FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 03-Feb-2009
Day Change Summary
Previous Current
02-Feb-2009 03-Feb-2009 Change Change % Previous Week
Open 4,057.5 4,056.0 -1.5 0.0% 4,000.0
High 4,077.5 4,184.5 107.0 2.6% 4,296.0
Low 3,994.5 4,002.0 7.5 0.2% 3,994.5
Close 4,034.5 4,128.0 93.5 2.3% 4,104.0
Range 83.0 182.5 99.5 119.9% 301.5
ATR 145.9 148.5 2.6 1.8% 0.0
Volume 144,799 104,748 -40,051 -27.7% 631,337
Daily Pivots for day following 03-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,652.5 4,572.5 4,228.5
R3 4,470.0 4,390.0 4,178.0
R2 4,287.5 4,287.5 4,161.5
R1 4,207.5 4,207.5 4,144.5 4,247.5
PP 4,105.0 4,105.0 4,105.0 4,125.0
S1 4,025.0 4,025.0 4,111.5 4,065.0
S2 3,922.5 3,922.5 4,094.5
S3 3,740.0 3,842.5 4,078.0
S4 3,557.5 3,660.0 4,027.5
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 7.3% 123.0 3.0% 44% False False 122,288
10 4,296.0 3,916.5 379.5 9.2% 131.5 3.2% 56% False False 134,491
20 4,649.0 3,916.5 732.5 17.7% 143.0 3.5% 29% False False 127,337
40 4,649.0 3,916.5 732.5 17.7% 138.5 3.4% 29% False False 97,254
60 4,649.0 3,672.5 976.5 23.7% 150.5 3.6% 47% False False 64,927
80 4,649.0 3,672.5 976.5 23.7% 171.0 4.1% 47% False False 48,766
100 5,442.5 3,672.5 1,770.0 42.9% 170.0 4.1% 26% False False 39,143
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.8
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 4,960.0
2.618 4,662.5
1.618 4,480.0
1.000 4,367.0
0.618 4,297.5
HIGH 4,184.5
0.618 4,115.0
0.500 4,093.0
0.382 4,071.5
LOW 4,002.0
0.618 3,889.0
1.000 3,819.5
1.618 3,706.5
2.618 3,524.0
4.250 3,226.5
Fisher Pivots for day following 03-Feb-2009
Pivot 1 day 3 day
R1 4,116.5 4,116.0
PP 4,105.0 4,104.5
S1 4,093.0 4,092.5

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

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