FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 28-Feb-2008
Day Change Summary
Previous Current
27-Feb-2008 28-Feb-2008 Change Change % Previous Week
Open 6,087.0 6,022.5 -64.5 -1.1% 5,818.0
High 6,087.0 6,061.0 -26.0 -0.4% 6,006.0
Low 5,958.5 5,927.0 -31.5 -0.5% 5,804.0
Close 6,050.0 5,938.0 -112.0 -1.9% 5,852.5
Range 128.5 134.0 5.5 4.3% 202.0
ATR 139.4 139.0 -0.4 -0.3% 0.0
Volume 129,243 112,147 -17,096 -13.2% 552,205
Daily Pivots for day following 28-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,377.5 6,291.5 6,011.5
R3 6,243.5 6,157.5 5,975.0
R2 6,109.5 6,109.5 5,962.5
R1 6,023.5 6,023.5 5,950.5 5,999.5
PP 5,975.5 5,975.5 5,975.5 5,963.0
S1 5,889.5 5,889.5 5,925.5 5,865.5
S2 5,841.5 5,841.5 5,913.5
S3 5,707.5 5,755.5 5,901.0
S4 5,573.5 5,621.5 5,864.5
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 4.3% 119.0 2.0% 41% False False 109,403
10 6,090.0 5,731.5 358.5 6.0% 123.0 2.1% 58% False False 110,290
20 6,090.0 5,654.0 436.0 7.3% 121.5 2.0% 65% False False 122,903
40 6,547.0 5,301.5 1,245.5 21.0% 145.0 2.4% 51% False False 144,698
60 6,640.0 5,301.5 1,338.5 22.5% 127.0 2.1% 48% False False 113,149
80 6,640.0 5,301.5 1,338.5 22.5% 122.5 2.1% 48% False False 84,997
100 6,821.5 5,301.5 1,520.0 25.6% 111.5 1.9% 42% False False 68,022
120 6,821.5 5,301.5 1,520.0 25.6% 98.5 1.7% 42% False False 56,696
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 28.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,630.5
2.618 6,412.0
1.618 6,278.0
1.000 6,195.0
0.618 6,144.0
HIGH 6,061.0
0.618 6,010.0
0.500 5,994.0
0.382 5,978.0
LOW 5,927.0
0.618 5,844.0
1.000 5,793.0
1.618 5,710.0
2.618 5,576.0
4.250 5,357.5
Fisher Pivots for day following 28-Feb-2008
Pivot 1 day 3 day
R1 5,994.0 6,008.5
PP 5,975.5 5,985.0
S1 5,956.5 5,961.5

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

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