FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 27-Jan-2009

Day Change Summary
	Previous	Current
	26-Jan-2009	27-Jan-2009	Change	Change %	Previous Week
Open	4,000.0	4,155.0	155.0	3.9%	4,066.0
High	4,187.5	4,178.0	-9.5	-0.2%	4,152.0
Low	3,994.5	4,090.0	95.5	2.4%	3,916.5
Close	4,167.0	4,157.0	-10.0	-0.2%	3,998.0
Range	193.0	88.0	-105.0	-54.4%	235.5
ATR	156.8	151.9	-4.9	-3.1%	0.0
Volume	142,810	126,631	-16,179	-11.3%	547,135

Daily Pivots for day following 27-Jan-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,405.5	4,369.5	4,205.5
R3	4,317.5	4,281.5	4,181.0
R2	4,229.5	4,229.5	4,173.0
R1	4,193.5	4,193.5	4,165.0	4,211.5
PP	4,141.5	4,141.5	4,141.5	4,151.0
S1	4,105.5	4,105.5	4,149.0	4,123.5
S2	4,053.5	4,053.5	4,141.0
S3	3,965.5	4,017.5	4,133.0
S4	3,877.5	3,929.5	4,108.5

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	4,187.5	3,916.5	271.0	6.5%	140.0	3.4%	89%	False	False	146,693
10	4,388.5	3,916.5	472.0	11.4%	159.0	3.8%	51%	False	False	137,031
20	4,649.0	3,916.5	732.5	17.6%	140.5	3.4%	33%	False	False	105,378
40	4,649.0	3,916.5	732.5	17.6%	141.0	3.4%	33%	False	False	82,022
60	4,649.0	3,672.5	976.5	23.5%	152.5	3.7%	50%	False	False	54,748
80	5,067.5	3,672.5	1,395.0	33.6%	176.5	4.2%	35%	False	False	41,127
100	5,552.0	3,672.5	1,879.5	45.2%	168.5	4.1%	26%	False	False	33,030

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	37.9
Narrowest range in 17 trading days

Fibonacci Retracements and Extensions
4.250	4,552.0
2.618	4,408.5
1.618	4,320.5
1.000	4,266.0
0.618	4,232.5
HIGH	4,178.0
0.618	4,144.5
0.500	4,134.0
0.382	4,123.5
LOW	4,090.0
0.618	4,035.5
1.000	4,002.0
1.618	3,947.5
2.618	3,859.5
4.250	3,716.0

Fisher Pivots for day following 27-Jan-2009
Pivot	1 day	3 day
R1	4,149.5	4,122.0
PP	4,141.5	4,087.0
S1	4,134.0	4,052.0

Download as Excel Spreadsheet

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

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