FTSE 100 Index Future June 2008

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

Day Change Summary
	Previous	Current
	26-Mar-2008	27-Mar-2008	Change	Change %	Previous Week
Open	5,671.5	5,674.0	2.5	0.0%	5,528.0
High	5,704.5	5,759.0	54.5	1.0%	5,675.0
Low	5,657.5	5,668.5	11.0	0.2%	5,424.5
Close	5,684.5	5,742.0	57.5	1.0%	5,516.5
Range	47.0	90.5	43.5	92.6%	250.5
ATR	133.3	130.2	-3.1	-2.3%	0.0
Volume	119,156	88,678	-30,478	-25.6%	603,373

Daily Pivots for day following 27-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	5,994.5	5,959.0	5,792.0
R3	5,904.0	5,868.5	5,767.0
R2	5,813.5	5,813.5	5,758.5
R1	5,778.0	5,778.0	5,750.5	5,796.0
PP	5,723.0	5,723.0	5,723.0	5,732.0
S1	5,687.5	5,687.5	5,733.5	5,705.0
S2	5,632.5	5,632.5	5,725.5
S3	5,542.0	5,597.0	5,717.0
S4	5,451.5	5,506.5	5,692.0

Weekly Pivots for week ending 21-Mar-2008
	Classic	Woodie	Camarilla	DeMark
R4	6,290.0	6,154.0	5,654.5
R3	6,039.5	5,903.5	5,585.5
R2	5,789.0	5,789.0	5,562.5
R1	5,653.0	5,653.0	5,539.5	5,596.0
PP	5,538.5	5,538.5	5,538.5	5,510.0
S1	5,402.5	5,402.5	5,493.5	5,345.0
S2	5,288.0	5,288.0	5,470.5
S3	5,037.5	5,152.0	5,447.5
S4	4,787.0	4,901.5	5,378.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,759.0	5,473.0	286.0	5.0%	92.5	1.6%	94%	True	False	150,460
10	5,826.0	5,424.5	401.5	7.0%	108.0	1.9%	79%	False	False	106,268
20	6,078.0	5,424.5	653.5	11.4%	109.5	1.9%	49%	False	False	54,354
40	6,099.5	5,424.5	675.0	11.8%	102.5	1.8%	47%	False	False	27,370
60	6,559.5	5,325.0	1,234.5	21.5%	112.0	1.9%	34%	False	False	18,343
80	6,643.5	5,325.0	1,318.5	23.0%	87.5	1.5%	32%	False	False	13,765

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	27.5
Widest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,143.5
2.618	5,996.0
1.618	5,905.5
1.000	5,849.5
0.618	5,815.0
HIGH	5,759.0
0.618	5,724.5
0.500	5,714.0
0.382	5,703.0
LOW	5,668.5
0.618	5,612.5
1.000	5,578.0
1.618	5,522.0
2.618	5,431.5
4.250	5,284.0

Fisher Pivots for day following 27-Mar-2008
Pivot	1 day	3 day
R1	5,732.5	5,727.5
PP	5,723.0	5,713.5
S1	5,714.0	5,699.0

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