FTSE 100 Index Future March 2008

Trading Metrics calculated at close of trading on 06-Feb-2008

Day Change Summary
	Previous	Current
	05-Feb-2008	06-Feb-2008	Change	Change %	Previous Week
Open	5,993.5	5,810.5	-183.0	-3.1%	5,817.5
High	5,994.0	5,878.0	-116.0	-1.9%	6,026.0
Low	5,822.0	5,795.0	-27.0	-0.5%	5,663.5
Close	5,834.0	5,868.5	34.5	0.6%	5,981.0
Range	172.0	83.0	-89.0	-51.7%	362.5
ATR	163.7	157.9	-5.8	-3.5%	0.0
Volume	84,612	138,606	53,994	63.8%	687,118

Daily Pivots for day following 06-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,096.0	6,065.5	5,914.0
R3	6,013.0	5,982.5	5,891.5
R2	5,930.0	5,930.0	5,883.5
R1	5,899.5	5,899.5	5,876.0	5,915.0
PP	5,847.0	5,847.0	5,847.0	5,855.0
S1	5,816.5	5,816.5	5,861.0	5,832.0
S2	5,764.0	5,764.0	5,853.5
S3	5,681.0	5,733.5	5,845.5
S4	5,598.0	5,650.5	5,823.0

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	6.5%	132.5	2.3%	54%	False	False	136,464
10	6,046.0	5,663.5	382.5	6.5%	129.0	2.2%	54%	False	False	158,732
20	6,314.5	5,301.5	1,013.0	17.3%	168.0	2.9%	56%	False	False	171,969
40	6,640.0	5,301.5	1,338.5	22.8%	129.0	2.2%	42%	False	False	122,759
60	6,640.0	5,301.5	1,338.5	22.8%	122.0	2.1%	42%	False	False	82,263
80	6,821.5	5,301.5	1,520.0	25.9%	111.0	1.9%	37%	False	False	61,727
100	6,821.5	5,301.5	1,520.0	25.9%	97.5	1.7%	37%	False	False	49,398
120	6,821.5	5,301.5	1,520.0	25.9%	85.0	1.4%	37%	False	False	41,176

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	True
Bull Hook	False
Stretch	26.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,231.0
2.618	6,095.5
1.618	6,012.5
1.000	5,961.0
0.618	5,929.5
HIGH	5,878.0
0.618	5,846.5
0.500	5,836.5
0.382	5,826.5
LOW	5,795.0
0.618	5,743.5
1.000	5,712.0
1.618	5,660.5
2.618	5,577.5
4.250	5,442.0

Fisher Pivots for day following 06-Feb-2008
Pivot	1 day	3 day
R1	5,858.0	5,920.5
PP	5,847.0	5,903.0
S1	5,836.5	5,886.0

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