FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 22-Feb-2008
Day Change Summary
Previous Current
21-Feb-2008 22-Feb-2008 Change Change % Previous Week
Open 5,912.0 5,871.0 -41.0 -0.7% 5,818.0
High 5,981.0 5,945.0 -36.0 -0.6% 6,006.0
Low 5,887.5 5,833.5 -54.0 -0.9% 5,804.0
Close 5,904.0 5,852.5 -51.5 -0.9% 5,852.5
Range 93.5 111.5 18.0 19.3% 202.0
ATR 144.2 141.9 -2.3 -1.6% 0.0
Volume 123,864 104,655 -19,209 -15.5% 552,205
Daily Pivots for day following 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,211.5 6,143.5 5,914.0
R3 6,100.0 6,032.0 5,883.0
R2 5,988.5 5,988.5 5,873.0
R1 5,920.5 5,920.5 5,862.5 5,899.0
PP 5,877.0 5,877.0 5,877.0 5,866.0
S1 5,809.0 5,809.0 5,842.5 5,787.0
S2 5,765.5 5,765.5 5,832.0
S3 5,654.0 5,697.5 5,822.0
S4 5,542.5 5,586.0 5,791.0
Weekly Pivots for week ending 22-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,493.5 6,375.0 5,963.5
R3 6,291.5 6,173.0 5,908.0
R2 6,089.5 6,089.5 5,889.5
R1 5,971.0 5,971.0 5,871.0 6,030.0
PP 5,887.5 5,887.5 5,887.5 5,917.0
S1 5,769.0 5,769.0 5,834.0 5,828.0
S2 5,685.5 5,685.5 5,815.5
S3 5,483.5 5,567.0 5,797.0
S4 5,281.5 5,365.0 5,741.5
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 5,804.0 202.0 3.5% 115.5 2.0% 24% False False 110,441
10 6,006.0 5,654.0 352.0 6.0% 125.5 2.1% 56% False False 114,786
20 6,046.0 5,654.0 392.0 6.7% 124.0 2.1% 51% False False 125,694
40 6,547.0 5,301.5 1,245.5 21.3% 141.5 2.4% 44% False False 138,183
60 6,640.0 5,301.5 1,338.5 22.9% 126.0 2.1% 41% False False 105,829
80 6,776.0 5,301.5 1,474.5 25.2% 120.5 2.1% 37% False False 79,474
100 6,821.5 5,301.5 1,520.0 26.0% 108.5 1.9% 36% False False 63,601
120 6,821.5 5,301.5 1,520.0 26.0% 95.5 1.6% 36% False False 53,011
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,419.0
2.618 6,237.0
1.618 6,125.5
1.000 6,056.5
0.618 6,014.0
HIGH 5,945.0
0.618 5,902.5
0.500 5,889.0
0.382 5,876.0
LOW 5,833.5
0.618 5,764.5
1.000 5,722.0
1.618 5,653.0
2.618 5,541.5
4.250 5,359.5
Fisher Pivots for day following 22-Feb-2008
Pivot 1 day 3 day
R1 5,889.0 5,900.5
PP 5,877.0 5,884.5
S1 5,865.0 5,868.5

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

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