FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 12-Feb-2009
Day Change Summary
Previous Current
11-Feb-2009 12-Feb-2009 Change Change % Previous Week
Open 4,177.5 4,165.0 -12.5 -0.3% 4,057.5
High 4,221.5 4,236.5 15.0 0.4% 4,313.0
Low 4,150.0 4,100.0 -50.0 -1.2% 3,994.5
Close 4,209.5 4,173.0 -36.5 -0.9% 4,261.5
Range 71.5 136.5 65.0 90.9% 318.5
ATR 139.3 139.1 -0.2 -0.1% 0.0
Volume 143,306 113,224 -30,082 -21.0% 627,877
Daily Pivots for day following 12-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,579.5 4,512.5 4,248.0
R3 4,443.0 4,376.0 4,210.5
R2 4,306.5 4,306.5 4,198.0
R1 4,239.5 4,239.5 4,185.5 4,273.0
PP 4,170.0 4,170.0 4,170.0 4,186.5
S1 4,103.0 4,103.0 4,160.5 4,136.5
S2 4,033.5 4,033.5 4,148.0
S3 3,897.0 3,966.5 4,135.5
S4 3,760.5 3,830.0 4,098.0
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 4,100.0 213.0 5.1% 117.0 2.8% 34% False True 117,532
10 4,313.0 3,994.5 318.5 7.6% 123.5 3.0% 56% False False 121,007
20 4,313.0 3,916.5 396.5 9.5% 133.0 3.2% 65% False False 130,255
40 4,649.0 3,916.5 732.5 17.6% 133.0 3.2% 35% False False 115,464
60 4,649.0 3,672.5 976.5 23.4% 146.0 3.5% 51% False False 78,786
80 4,649.0 3,672.5 976.5 23.4% 155.5 3.7% 51% False False 59,126
100 5,359.0 3,672.5 1,686.5 40.4% 170.5 4.1% 30% False False 47,460
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 36.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,816.5
2.618 4,594.0
1.618 4,457.5
1.000 4,373.0
0.618 4,321.0
HIGH 4,236.5
0.618 4,184.5
0.500 4,168.0
0.382 4,152.0
LOW 4,100.0
0.618 4,015.5
1.000 3,963.5
1.618 3,879.0
2.618 3,742.5
4.250 3,520.0
Fisher Pivots for day following 12-Feb-2009
Pivot 1 day 3 day
R1 4,171.5 4,192.0
PP 4,170.0 4,185.5
S1 4,168.0 4,179.0

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

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