FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 02-Feb-2009
Day Change Summary
Previous Current
30-Jan-2009 02-Feb-2009 Change Change % Previous Week
Open 4,153.0 4,057.5 -95.5 -2.3% 4,000.0
High 4,190.5 4,077.5 -113.0 -2.7% 4,296.0
Low 4,082.0 3,994.5 -87.5 -2.1% 3,994.5
Close 4,104.0 4,034.5 -69.5 -1.7% 4,104.0
Range 108.5 83.0 -25.5 -23.5% 301.5
ATR 148.7 145.9 -2.8 -1.9% 0.0
Volume 128,404 144,799 16,395 12.8% 631,337
Daily Pivots for day following 02-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,284.5 4,242.5 4,080.0
R3 4,201.5 4,159.5 4,057.5
R2 4,118.5 4,118.5 4,049.5
R1 4,076.5 4,076.5 4,042.0 4,056.0
PP 4,035.5 4,035.5 4,035.5 4,025.0
S1 3,993.5 3,993.5 4,027.0 3,973.0
S2 3,952.5 3,952.5 4,019.5
S3 3,869.5 3,910.5 4,011.5
S4 3,786.5 3,827.5 3,989.0
Weekly Pivots for week ending 30-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,036.0 4,871.5 4,270.0
R3 4,734.5 4,570.0 4,187.0
R2 4,433.0 4,433.0 4,159.5
R1 4,268.5 4,268.5 4,131.5 4,351.0
PP 4,131.5 4,131.5 4,131.5 4,172.5
S1 3,967.0 3,967.0 4,076.5 4,049.0
S2 3,830.0 3,830.0 4,048.5
S3 3,528.5 3,665.5 4,021.0
S4 3,227.0 3,364.0 3,938.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,296.0 3,994.5 301.5 7.5% 104.0 2.6% 13% False True 126,665
10 4,296.0 3,916.5 379.5 9.4% 132.5 3.3% 31% False False 132,327
20 4,649.0 3,916.5 732.5 18.2% 139.0 3.4% 16% False False 124,695
40 4,649.0 3,916.5 732.5 18.2% 138.0 3.4% 16% False False 94,636
60 4,649.0 3,672.5 976.5 24.2% 149.5 3.7% 37% False False 63,182
80 4,670.0 3,672.5 997.5 24.7% 173.0 4.3% 36% False False 47,457
100 5,442.5 3,672.5 1,770.0 43.9% 168.5 4.2% 20% False False 38,096
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.0
Narrowest range in 21 trading days
Fibonacci Retracements and Extensions
4.250 4,430.0
2.618 4,295.0
1.618 4,212.0
1.000 4,160.5
0.618 4,129.0
HIGH 4,077.5
0.618 4,046.0
0.500 4,036.0
0.382 4,026.0
LOW 3,994.5
0.618 3,943.0
1.000 3,911.5
1.618 3,860.0
2.618 3,777.0
4.250 3,642.0
Fisher Pivots for day following 02-Feb-2009
Pivot 1 day 3 day
R1 4,036.0 4,115.0
PP 4,035.5 4,088.0
S1 4,035.0 4,061.5

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

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