FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 19-Feb-2008
Day Change Summary
Previous Current
18-Feb-2008 19-Feb-2008 Change Change % Previous Week
Open 5,818.0 5,880.0 62.0 1.1% 5,703.0
High 5,926.5 6,006.0 79.5 1.3% 5,911.5
Low 5,804.0 5,852.0 48.0 0.8% 5,654.0
Close 5,920.0 5,925.5 5.5 0.1% 5,760.5
Range 122.5 154.0 31.5 25.7% 257.5
ATR 150.6 150.9 0.2 0.2% 0.0
Volume 123,742 70,994 -52,748 -42.6% 595,661
Daily Pivots for day following 19-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,390.0 6,311.5 6,010.0
R3 6,236.0 6,157.5 5,968.0
R2 6,082.0 6,082.0 5,953.5
R1 6,003.5 6,003.5 5,939.5 6,043.0
PP 5,928.0 5,928.0 5,928.0 5,947.5
S1 5,849.5 5,849.5 5,911.5 5,889.0
S2 5,774.0 5,774.0 5,897.5
S3 5,620.0 5,695.5 5,883.0
S4 5,466.0 5,541.5 5,841.0
Weekly Pivots for week ending 15-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,548.0 6,411.5 5,902.0
R3 6,290.5 6,154.0 5,831.5
R2 6,033.0 6,033.0 5,807.5
R1 5,896.5 5,896.5 5,784.0 5,965.0
PP 5,775.5 5,775.5 5,775.5 5,809.5
S1 5,639.0 5,639.0 5,737.0 5,707.0
S2 5,518.0 5,518.0 5,713.5
S3 5,260.5 5,381.5 5,689.5
S4 5,003.0 5,124.0 5,619.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,006.0 5,731.5 274.5 4.6% 126.5 2.1% 71% True False 116,191
10 6,006.0 5,654.0 352.0 5.9% 129.5 2.2% 77% True False 120,250
20 6,046.0 5,495.0 551.0 9.3% 142.5 2.4% 78% False False 149,428
40 6,547.0 5,301.5 1,245.5 21.0% 137.5 2.3% 50% False False 133,823
60 6,640.0 5,301.5 1,338.5 22.6% 126.0 2.1% 47% False False 99,931
80 6,776.0 5,301.5 1,474.5 24.9% 118.5 2.0% 42% False False 75,008
100 6,821.5 5,301.5 1,520.0 25.7% 107.5 1.8% 41% False False 60,028
120 6,821.5 5,301.5 1,520.0 25.7% 93.0 1.6% 41% False False 50,040
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 30.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,660.5
2.618 6,409.0
1.618 6,255.0
1.000 6,160.0
0.618 6,101.0
HIGH 6,006.0
0.618 5,947.0
0.500 5,929.0
0.382 5,911.0
LOW 5,852.0
0.618 5,757.0
1.000 5,698.0
1.618 5,603.0
2.618 5,449.0
4.250 5,197.5
Fisher Pivots for day following 19-Feb-2008
Pivot 1 day 3 day
R1 5,929.0 5,906.5
PP 5,928.0 5,887.5
S1 5,926.5 5,869.0

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

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