FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 10-Mar-2008
Day Change Summary
Previous Current
07-Mar-2008 10-Mar-2008 Change Change % Previous Week
Open 5,695.0 5,668.0 -27.0 -0.5% 5,766.0
High 5,752.5 5,711.0 -41.5 -0.7% 5,860.5
Low 5,643.0 5,606.0 -37.0 -0.7% 5,643.0
Close 5,687.0 5,623.5 -63.5 -1.1% 5,687.0
Range 109.5 105.0 -4.5 -4.1% 217.5
ATR 134.2 132.1 -2.1 -1.6% 0.0
Volume 122,071 152,852 30,781 25.2% 663,639
Daily Pivots for day following 10-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,962.0 5,897.5 5,681.0
R3 5,857.0 5,792.5 5,652.5
R2 5,752.0 5,752.0 5,643.0
R1 5,687.5 5,687.5 5,633.0 5,667.0
PP 5,647.0 5,647.0 5,647.0 5,636.5
S1 5,582.5 5,582.5 5,614.0 5,562.0
S2 5,542.0 5,542.0 5,604.0
S3 5,437.0 5,477.5 5,594.5
S4 5,332.0 5,372.5 5,566.0
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 5,606.0 254.5 4.5% 120.0 2.1% 7% False True 132,990
10 6,090.0 5,606.0 484.0 8.6% 121.5 2.2% 4% False True 127,933
20 6,090.0 5,606.0 484.0 8.6% 122.5 2.2% 4% False True 120,959
40 6,200.0 5,301.5 898.5 16.0% 147.0 2.6% 36% False False 145,671
60 6,547.0 5,301.5 1,245.5 22.1% 128.0 2.3% 26% False False 127,810
80 6,640.0 5,301.5 1,338.5 23.8% 124.0 2.2% 24% False False 96,656
100 6,776.0 5,301.5 1,474.5 26.2% 115.0 2.0% 22% False False 77,364
120 6,821.5 5,301.5 1,520.0 27.0% 104.5 1.9% 21% False False 64,483
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 32.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,157.0
2.618 5,986.0
1.618 5,881.0
1.000 5,816.0
0.618 5,776.0
HIGH 5,711.0
0.618 5,671.0
0.500 5,658.5
0.382 5,646.0
LOW 5,606.0
0.618 5,541.0
1.000 5,501.0
1.618 5,436.0
2.618 5,331.0
4.250 5,160.0
Fisher Pivots for day following 10-Mar-2008
Pivot 1 day 3 day
R1 5,658.5 5,731.0
PP 5,647.0 5,695.0
S1 5,635.0 5,659.0

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

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