FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 27-Feb-2008
Day Change Summary
Previous Current
26-Feb-2008 27-Feb-2008 Change Change % Previous Week
Open 5,992.5 6,087.0 94.5 1.6% 5,818.0
High 6,090.0 6,087.0 -3.0 0.0% 6,006.0
Low 5,963.0 5,958.5 -4.5 -0.1% 5,804.0
Close 6,056.5 6,050.0 -6.5 -0.1% 5,852.5
Range 127.0 128.5 1.5 1.2% 202.0
ATR 140.3 139.4 -0.8 -0.6% 0.0
Volume 103,381 129,243 25,862 25.0% 552,205
Daily Pivots for day following 27-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,417.5 6,362.0 6,120.5
R3 6,289.0 6,233.5 6,085.5
R2 6,160.5 6,160.5 6,073.5
R1 6,105.0 6,105.0 6,062.0 6,068.5
PP 6,032.0 6,032.0 6,032.0 6,013.5
S1 5,976.5 5,976.5 6,038.0 5,940.0
S2 5,903.5 5,903.5 6,026.5
S3 5,775.0 5,848.0 6,014.5
S4 5,646.5 5,719.5 5,979.5
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 6,090.0 5,833.5 256.5 4.2% 111.0 1.8% 84% False False 111,746
10 6,090.0 5,731.5 358.5 5.9% 118.0 1.9% 89% False False 110,260
20 6,090.0 5,654.0 436.0 7.2% 126.5 2.1% 91% False False 121,695
40 6,547.0 5,301.5 1,245.5 20.6% 144.5 2.4% 60% False False 143,967
60 6,640.0 5,301.5 1,338.5 22.1% 126.0 2.1% 56% False False 111,284
80 6,640.0 5,301.5 1,338.5 22.1% 121.5 2.0% 56% False False 83,600
100 6,821.5 5,301.5 1,520.0 25.1% 110.5 1.8% 49% False False 66,900
120 6,821.5 5,301.5 1,520.0 25.1% 98.0 1.6% 49% False False 55,762
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.1
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,633.0
2.618 6,423.5
1.618 6,295.0
1.000 6,215.5
0.618 6,166.5
HIGH 6,087.0
0.618 6,038.0
0.500 6,023.0
0.382 6,007.5
LOW 5,958.5
0.618 5,879.0
1.000 5,830.0
1.618 5,750.5
2.618 5,622.0
4.250 5,412.5
Fisher Pivots for day following 27-Feb-2008
Pivot 1 day 3 day
R1 6,041.0 6,030.5
PP 6,032.0 6,011.0
S1 6,023.0 5,991.0

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

View Archives - Comment on this page... - Back to Index of Symbols