FTSE 100 Index Future June 2008


Trading Metrics calculated at close of trading on 11-Mar-2008
Day Change Summary
Previous Current
10-Mar-2008 11-Mar-2008 Change Change % Previous Week
Open 5,685.0 5,664.0 -21.0 -0.4% 5,795.0
High 5,720.0 5,790.0 70.0 1.2% 5,879.0
Low 5,622.0 5,654.0 32.0 0.6% 5,664.0
Close 5,638.0 5,704.0 66.0 1.2% 5,702.5
Range 98.0 136.0 38.0 38.8% 215.0
ATR 117.6 120.1 2.5 2.1% 0.0
Volume 3,545 10,658 7,113 200.6% 9,232
Daily Pivots for day following 11-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,124.0 6,050.0 5,779.0
R3 5,988.0 5,914.0 5,741.5
R2 5,852.0 5,852.0 5,729.0
R1 5,778.0 5,778.0 5,716.5 5,815.0
PP 5,716.0 5,716.0 5,716.0 5,734.5
S1 5,642.0 5,642.0 5,691.5 5,679.0
S2 5,580.0 5,580.0 5,679.0
S3 5,444.0 5,506.0 5,666.5
S4 5,308.0 5,370.0 5,629.0
Weekly Pivots for week ending 07-Mar-2008
Classic Woodie Camarilla DeMark
R4 6,393.5 6,263.0 5,821.0
R3 6,178.5 6,048.0 5,761.5
R2 5,963.5 5,963.5 5,742.0
R1 5,833.0 5,833.0 5,722.0 5,791.0
PP 5,748.5 5,748.5 5,748.5 5,727.5
S1 5,618.0 5,618.0 5,683.0 5,576.0
S2 5,533.5 5,533.5 5,663.0
S3 5,318.5 5,403.0 5,643.5
S4 5,103.5 5,188.0 5,584.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,879.0 5,622.0 257.0 4.5% 111.0 1.9% 32% False False 4,571
10 6,078.0 5,622.0 456.0 8.0% 111.0 1.9% 18% False False 2,439
20 6,099.5 5,622.0 477.5 8.4% 102.0 1.8% 17% False False 1,506
40 6,099.5 5,325.0 774.5 13.6% 118.0 2.1% 49% False False 897
60 6,559.5 5,325.0 1,234.5 21.6% 97.0 1.7% 31% False False 634
80 6,643.5 5,325.0 1,318.5 23.1% 77.0 1.3% 29% False False 492
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.1
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,368.0
2.618 6,146.0
1.618 6,010.0
1.000 5,926.0
0.618 5,874.0
HIGH 5,790.0
0.618 5,738.0
0.500 5,722.0
0.382 5,706.0
LOW 5,654.0
0.618 5,570.0
1.000 5,518.0
1.618 5,434.0
2.618 5,298.0
4.250 5,076.0
Fisher Pivots for day following 11-Mar-2008
Pivot 1 day 3 day
R1 5,722.0 5,706.0
PP 5,716.0 5,705.5
S1 5,710.0 5,704.5

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

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