FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 23-Jan-2009
Day Change Summary
Previous Current
22-Jan-2009 23-Jan-2009 Change Change % Previous Week
Open 4,101.5 4,005.5 -96.0 -2.3% 4,066.0
High 4,118.5 4,079.0 -39.5 -1.0% 4,152.0
Low 3,978.5 3,916.5 -62.0 -1.6% 3,916.5
Close 4,011.0 3,998.0 -13.0 -0.3% 3,998.0
Range 140.0 162.5 22.5 16.1% 235.5
ATR 153.3 154.0 0.7 0.4% 0.0
Volume 166,466 145,571 -20,895 -12.6% 547,135
Daily Pivots for day following 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,485.5 4,404.0 4,087.5
R3 4,323.0 4,241.5 4,042.5
R2 4,160.5 4,160.5 4,028.0
R1 4,079.0 4,079.0 4,013.0 4,038.5
PP 3,998.0 3,998.0 3,998.0 3,977.5
S1 3,916.5 3,916.5 3,983.0 3,876.0
S2 3,835.5 3,835.5 3,968.0
S3 3,673.0 3,754.0 3,953.5
S4 3,510.5 3,591.5 3,908.5
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,728.5 4,599.0 4,127.5
R3 4,493.0 4,363.5 4,063.0
R2 4,257.5 4,257.5 4,041.0
R1 4,128.0 4,128.0 4,019.5 4,075.0
PP 4,022.0 4,022.0 4,022.0 3,996.0
S1 3,892.5 3,892.5 3,976.5 3,839.5
S2 3,786.5 3,786.5 3,955.0
S3 3,551.0 3,657.0 3,933.0
S4 3,315.5 3,421.5 3,868.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,220.0 3,916.5 303.5 7.6% 155.5 3.9% 27% False True 143,012
10 4,508.0 3,916.5 591.5 14.8% 154.0 3.9% 14% False True 131,707
20 4,649.0 3,916.5 732.5 18.3% 135.5 3.4% 11% False True 97,275
40 4,649.0 3,916.5 732.5 18.3% 142.0 3.6% 11% False True 75,308
60 4,649.0 3,672.5 976.5 24.4% 158.0 4.0% 33% False False 50,279
80 5,067.5 3,672.5 1,395.0 34.9% 178.0 4.5% 23% False False 37,836
100 5,676.0 3,672.5 2,003.5 50.1% 167.0 4.2% 16% False False 30,335
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,769.5
2.618 4,504.5
1.618 4,342.0
1.000 4,241.5
0.618 4,179.5
HIGH 4,079.0
0.618 4,017.0
0.500 3,998.0
0.382 3,978.5
LOW 3,916.5
0.618 3,816.0
1.000 3,754.0
1.618 3,653.5
2.618 3,491.0
4.250 3,226.0
Fisher Pivots for day following 23-Jan-2009
Pivot 1 day 3 day
R1 3,998.0 4,017.5
PP 3,998.0 4,011.0
S1 3,998.0 4,004.5

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

View Archives - Comment on this page... - Back to Index of Symbols