FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 21-Jan-2008
Day Change Summary
Previous Current
18-Jan-2008 21-Jan-2008 Change Change % Previous Week
Open 5,890.0 5,775.0 -115.0 -2.0% 6,166.0
High 6,021.5 5,808.5 -213.0 -3.5% 6,246.0
Low 5,846.0 5,544.5 -301.5 -5.2% 5,846.0
Close 5,895.0 5,607.5 -287.5 -4.9% 5,895.0
Range 175.5 264.0 88.5 50.4% 400.0
ATR 121.5 137.8 16.4 13.5% 0.0
Volume 187,756 209,618 21,862 11.6% 775,588
Daily Pivots for day following 21-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,445.5 6,290.5 5,752.5
R3 6,181.5 6,026.5 5,680.0
R2 5,917.5 5,917.5 5,656.0
R1 5,762.5 5,762.5 5,631.5 5,708.0
PP 5,653.5 5,653.5 5,653.5 5,626.0
S1 5,498.5 5,498.5 5,583.5 5,444.0
S2 5,389.5 5,389.5 5,559.0
S3 5,125.5 5,234.5 5,535.0
S4 4,861.5 4,970.5 5,462.5
Weekly Pivots for week ending 18-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,195.5 6,945.5 6,115.0
R3 6,795.5 6,545.5 6,005.0
R2 6,395.5 6,395.5 5,968.5
R1 6,145.5 6,145.5 5,931.5 6,070.5
PP 5,995.5 5,995.5 5,995.5 5,958.0
S1 5,745.5 5,745.5 5,858.5 5,670.5
S2 5,595.5 5,595.5 5,821.5
S3 5,195.5 5,345.5 5,785.0
S4 4,795.5 4,945.5 5,675.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,200.0 5,544.5 655.5 11.7% 186.5 3.3% 10% False True 170,362
10 6,405.5 5,544.5 861.0 15.4% 137.0 2.4% 7% False True 149,584
20 6,547.0 5,544.5 1,002.5 17.9% 112.0 2.0% 6% False True 114,364
40 6,640.0 5,544.5 1,095.5 19.5% 108.5 1.9% 6% False True 68,899
60 6,776.0 5,544.5 1,231.5 22.0% 103.0 1.8% 5% False True 46,008
80 6,821.5 5,544.5 1,277.0 22.8% 93.0 1.7% 5% False True 34,528
100 6,821.5 5,544.5 1,277.0 22.8% 78.5 1.4% 5% False True 27,642
120 6,821.5 5,544.5 1,277.0 22.8% 71.0 1.3% 5% False True 23,038
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.4
Widest range in 108 trading days
Fibonacci Retracements and Extensions
4.250 6,930.5
2.618 6,499.5
1.618 6,235.5
1.000 6,072.5
0.618 5,971.5
HIGH 5,808.5
0.618 5,707.5
0.500 5,676.5
0.382 5,645.5
LOW 5,544.5
0.618 5,381.5
1.000 5,280.5
1.618 5,117.5
2.618 4,853.5
4.250 4,422.5
Fisher Pivots for day following 21-Jan-2008
Pivot 1 day 3 day
R1 5,676.5 5,783.0
PP 5,653.5 5,724.5
S1 5,630.5 5,666.0

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

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