FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 05-Feb-2008
Day Change Summary
Previous Current
04-Feb-2008 05-Feb-2008 Change Change % Previous Week
Open 6,029.5 5,993.5 -36.0 -0.6% 5,817.5
High 6,046.0 5,994.0 -52.0 -0.9% 6,026.0
Low 5,972.5 5,822.0 -150.5 -2.5% 5,663.5
Close 5,999.0 5,834.0 -165.0 -2.8% 5,981.0
Range 73.5 172.0 98.5 134.0% 362.5
ATR 162.7 163.7 1.0 0.6% 0.0
Volume 182,185 84,612 -97,573 -53.6% 687,118
Daily Pivots for day following 05-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,399.5 6,288.5 5,928.5
R3 6,227.5 6,116.5 5,881.5
R2 6,055.5 6,055.5 5,865.5
R1 5,944.5 5,944.5 5,850.0 5,914.0
PP 5,883.5 5,883.5 5,883.5 5,868.0
S1 5,772.5 5,772.5 5,818.0 5,742.0
S2 5,711.5 5,711.5 5,802.5
S3 5,539.5 5,600.5 5,786.5
S4 5,367.5 5,428.5 5,739.5
Weekly Pivots for week ending 01-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,977.5 6,842.0 6,180.5
R3 6,615.0 6,479.5 6,080.5
R2 6,252.5 6,252.5 6,047.5
R1 6,117.0 6,117.0 6,014.0 6,185.0
PP 5,890.0 5,890.0 5,890.0 5,924.0
S1 5,754.5 5,754.5 5,948.0 5,822.0
S2 5,527.5 5,527.5 5,914.5
S3 5,165.0 5,392.0 5,881.5
S4 4,802.5 5,029.5 5,781.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,046.0 5,663.5 382.5 6.6% 129.0 2.2% 45% False False 132,610
10 6,046.0 5,495.0 551.0 9.4% 155.5 2.7% 62% False False 178,607
20 6,314.5 5,301.5 1,013.0 17.4% 167.0 2.9% 53% False False 170,339
40 6,640.0 5,301.5 1,338.5 22.9% 128.5 2.2% 40% False False 119,315
60 6,640.0 5,301.5 1,338.5 22.9% 123.5 2.1% 40% False False 79,954
80 6,821.5 5,301.5 1,520.0 26.1% 111.0 1.9% 35% False False 59,995
100 6,821.5 5,301.5 1,520.0 26.1% 97.5 1.7% 35% False False 48,012
120 6,821.5 5,301.5 1,520.0 26.1% 86.5 1.5% 35% False False 40,022
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 29.5
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,725.0
2.618 6,444.5
1.618 6,272.5
1.000 6,166.0
0.618 6,100.5
HIGH 5,994.0
0.618 5,928.5
0.500 5,908.0
0.382 5,887.5
LOW 5,822.0
0.618 5,715.5
1.000 5,650.0
1.618 5,543.5
2.618 5,371.5
4.250 5,091.0
Fisher Pivots for day following 05-Feb-2008
Pivot 1 day 3 day
R1 5,908.0 5,934.0
PP 5,883.5 5,900.5
S1 5,858.5 5,867.5

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

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