FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 23-Jan-2008
Day Change Summary
Previous Current
22-Jan-2008 23-Jan-2008 Change Change % Previous Week
Open 5,387.5 5,794.0 406.5 7.5% 6,166.0
High 5,783.0 5,844.0 61.0 1.1% 6,246.0
Low 5,301.5 5,495.0 193.5 3.6% 5,846.0
Close 5,734.5 5,621.0 -113.5 -2.0% 5,895.0
Range 481.5 349.0 -132.5 -27.5% 400.0
ATR 162.4 175.7 13.3 8.2% 0.0
Volume 252,086 337,353 85,267 33.8% 775,588
Daily Pivots for day following 23-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,700.5 6,509.5 5,813.0
R3 6,351.5 6,160.5 5,717.0
R2 6,002.5 6,002.5 5,685.0
R1 5,811.5 5,811.5 5,653.0 5,732.5
PP 5,653.5 5,653.5 5,653.5 5,614.0
S1 5,462.5 5,462.5 5,589.0 5,383.5
S2 5,304.5 5,304.5 5,557.0
S3 4,955.5 5,113.5 5,525.0
S4 4,606.5 4,764.5 5,429.0
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 6,021.5 5,301.5 720.0 12.8% 286.5 5.1% 44% False False 237,324
10 6,314.5 5,301.5 1,013.0 18.0% 206.5 3.7% 32% False False 185,206
20 6,547.0 5,301.5 1,245.5 22.2% 146.5 2.6% 26% False False 131,117
40 6,640.0 5,301.5 1,338.5 23.8% 124.5 2.2% 24% False False 83,588
60 6,776.0 5,301.5 1,474.5 26.2% 115.0 2.0% 22% False False 55,822
80 6,821.5 5,301.5 1,520.0 27.0% 102.0 1.8% 21% False False 41,895
100 6,821.5 5,301.5 1,520.0 27.0% 86.5 1.5% 21% False False 33,536
120 6,821.5 5,301.5 1,520.0 27.0% 77.5 1.4% 21% False False 27,950
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 True
Stretch 33.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,327.0
2.618 6,757.5
1.618 6,408.5
1.000 6,193.0
0.618 6,059.5
HIGH 5,844.0
0.618 5,710.5
0.500 5,669.5
0.382 5,628.5
LOW 5,495.0
0.618 5,279.5
1.000 5,146.0
1.618 4,930.5
2.618 4,581.5
4.250 4,012.0
Fisher Pivots for day following 23-Jan-2008
Pivot 1 day 3 day
R1 5,669.5 5,605.0
PP 5,653.5 5,589.0
S1 5,637.0 5,573.0

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

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