FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 08-Jan-2009
Day Change Summary
Previous Current
07-Jan-2009 08-Jan-2009 Change Change % Previous Week
Open 4,600.0 4,430.5 -169.5 -3.7% 4,206.0
High 4,600.0 4,506.0 -94.0 -2.0% 4,599.0
Low 4,431.0 4,376.5 -54.5 -1.2% 4,206.0
Close 4,470.5 4,474.5 4.0 0.1% 4,515.0
Range 169.0 129.5 -39.5 -23.4% 393.0
ATR 152.4 150.8 -1.6 -1.1% 0.0
Volume 134,406 117,407 -16,999 -12.6% 120,364
Daily Pivots for day following 08-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,841.0 4,787.0 4,545.5
R3 4,711.5 4,657.5 4,510.0
R2 4,582.0 4,582.0 4,498.0
R1 4,528.0 4,528.0 4,486.5 4,555.0
PP 4,452.5 4,452.5 4,452.5 4,466.0
S1 4,398.5 4,398.5 4,462.5 4,425.5
S2 4,323.0 4,323.0 4,451.0
S3 4,193.5 4,269.0 4,439.0
S4 4,064.0 4,139.5 4,403.5
Weekly Pivots for week ending 02-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,619.0 5,460.0 4,731.0
R3 5,226.0 5,067.0 4,623.0
R2 4,833.0 4,833.0 4,587.0
R1 4,674.0 4,674.0 4,551.0 4,753.5
PP 4,440.0 4,440.0 4,440.0 4,480.0
S1 4,281.0 4,281.0 4,479.0 4,360.5
S2 4,047.0 4,047.0 4,443.0
S3 3,654.0 3,888.0 4,407.0
S4 3,261.0 3,495.0 4,299.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,649.0 4,376.5 272.5 6.1% 145.5 3.3% 36% False True 84,979
10 4,649.0 4,176.0 473.0 10.6% 117.0 2.6% 63% False False 62,843
20 4,649.0 4,160.5 488.5 10.9% 127.0 2.8% 64% False False 83,812
40 4,649.0 3,672.5 976.5 21.8% 154.0 3.4% 82% False False 42,438
60 4,649.0 3,672.5 976.5 21.8% 172.5 3.9% 82% False False 28,357
80 5,442.5 3,672.5 1,770.0 39.6% 179.0 4.0% 45% False False 21,454
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 15.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,056.5
2.618 4,845.0
1.618 4,715.5
1.000 4,635.5
0.618 4,586.0
HIGH 4,506.0
0.618 4,456.5
0.500 4,441.0
0.382 4,426.0
LOW 4,376.5
0.618 4,296.5
1.000 4,247.0
1.618 4,167.0
2.618 4,037.5
4.250 3,826.0
Fisher Pivots for day following 08-Jan-2009
Pivot 1 day 3 day
R1 4,463.5 4,513.0
PP 4,452.5 4,500.0
S1 4,441.0 4,487.0

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

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