FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 04-Mar-2008
Day Change Summary
Previous Current
03-Mar-2008 04-Mar-2008 Change Change % Previous Week
Open 5,795.0 5,827.0 32.0 0.6% 5,983.5
High 5,850.0 5,850.0 0.0 0.0% 6,099.5
Low 5,759.5 5,704.0 -55.5 -1.0% 5,850.0
Close 5,801.0 5,754.0 -47.0 -0.8% 5,852.0
Range 90.5 146.0 55.5 61.3% 249.5
ATR 116.3 118.4 2.1 1.8% 0.0
Volume 301 279 -22 -7.3% 2,460
Daily Pivots for day following 04-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,207.5 6,126.5 5,834.5
R3 6,061.5 5,980.5 5,794.0
R2 5,915.5 5,915.5 5,781.0
R1 5,834.5 5,834.5 5,767.5 5,802.0
PP 5,769.5 5,769.5 5,769.5 5,753.0
S1 5,688.5 5,688.5 5,740.5 5,656.0
S2 5,623.5 5,623.5 5,727.0
S3 5,477.5 5,542.5 5,714.0
S4 5,331.5 5,396.5 5,673.5
Weekly Pivots for week ending 29-Feb-2008
Classic Woodie Camarilla DeMark
R4 6,682.5 6,516.5 5,989.0
R3 6,433.0 6,267.0 5,920.5
R2 6,183.5 6,183.5 5,897.5
R1 6,017.5 6,017.5 5,875.0 5,976.0
PP 5,934.0 5,934.0 5,934.0 5,913.0
S1 5,768.0 5,768.0 5,829.0 5,726.0
S2 5,684.5 5,684.5 5,806.5
S3 5,435.0 5,518.5 5,783.5
S4 5,185.5 5,269.0 5,715.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,078.0 5,704.0 374.0 6.5% 111.0 1.9% 13% False True 308
10 6,099.5 5,704.0 395.5 6.9% 96.0 1.7% 13% False True 473
20 6,099.5 5,701.5 398.0 6.9% 101.5 1.8% 13% False False 389
40 6,327.0 5,325.0 1,002.0 17.4% 115.0 2.0% 43% False False 372
60 6,643.5 5,325.0 1,318.5 22.9% 88.5 1.5% 33% False False 254
80 6,643.5 5,325.0 1,318.5 22.9% 70.0 1.2% 33% False False 221
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.8
Widest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 6,470.5
2.618 6,232.0
1.618 6,086.0
1.000 5,996.0
0.618 5,940.0
HIGH 5,850.0
0.618 5,794.0
0.500 5,777.0
0.382 5,760.0
LOW 5,704.0
0.618 5,614.0
1.000 5,558.0
1.618 5,468.0
2.618 5,322.0
4.250 5,083.5
Fisher Pivots for day following 04-Mar-2008
Pivot 1 day 3 day
R1 5,777.0 5,837.5
PP 5,769.5 5,809.5
S1 5,761.5 5,782.0

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

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