FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 31-Dec-2008
Day Change Summary
Previous Current
30-Dec-2008 31-Dec-2008 Change Change % Previous Week
Open 4,320.0 4,427.0 107.0 2.5% 4,230.0
High 4,427.0 4,427.0 0.0 0.0% 4,290.5
Low 4,313.0 4,382.0 69.0 1.6% 4,160.5
Close 4,373.0 4,390.0 17.0 0.4% 4,192.0
Range 114.0 45.0 -69.0 -60.5% 130.0
ATR 160.6 153.0 -7.6 -4.7% 0.0
Volume 45,658 41,286 -4,372 -9.6% 231,330
Daily Pivots for day following 31-Dec-2008
Classic Woodie Camarilla DeMark
R4 4,534.5 4,507.5 4,415.0
R3 4,489.5 4,462.5 4,402.5
R2 4,444.5 4,444.5 4,398.0
R1 4,417.5 4,417.5 4,394.0 4,408.5
PP 4,399.5 4,399.5 4,399.5 4,395.0
S1 4,372.5 4,372.5 4,386.0 4,363.5
S2 4,354.5 4,354.5 4,382.0
S3 4,309.5 4,327.5 4,377.5
S4 4,264.5 4,282.5 4,365.0
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 4,427.0 4,176.0 251.0 5.7% 88.0 2.0% 85% True False 40,707
10 4,427.0 4,160.5 266.5 6.1% 118.0 2.7% 86% True False 112,445
20 4,427.0 3,964.0 463.0 10.5% 134.5 3.1% 92% True False 63,434
40 4,644.5 3,672.5 972.0 22.1% 155.5 3.5% 74% False False 31,822
60 4,749.0 3,672.5 1,076.5 24.5% 185.5 4.2% 67% False False 21,309
80 5,531.5 3,672.5 1,859.0 42.3% 174.5 4.0% 39% False False 16,144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.9
Narrowest range in 78 trading days
Fibonacci Retracements and Extensions
4.250 4,618.0
2.618 4,545.0
1.618 4,500.0
1.000 4,472.0
0.618 4,455.0
HIGH 4,427.0
0.618 4,410.0
0.500 4,404.5
0.382 4,399.0
LOW 4,382.0
0.618 4,354.0
1.000 4,337.0
1.618 4,309.0
2.618 4,264.0
4.250 4,191.0
Fisher Pivots for day following 31-Dec-2008
Pivot 1 day 3 day
R1 4,404.5 4,365.5
PP 4,399.5 4,341.0
S1 4,395.0 4,316.5

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

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