FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 29-Dec-2008
Day Change Summary
Previous Current
24-Dec-2008 29-Dec-2008 Change Change % Previous Week
Open 4,259.0 4,206.0 -53.0 -1.2% 4,230.0
High 4,259.0 4,309.0 50.0 1.2% 4,290.5
Low 4,176.0 4,206.0 30.0 0.7% 4,160.5
Close 4,192.0 4,274.0 82.0 2.0% 4,192.0
Range 83.0 103.0 20.0 24.1% 130.0
ATR 164.6 161.2 -3.4 -2.1% 0.0
Volume 48,183 9,212 -38,971 -80.9% 231,330
Daily Pivots for day following 29-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,572.0 4,526.0 4,330.5
R3 4,469.0 4,423.0 4,302.5
R2 4,366.0 4,366.0 4,293.0
R1 4,320.0 4,320.0 4,283.5 4,343.0
PP 4,263.0 4,263.0 4,263.0 4,274.5
S1 4,217.0 4,217.0 4,264.5 4,240.0
S2 4,160.0 4,160.0 4,255.0
S3 4,057.0 4,114.0 4,245.5
S4 3,954.0 4,011.0 4,217.5
Weekly Pivots for week ending 26-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,604.5 4,528.0 4,263.5
R3 4,474.5 4,398.0 4,228.0
R2 4,344.5 4,344.5 4,216.0
R1 4,268.0 4,268.0 4,204.0 4,241.0
PP 4,214.5 4,214.5 4,214.5 4,201.0
S1 4,138.0 4,138.0 4,180.0 4,111.0
S2 4,084.5 4,084.5 4,168.0
S3 3,954.5 4,008.0 4,156.0
S4 3,824.5 3,878.0 4,120.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,312.0 4,160.5 151.5 3.5% 109.0 2.6% 75% False False 71,107
10 4,399.0 4,160.5 238.5 5.6% 127.5 3.0% 48% False False 113,960
20 4,404.0 3,950.0 454.0 10.6% 144.0 3.4% 71% False False 59,122
40 4,644.5 3,672.5 972.0 22.7% 159.5 3.7% 62% False False 29,657
60 5,025.5 3,672.5 1,353.0 31.7% 187.5 4.4% 44% False False 19,863
80 5,552.0 3,672.5 1,879.5 44.0% 175.0 4.1% 32% False False 15,058
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 False
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 29.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,747.0
2.618 4,578.5
1.618 4,475.5
1.000 4,412.0
0.618 4,372.5
HIGH 4,309.0
0.618 4,269.5
0.500 4,257.5
0.382 4,245.5
LOW 4,206.0
0.618 4,142.5
1.000 4,103.0
1.618 4,039.5
2.618 3,936.5
4.250 3,768.0
Fisher Pivots for day following 29-Dec-2008
Pivot 1 day 3 day
R1 4,268.5 4,263.5
PP 4,263.0 4,253.0
S1 4,257.5 4,242.5

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

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