FTSE 100 Index Future March 2008


Trading Metrics calculated at close of trading on 12-Mar-2008
Day Change Summary
Previous Current
11-Mar-2008 12-Mar-2008 Change Change % Previous Week
Open 5,649.0 5,762.5 113.5 2.0% 5,766.0
High 5,779.0 5,812.5 33.5 0.6% 5,860.5
Low 5,634.5 5,737.5 103.0 1.8% 5,643.0
Close 5,689.0 5,765.0 76.0 1.3% 5,687.0
Range 144.5 75.0 -69.5 -48.1% 217.5
ATR 133.8 133.0 -0.7 -0.5% 0.0
Volume 133,049 197,350 64,301 48.3% 663,639
Daily Pivots for day following 12-Mar-2008
Classic Woodie Camarilla DeMark
R4 5,996.5 5,956.0 5,806.0
R3 5,921.5 5,881.0 5,785.5
R2 5,846.5 5,846.5 5,779.0
R1 5,806.0 5,806.0 5,772.0 5,826.0
PP 5,771.5 5,771.5 5,771.5 5,782.0
S1 5,731.0 5,731.0 5,758.0 5,751.0
S2 5,696.5 5,696.5 5,751.0
S3 5,621.5 5,656.0 5,744.5
S4 5,546.5 5,581.0 5,724.0
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 5,855.5 5,606.0 249.5 4.3% 112.0 1.9% 64% False False 145,658
10 6,061.0 5,606.0 455.0 7.9% 118.0 2.0% 35% False False 137,710
20 6,090.0 5,606.0 484.0 8.4% 118.0 2.0% 33% False False 123,985
40 6,090.0 5,301.5 788.5 13.7% 144.0 2.5% 59% False False 147,565
60 6,547.0 5,301.5 1,245.5 21.6% 128.0 2.2% 37% False False 132,558
80 6,640.0 5,301.5 1,338.5 23.2% 124.5 2.2% 35% False False 100,783
100 6,776.0 5,301.5 1,474.5 25.6% 115.5 2.0% 31% False False 80,662
120 6,821.5 5,301.5 1,520.0 26.4% 106.5 1.8% 30% False False 67,236
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 33.8
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 6,131.0
2.618 6,009.0
1.618 5,934.0
1.000 5,887.5
0.618 5,859.0
HIGH 5,812.5
0.618 5,784.0
0.500 5,775.0
0.382 5,766.0
LOW 5,737.5
0.618 5,691.0
1.000 5,662.5
1.618 5,616.0
2.618 5,541.0
4.250 5,419.0
Fisher Pivots for day following 12-Mar-2008
Pivot 1 day 3 day
R1 5,775.0 5,746.5
PP 5,771.5 5,728.0
S1 5,768.5 5,709.0

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

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