
0.382	5,919.0
LOW	5,856.5
0.618	5,755.5
1.000	5,693.0
1.618	5,592.0
2.618	5,428.5
4.250	5,161.5

Fisher Pivots for day following 17-Jan-2008
Pivot	1 day	3 day
R1	5,938.0	6,028.0
PP	5,921.5	5,981.5
S1	5,905.0	5,935.0

Download as Excel Spreadsheet

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

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