FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 19-Dec-2008
Day Change Summary
Previous Current
18-Dec-2008 19-Dec-2008 Change Change % Previous Week
Open 4,281.0 4,256.0 -25.0 -0.6% 4,312.0
High 4,338.5 4,312.0 -26.5 -0.6% 4,399.0
Low 4,204.0 4,175.0 -29.0 -0.7% 4,175.0
Close 4,305.0 4,254.5 -50.5 -1.2% 4,254.5
Range 134.5 137.0 2.5 1.9% 224.0
ATR 183.9 180.5 -3.3 -1.8% 0.0
Volume 182,657 114,993 -67,664 -37.0% 836,132
Daily Pivots for day following 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,658.0 4,593.5 4,330.0
R3 4,521.0 4,456.5 4,292.0
R2 4,384.0 4,384.0 4,279.5
R1 4,319.5 4,319.5 4,267.0 4,283.0
PP 4,247.0 4,247.0 4,247.0 4,229.0
S1 4,182.5 4,182.5 4,242.0 4,146.0
S2 4,110.0 4,110.0 4,229.5
S3 3,973.0 4,045.5 4,217.0
S4 3,836.0 3,908.5 4,179.0
Weekly Pivots for week ending 19-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,948.0 4,825.5 4,377.5
R3 4,724.0 4,601.5 4,316.0
R2 4,500.0 4,500.0 4,295.5
R1 4,377.5 4,377.5 4,275.0 4,327.0
PP 4,276.0 4,276.0 4,276.0 4,251.0
S1 4,153.5 4,153.5 4,234.0 4,103.0
S2 4,052.0 4,052.0 4,213.5
S3 3,828.0 3,929.5 4,193.0
S4 3,604.0 3,705.5 4,131.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,399.0 4,175.0 224.0 5.3% 143.5 3.4% 35% False True 167,226
10 4,404.0 4,165.0 239.0 5.6% 137.0 3.2% 37% False False 92,666
20 4,404.0 3,812.0 592.0 13.9% 157.5 3.7% 75% False False 47,147
40 4,644.5 3,672.5 972.0 22.8% 172.5 4.1% 60% False False 23,683
60 5,067.5 3,672.5 1,395.0 32.8% 198.5 4.7% 42% False False 15,959
80 5,676.0 3,672.5 2,003.5 47.1% 174.0 4.1% 29% False False 12,051
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 31.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,894.0
2.618 4,670.5
1.618 4,533.5
1.000 4,449.0
0.618 4,396.5
HIGH 4,312.0
0.618 4,259.5
0.500 4,243.5
0.382 4,227.5
LOW 4,175.0
0.618 4,090.5
1.000 4,038.0
1.618 3,953.5
2.618 3,816.5
4.250 3,593.0
Fisher Pivots for day following 19-Dec-2008
Pivot 1 day 3 day
R1 4,251.0 4,269.5
PP 4,247.0 4,264.5
S1 4,243.5 4,259.5

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

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