FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 17-Dec-2008
Day Change Summary
Previous Current
16-Dec-2008 17-Dec-2008 Change Change % Previous Week
Open 4,248.5 4,336.0 87.5 2.1% 4,297.0
High 4,399.0 4,364.0 -35.0 -0.8% 4,404.0
Low 4,219.5 4,203.0 -16.5 -0.4% 4,165.0
Close 4,284.0 4,284.5 0.5 0.0% 4,237.0
Range 179.5 161.0 -18.5 -10.3% 239.0
ATR 189.7 187.6 -2.0 -1.1% 0.0
Volume 207,442 291,875 84,433 40.7% 90,529
Daily Pivots for day following 17-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,767.0 4,686.5 4,373.0
R3 4,606.0 4,525.5 4,329.0
R2 4,445.0 4,445.0 4,314.0
R1 4,364.5 4,364.5 4,299.5 4,324.0
PP 4,284.0 4,284.0 4,284.0 4,263.5
S1 4,203.5 4,203.5 4,269.5 4,163.0
S2 4,123.0 4,123.0 4,255.0
S3 3,962.0 4,042.5 4,240.0
S4 3,801.0 3,881.5 4,196.0
Weekly Pivots for week ending 12-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,985.5 4,850.5 4,368.5
R3 4,746.5 4,611.5 4,302.5
R2 4,507.5 4,507.5 4,281.0
R1 4,372.5 4,372.5 4,259.0 4,320.5
PP 4,268.5 4,268.5 4,268.5 4,243.0
S1 4,133.5 4,133.5 4,215.0 4,081.5
S2 4,029.5 4,029.5 4,193.0
S3 3,790.5 3,894.5 4,171.5
S4 3,551.5 3,655.5 4,105.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,404.0 4,165.0 239.0 5.6% 144.5 3.4% 50% False False 123,412
10 4,404.0 3,988.0 416.0 9.7% 153.0 3.6% 71% False False 64,217
20 4,404.0 3,672.5 731.5 17.1% 168.5 3.9% 84% False False 32,311
40 4,644.5 3,672.5 972.0 22.7% 175.0 4.1% 63% False False 16,246
60 5,279.5 3,672.5 1,607.0 37.5% 198.5 4.6% 38% False False 11,084
80 5,690.0 3,672.5 2,017.5 47.1% 172.0 4.0% 30% False False 8,331
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 39.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,048.0
2.618 4,785.5
1.618 4,624.5
1.000 4,525.0
0.618 4,463.5
HIGH 4,364.0
0.618 4,302.5
0.500 4,283.5
0.382 4,264.5
LOW 4,203.0
0.618 4,103.5
1.000 4,042.0
1.618 3,942.5
2.618 3,781.5
4.250 3,519.0
Fisher Pivots for day following 17-Dec-2008
Pivot 1 day 3 day
R1 4,284.0 4,301.0
PP 4,284.0 4,295.5
S1 4,283.5 4,290.0

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

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