FTSE 100 Index Future June 2008

Trading Metrics calculated at close of trading on 27-Feb-2008

Day Change Summary
	Previous	Current
	26-Feb-2008	27-Feb-2008	Change	Change %	Previous Week
Open	6,000.0	6,056.5	56.5	0.9%	5,842.5
High	6,099.5	6,075.0	-24.5	-0.4%	6,001.5
Low	5,990.0	5,999.5	9.5	0.2%	5,842.5
Close	6,080.0	6,073.0	-7.0	-0.1%	5,875.5
Range	109.5	75.5	-34.0	-31.1%	159.0
ATR	120.3	117.5	-2.8	-2.4%	0.0
Volume	80	99	19	23.8%	3,621

Daily Pivots for day following 27-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,275.5	6,250.0	6,114.5
R3	6,200.0	6,174.5	6,094.0
R2	6,124.5	6,124.5	6,087.0
R1	6,099.0	6,099.0	6,080.0	6,112.0
PP	6,049.0	6,049.0	6,049.0	6,055.5
S1	6,023.5	6,023.5	6,066.0	6,036.0
S2	5,973.5	5,973.5	6,059.0
S3	5,898.0	5,948.0	6,052.0
S4	5,822.5	5,872.5	6,031.5

Weekly Pivots for week ending 22-Feb-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,383.5	6,288.5	5,963.0
R3	6,224.5	6,129.5	5,919.0
R2	6,065.5	6,065.5	5,904.5
R1	5,970.5	5,970.5	5,890.0	6,018.0
PP	5,906.5	5,906.5	5,906.5	5,930.0
S1	5,811.5	5,811.5	5,861.0	5,859.0
S2	5,747.5	5,747.5	5,846.5
S3	5,588.5	5,652.5	5,832.0
S4	5,429.5	5,493.5	5,788.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,099.5	5,866.0	233.5	3.8%	80.5	1.3%	89%	False	False	432
10	6,099.5	5,767.0	332.5	5.5%	90.0	1.5%	92%	False	False	572
20	6,099.5	5,699.5	400.0	6.6%	98.0	1.6%	93%	False	False	389
40	6,559.5	5,325.0	1,234.5	20.3%	112.0	1.8%	61%	False	False	340
60	6,643.5	5,325.0	1,318.5	21.7%	81.5	1.3%	57%	False	False	238

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.0
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,396.0
2.618	6,272.5
1.618	6,197.0
1.000	6,150.5
0.618	6,121.5
HIGH	6,075.0
0.618	6,046.0
0.500	6,037.0
0.382	6,028.5
LOW	5,999.5
0.618	5,953.0
1.000	5,924.0
1.618	5,877.5
2.618	5,802.0
4.250	5,678.5

Fisher Pivots for day following 27-Feb-2008
Pivot	1 day	3 day
R1	6,061.0	6,054.5
PP	6,049.0	6,036.0
S1	6,037.0	6,018.0

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