FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 10-Feb-2009
Day Change Summary
Previous Current
09-Feb-2009 10-Feb-2009 Change Change % Previous Week
Open 4,250.0 4,236.0 -14.0 -0.3% 4,057.5
High 4,310.0 4,283.5 -26.5 -0.6% 4,313.0
Low 4,216.0 4,115.5 -100.5 -2.4% 3,994.5
Close 4,294.5 4,215.5 -79.0 -1.8% 4,261.5
Range 94.0 168.0 74.0 78.7% 318.5
ATR 141.8 144.5 2.7 1.9% 0.0
Volume 119,999 77,263 -42,736 -35.6% 627,877
Daily Pivots for day following 10-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,709.0 4,630.0 4,308.0
R3 4,541.0 4,462.0 4,261.5
R2 4,373.0 4,373.0 4,246.5
R1 4,294.0 4,294.0 4,231.0 4,249.5
PP 4,205.0 4,205.0 4,205.0 4,182.5
S1 4,126.0 4,126.0 4,200.0 4,081.5
S2 4,037.0 4,037.0 4,184.5
S3 3,869.0 3,958.0 4,169.5
S4 3,701.0 3,790.0 4,123.0
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 4,103.0 210.0 5.0% 130.5 3.1% 54% False False 115,118
10 4,313.0 3,994.5 318.5 7.6% 126.5 3.0% 69% False False 118,703
20 4,388.5 3,916.5 472.0 11.2% 143.0 3.4% 63% False False 127,867
40 4,649.0 3,916.5 732.5 17.4% 134.5 3.2% 41% False False 111,016
60 4,649.0 3,672.5 976.5 23.2% 150.0 3.6% 56% False False 74,516
80 4,649.0 3,672.5 976.5 23.2% 159.5 3.8% 56% False False 55,926
100 5,442.5 3,672.5 1,770.0 42.0% 172.5 4.1% 31% False False 44,899
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 29.2
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,997.5
2.618 4,723.5
1.618 4,555.5
1.000 4,451.5
0.618 4,387.5
HIGH 4,283.5
0.618 4,219.5
0.500 4,199.5
0.382 4,179.5
LOW 4,115.5
0.618 4,011.5
1.000 3,947.5
1.618 3,843.5
2.618 3,675.5
4.250 3,401.5
Fisher Pivots for day following 10-Feb-2009
Pivot 1 day 3 day
R1 4,210.0 4,215.0
PP 4,205.0 4,214.5
S1 4,199.5 4,214.0

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

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