FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 09-Feb-2009
Day Change Summary
Previous Current
06-Feb-2009 09-Feb-2009 Change Change % Previous Week
Open 4,236.0 4,250.0 14.0 0.3% 4,057.5
High 4,313.0 4,310.0 -3.0 -0.1% 4,313.0
Low 4,197.0 4,216.0 19.0 0.5% 3,994.5
Close 4,261.5 4,294.5 33.0 0.8% 4,261.5
Range 116.0 94.0 -22.0 -19.0% 318.5
ATR 145.5 141.8 -3.7 -2.5% 0.0
Volume 133,872 119,999 -13,873 -10.4% 627,877
Daily Pivots for day following 09-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,555.5 4,519.0 4,346.0
R3 4,461.5 4,425.0 4,320.5
R2 4,367.5 4,367.5 4,311.5
R1 4,331.0 4,331.0 4,303.0 4,349.0
PP 4,273.5 4,273.5 4,273.5 4,282.5
S1 4,237.0 4,237.0 4,286.0 4,255.0
S2 4,179.5 4,179.5 4,277.5
S3 4,085.5 4,143.0 4,268.5
S4 3,991.5 4,049.0 4,243.0
Weekly Pivots for week ending 06-Feb-2009
Classic Woodie Camarilla DeMark
R4 5,145.0 5,022.0 4,436.5
R3 4,826.5 4,703.5 4,349.0
R2 4,508.0 4,508.0 4,320.0
R1 4,385.0 4,385.0 4,290.5 4,446.5
PP 4,189.5 4,189.5 4,189.5 4,220.5
S1 4,066.5 4,066.5 4,232.5 4,128.0
S2 3,871.0 3,871.0 4,203.0
S3 3,552.5 3,748.0 4,174.0
S4 3,234.0 3,429.5 4,086.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,313.0 4,002.0 311.0 7.2% 133.5 3.1% 94% False False 120,615
10 4,313.0 3,994.5 318.5 7.4% 118.5 2.8% 94% False False 123,640
20 4,443.0 3,916.5 526.5 12.3% 140.0 3.3% 72% False False 128,866
40 4,649.0 3,916.5 732.5 17.1% 132.0 3.1% 52% False False 109,277
60 4,649.0 3,672.5 976.5 22.7% 149.5 3.5% 64% False False 73,229
80 4,649.0 3,672.5 976.5 22.7% 163.0 3.8% 64% False False 54,965
100 5,442.5 3,672.5 1,770.0 41.2% 171.5 4.0% 35% False False 44,126
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,709.5
2.618 4,556.0
1.618 4,462.0
1.000 4,404.0
0.618 4,368.0
HIGH 4,310.0
0.618 4,274.0
0.500 4,263.0
0.382 4,252.0
LOW 4,216.0
0.618 4,158.0
1.000 4,122.0
1.618 4,064.0
2.618 3,970.0
4.250 3,816.5
Fisher Pivots for day following 09-Feb-2009
Pivot 1 day 3 day
R1 4,284.0 4,265.5
PP 4,273.5 4,237.0
S1 4,263.0 4,208.0

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

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