FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 30-Jan-2008
Day Change Summary
Previous Current
29-Jan-2008 30-Jan-2008 Change Change % Previous Week
Open 5,814.0 5,834.0 20.0 0.3% 5,775.0
High 5,877.0 5,851.5 -25.5 -0.4% 5,986.0
Low 5,780.5 5,787.5 7.0 0.1% 5,301.5
Close 5,850.5 5,817.5 -33.0 -0.6% 5,835.0
Range 96.5 64.0 -32.5 -33.7% 684.5
ATR 174.2 166.4 -7.9 -4.5% 0.0
Volume 139,510 119,335 -20,175 -14.5% 1,293,861
Daily Pivots for day following 30-Jan-2008
Classic Woodie Camarilla DeMark
R4 6,011.0 5,978.0 5,852.5
R3 5,947.0 5,914.0 5,835.0
R2 5,883.0 5,883.0 5,829.0
R1 5,850.0 5,850.0 5,823.5 5,834.5
PP 5,819.0 5,819.0 5,819.0 5,811.0
S1 5,786.0 5,786.0 5,811.5 5,770.5
S2 5,755.0 5,755.0 5,806.0
S3 5,691.0 5,722.0 5,800.0
S4 5,627.0 5,658.0 5,782.5
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 5,683.0 303.0 5.2% 125.5 2.2% 44% False False 181,000
10 6,021.5 5,301.5 720.0 12.4% 206.0 3.5% 72% False False 209,162
20 6,547.0 5,301.5 1,245.5 21.4% 162.5 2.8% 41% False False 166,240
40 6,640.0 5,301.5 1,338.5 23.0% 125.5 2.2% 39% False False 106,079
60 6,640.0 5,301.5 1,338.5 23.0% 120.0 2.1% 39% False False 70,902
80 6,821.5 5,301.5 1,520.0 26.1% 106.5 1.8% 34% False False 53,202
100 6,821.5 5,301.5 1,520.0 26.1% 92.0 1.6% 34% False False 42,575
120 6,821.5 5,301.5 1,520.0 26.1% 82.5 1.4% 34% False False 35,491
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.7
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 6,123.5
2.618 6,019.0
1.618 5,955.0
1.000 5,915.5
0.618 5,891.0
HIGH 5,851.5
0.618 5,827.0
0.500 5,819.5
0.382 5,812.0
LOW 5,787.5
0.618 5,748.0
1.000 5,723.5
1.618 5,684.0
2.618 5,620.0
4.250 5,515.5
Fisher Pivots for day following 30-Jan-2008
Pivot 1 day 3 day
R1 5,819.5 5,805.0
PP 5,819.0 5,792.5
S1 5,818.0 5,780.0

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

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