FTSE 100 Index Future March 2008

Trading Metrics calculated at close of trading on 12-Feb-2008

Day Change Summary
	Previous	Current
	11-Feb-2008	12-Feb-2008	Change	Change %	Previous Week
Open	5,703.0	5,748.5	45.5	0.8%	6,029.5
High	5,766.5	5,888.0	121.5	2.1%	6,046.0
Low	5,654.0	5,680.5	26.5	0.5%	5,677.5
Close	5,688.5	5,866.5	178.0	3.1%	5,757.0
Range	112.5	207.5	95.0	84.4%	368.5
ATR	152.8	156.7	3.9	2.6%	0.0
Volume	105,598	103,843	-1,755	-1.7%	678,905

Daily Pivots for day following 12-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,434.0	6,358.0	5,980.5
R3	6,226.5	6,150.5	5,923.5
R2	6,019.0	6,019.0	5,904.5
R1	5,943.0	5,943.0	5,885.5	5,981.0
PP	5,811.5	5,811.5	5,811.5	5,831.0
S1	5,735.5	5,735.5	5,847.5	5,773.5
S2	5,604.0	5,604.0	5,828.5
S3	5,396.5	5,528.0	5,809.5
S4	5,189.0	5,320.5	5,752.5

Weekly Pivots for week ending 08-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,932.5	6,713.0	5,959.5
R3	6,564.0	6,344.5	5,858.5
R2	6,195.5	6,195.5	5,824.5
R1	5,976.0	5,976.0	5,791.0	5,901.5
PP	5,827.0	5,827.0	5,827.0	5,789.5
S1	5,607.5	5,607.5	5,723.0	5,533.0
S2	5,458.5	5,458.5	5,689.5
S3	5,090.0	5,239.0	5,655.5
S4	4,721.5	4,870.5	5,554.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,888.0	5,654.0	234.0	4.0%	132.5	2.3%	91%	True	False	124,309
10	6,046.0	5,654.0	392.0	6.7%	131.0	2.2%	54%	False	False	128,460
20	6,046.0	5,301.5	744.5	12.7%	171.5	2.9%	76%	False	False	171,090
40	6,547.0	5,301.5	1,245.5	21.2%	132.0	2.3%	45%	False	False	133,301
60	6,640.0	5,301.5	1,338.5	22.8%	126.0	2.1%	42%	False	False	90,285
80	6,776.0	5,301.5	1,474.5	25.1%	114.5	2.0%	38%	False	False	67,762
100	6,821.5	5,301.5	1,520.0	25.9%	103.0	1.8%	37%	False	False	54,226
120	6,821.5	5,301.5	1,520.0	25.9%	89.0	1.5%	37%	False	False	45,200

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	30.5
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,770.0
2.618	6,431.0
1.618	6,223.5
1.000	6,095.5
0.618	6,016.0
HIGH	5,888.0
0.618	5,808.5
0.500	5,784.0
0.382	5,760.0
LOW	5,680.5
0.618	5,552.5
1.000	5,473.0
1.618	5,345.0
2.618	5,137.5
4.250	4,798.5

Fisher Pivots for day following 12-Feb-2008
Pivot	1 day	3 day
R1	5,839.0	5,834.5
PP	5,811.5	5,803.0
S1	5,784.0	5,771.0

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