FTSE 100 Index Future March 2008

Trading Metrics calculated at close of trading on 22-Jan-2008

Day Change Summary
	Previous	Current
	21-Jan-2008	22-Jan-2008	Change	Change %	Previous Week
Open	5,775.0	5,387.5	-387.5	-6.7%	6,166.0
High	5,808.5	5,783.0	-25.5	-0.4%	6,246.0
Low	5,544.5	5,301.5	-243.0	-4.4%	5,846.0
Close	5,607.5	5,734.5	127.0	2.3%	5,895.0
Range	264.0	481.5	217.5	82.4%	400.0
ATR	137.8	162.4	24.5	17.8%	0.0
Volume	209,618	252,086	42,468	20.3%	775,588

Daily Pivots for day following 22-Jan-2008
	Classic	Woodie	Camarilla	DeMark
R4	7,051.0	6,874.0	5,999.5
R3	6,569.5	6,392.5	5,867.0
R2	6,088.0	6,088.0	5,823.0
R1	5,911.0	5,911.0	5,778.5	5,999.5
PP	5,606.5	5,606.5	5,606.5	5,650.5
S1	5,429.5	5,429.5	5,690.5	5,518.0
S2	5,125.0	5,125.0	5,646.0
S3	4,643.5	4,948.0	5,602.0
S4	4,162.0	4,466.5	5,469.5

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	6,024.5	5,301.5	723.0	12.6%	242.5	4.2%	60%	False	True	202,838
10	6,314.5	5,301.5	1,013.0	17.7%	178.5	3.1%	43%	False	True	162,072
20	6,547.0	5,301.5	1,245.5	21.7%	132.0	2.3%	35%	False	True	118,218
40	6,640.0	5,301.5	1,338.5	23.3%	117.5	2.0%	32%	False	True	75,182
60	6,776.0	5,301.5	1,474.5	25.7%	110.5	1.9%	29%	False	True	50,201
80	6,821.5	5,301.5	1,520.0	26.5%	98.5	1.7%	28%	False	True	37,679
100	6,821.5	5,301.5	1,520.0	26.5%	83.5	1.5%	28%	False	True	30,163
120	6,821.5	5,301.5	1,520.0	26.5%	74.5	1.3%	28%	False	True	25,138

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	29.2
Widest range in 132 trading days

Fibonacci Retracements and Extensions
4.250	7,829.5
2.618	7,043.5
1.618	6,562.0
1.000	6,264.5
0.618	6,080.5
HIGH	5,783.0
0.618	5,599.0
0.500	5,542.0
0.382	5,485.5
LOW	5,301.5
0.618	5,004.0
1.000	4,820.0
1.618	4,522.5
2.618	4,041.0
4.250	3,255.0

Fisher Pivots for day following 22-Jan-2008
Pivot	1 day	3 day
R1	5,670.5	5,710.0
PP	5,606.5	5,686.0
S1	5,542.0	5,661.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols