FTSE 100 Index Future March 2008

Trading Metrics calculated at close of trading on 07-Mar-2008

Day Change Summary
	Previous	Current
	06-Mar-2008	07-Mar-2008	Change	Change %	Previous Week
Open	5,855.5	5,695.0	-160.5	-2.7%	5,766.0
High	5,855.5	5,752.5	-103.0	-1.8%	5,860.5
Low	5,730.0	5,643.0	-87.0	-1.5%	5,643.0
Close	5,762.0	5,687.0	-75.0	-1.3%	5,687.0
Range	125.5	109.5	-16.0	-12.7%	217.5
ATR	135.3	134.2	-1.2	-0.9%	0.0
Volume	122,969	122,071	-898	-0.7%	663,639

Daily Pivots for day following 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,022.5	5,964.5	5,747.0
R3	5,913.0	5,855.0	5,717.0
R2	5,803.5	5,803.5	5,707.0
R1	5,745.5	5,745.5	5,697.0	5,720.0
PP	5,694.0	5,694.0	5,694.0	5,681.5
S1	5,636.0	5,636.0	5,677.0	5,610.0
S2	5,584.5	5,584.5	5,667.0
S3	5,475.0	5,526.5	5,657.0
S4	5,365.5	5,417.0	5,627.0

Weekly Pivots for week ending 07-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,382.5	6,252.5	5,806.5
R3	6,165.0	6,035.0	5,747.0
R2	5,947.5	5,947.5	5,727.0
R1	5,817.5	5,817.5	5,707.0	5,774.0
PP	5,730.0	5,730.0	5,730.0	5,708.5
S1	5,600.0	5,600.0	5,667.0	5,556.0
S2	5,512.5	5,512.5	5,647.0
S3	5,295.0	5,382.5	5,627.0
S4	5,077.5	5,165.0	5,567.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,860.5	5,643.0	217.5	3.8%	118.5	2.1%	20%	False	True	132,727
10	6,090.0	5,643.0	447.0	7.9%	120.5	2.1%	10%	False	True	122,406
20	6,090.0	5,643.0	447.0	7.9%	123.0	2.2%	10%	False	True	118,596
40	6,246.0	5,301.5	944.5	16.6%	146.5	2.6%	41%	False	False	145,185
60	6,640.0	5,301.5	1,338.5	23.5%	129.0	2.3%	29%	False	False	125,521
80	6,640.0	5,301.5	1,338.5	23.5%	123.5	2.2%	29%	False	False	94,747
100	6,776.0	5,301.5	1,474.5	25.9%	114.5	2.0%	26%	False	False	75,835
120	6,821.5	5,301.5	1,520.0	26.7%	104.0	1.8%	25%	False	False	63,209

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
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	31.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,218.0
2.618	6,039.0
1.618	5,929.5
1.000	5,862.0
0.618	5,820.0
HIGH	5,752.5
0.618	5,710.5
0.500	5,698.0
0.382	5,685.0
LOW	5,643.0
0.618	5,575.5
1.000	5,533.5
1.618	5,466.0
2.618	5,356.5
4.250	5,177.5

Fisher Pivots for day following 07-Mar-2008
Pivot	1 day	3 day
R1	5,698.0	5,752.0
PP	5,694.0	5,730.0
S1	5,690.5	5,708.5

Download as Excel Spreadsheet

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

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