FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 06-Mar-2008
Day Change Summary
Previous Current
05-Mar-2008 06-Mar-2008 Change Change % Previous Week
Open 5,790.0 5,855.5 65.5 1.1% 5,925.5
High 5,860.5 5,855.5 -5.0 -0.1% 6,090.0
Low 5,757.0 5,730.0 -27.0 -0.5% 5,824.0
Close 5,855.5 5,762.0 -93.5 -1.6% 5,832.0
Range 103.5 125.5 22.0 21.3% 266.0
ATR 136.1 135.3 -0.8 -0.6% 0.0
Volume 139,367 122,969 -16,398 -11.8% 560,430
Daily Pivots for day following 06-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,159.0 6,086.0 5,831.0
R3 6,033.5 5,960.5 5,796.5
R2 5,908.0 5,908.0 5,785.0
R1 5,835.0 5,835.0 5,773.5 5,809.0
PP 5,782.5 5,782.5 5,782.5 5,769.5
S1 5,709.5 5,709.5 5,750.5 5,683.0
S2 5,657.0 5,657.0 5,739.0
S3 5,531.5 5,584.0 5,727.5
S4 5,406.0 5,458.5 5,693.0
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,713.5 6,538.5 5,978.5
R3 6,447.5 6,272.5 5,905.0
R2 6,181.5 6,181.5 5,881.0
R1 6,006.5 6,006.5 5,856.5 5,961.0
PP 5,915.5 5,915.5 5,915.5 5,892.5
S1 5,740.5 5,740.5 5,807.5 5,695.0
S2 5,649.5 5,649.5 5,783.0
S3 5,383.5 5,474.5 5,759.0
S4 5,117.5 5,208.5 5,685.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,954.5 5,684.5 270.0 4.7% 122.5 2.1% 29% False False 131,927
10 6,090.0 5,684.5 405.5 7.0% 120.5 2.1% 19% False False 120,665
20 6,090.0 5,654.0 436.0 7.6% 122.5 2.1% 25% False False 119,842
40 6,249.5 5,301.5 948.0 16.5% 146.5 2.5% 49% False False 145,645
60 6,640.0 5,301.5 1,338.5 23.2% 128.5 2.2% 34% False False 123,745
80 6,640.0 5,301.5 1,338.5 23.2% 123.5 2.1% 34% False False 93,222
100 6,776.0 5,301.5 1,474.5 25.6% 113.5 2.0% 31% False False 74,615
120 6,821.5 5,301.5 1,520.0 26.4% 103.0 1.8% 30% False False 62,193
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 30.3
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,389.0
2.618 6,184.0
1.618 6,058.5
1.000 5,981.0
0.618 5,933.0
HIGH 5,855.5
0.618 5,807.5
0.500 5,793.0
0.382 5,778.0
LOW 5,730.0
0.618 5,652.5
1.000 5,604.5
1.618 5,527.0
2.618 5,401.5
4.250 5,196.5
Fisher Pivots for day following 06-Mar-2008
Pivot 1 day 3 day
R1 5,793.0 5,772.5
PP 5,782.5 5,769.0
S1 5,772.0 5,765.5

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

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