FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 29-Jan-2008
Day Change Summary
Previous Current
28-Jan-2008 29-Jan-2008 Change Change % Previous Week
Open 5,817.5 5,814.0 -3.5 -0.1% 5,775.0
High 5,825.0 5,877.0 52.0 0.9% 5,986.0
Low 5,683.0 5,780.5 97.5 1.7% 5,301.5
Close 5,755.0 5,850.5 95.5 1.7% 5,835.0
Range 142.0 96.5 -45.5 -32.0% 684.5
ATR 178.2 174.2 -4.0 -2.3% 0.0
Volume 151,354 139,510 -11,844 -7.8% 1,293,861
Daily Pivots for day following 29-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,125.5 6,084.5 5,903.5
R3 6,029.0 5,988.0 5,877.0
R2 5,932.5 5,932.5 5,868.0
R1 5,891.5 5,891.5 5,859.5 5,912.0
PP 5,836.0 5,836.0 5,836.0 5,846.0
S1 5,795.0 5,795.0 5,841.5 5,815.5
S2 5,739.5 5,739.5 5,833.0
S3 5,643.0 5,698.5 5,824.0
S4 5,546.5 5,602.0 5,797.5
Weekly Pivots for week ending 25-Jan-2008
Classic Woodie Camarilla DeMark
R4 7,761.0 7,482.5 6,211.5
R3 7,076.5 6,798.0 6,023.0
R2 6,392.0 6,392.0 5,960.5
R1 6,113.5 6,113.5 5,897.5 6,253.0
PP 5,707.5 5,707.5 5,707.5 5,777.0
S1 5,429.0 5,429.0 5,772.5 5,568.0
S2 5,023.0 5,023.0 5,709.5
S3 4,338.5 4,744.5 5,647.0
S4 3,654.0 4,060.0 5,458.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,986.0 5,495.0 491.0 8.4% 182.5 3.1% 72% False False 224,604
10 6,024.5 5,301.5 723.0 12.4% 212.5 3.6% 76% False False 213,721
20 6,547.0 5,301.5 1,245.5 21.3% 165.5 2.8% 44% False False 161,186
40 6,640.0 5,301.5 1,338.5 22.9% 126.5 2.2% 41% False False 103,149
60 6,640.0 5,301.5 1,338.5 22.9% 120.0 2.0% 41% False False 68,914
80 6,821.5 5,301.5 1,520.0 26.0% 106.5 1.8% 36% False False 51,712
100 6,821.5 5,301.5 1,520.0 26.0% 91.5 1.6% 36% False False 41,382
120 6,821.5 5,301.5 1,520.0 26.0% 82.0 1.4% 36% False False 34,497
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 38.2
Narrowest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,287.0
2.618 6,129.5
1.618 6,033.0
1.000 5,973.5
0.618 5,936.5
HIGH 5,877.0
0.618 5,840.0
0.500 5,829.0
0.382 5,817.5
LOW 5,780.5
0.618 5,721.0
1.000 5,684.0
1.618 5,624.5
2.618 5,528.0
4.250 5,370.5
Fisher Pivots for day following 29-Jan-2008
Pivot 1 day 3 day
R1 5,843.0 5,845.0
PP 5,836.0 5,840.0
S1 5,829.0 5,834.5

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

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