FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 13-Feb-2009
Day Change Summary
Previous Current
12-Feb-2009 13-Feb-2009 Change Change % Previous Week
Open 4,165.0 4,229.0 64.0 1.5% 4,250.0
High 4,236.5 4,268.5 32.0 0.8% 4,310.0
Low 4,100.0 4,132.0 32.0 0.8% 4,100.0
Close 4,173.0 4,150.5 -22.5 -0.5% 4,150.5
Range 136.5 136.5 0.0 0.0% 210.0
ATR 139.1 138.9 -0.2 -0.1% 0.0
Volume 113,224 152,310 39,086 34.5% 606,102
Daily Pivots for day following 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,593.0 4,508.5 4,225.5
R3 4,456.5 4,372.0 4,188.0
R2 4,320.0 4,320.0 4,175.5
R1 4,235.5 4,235.5 4,163.0 4,209.5
PP 4,183.5 4,183.5 4,183.5 4,171.0
S1 4,099.0 4,099.0 4,138.0 4,073.0
S2 4,047.0 4,047.0 4,125.5
S3 3,910.5 3,962.5 4,113.0
S4 3,774.0 3,826.0 4,075.5
Weekly Pivots for week ending 13-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,817.0 4,693.5 4,266.0
R3 4,607.0 4,483.5 4,208.0
R2 4,397.0 4,397.0 4,189.0
R1 4,273.5 4,273.5 4,170.0 4,230.0
PP 4,187.0 4,187.0 4,187.0 4,165.0
S1 4,063.5 4,063.5 4,131.0 4,020.0
S2 3,977.0 3,977.0 4,112.0
S3 3,767.0 3,853.5 4,093.0
S4 3,557.0 3,643.5 4,035.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,310.0 4,100.0 210.0 5.1% 121.5 2.9% 24% False False 121,220
10 4,313.0 3,994.5 318.5 7.7% 126.0 3.0% 49% False False 123,397
20 4,313.0 3,916.5 396.5 9.6% 133.5 3.2% 59% False False 129,018
40 4,649.0 3,916.5 732.5 17.6% 133.5 3.2% 32% False False 118,293
60 4,649.0 3,672.5 976.5 23.5% 146.0 3.5% 49% False False 81,319
80 4,649.0 3,672.5 976.5 23.5% 154.5 3.7% 49% False False 61,029
100 5,279.5 3,672.5 1,607.0 38.7% 170.5 4.1% 30% False False 48,983
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR True
Bear Hook False
Bull Hook False
Stretch 36.9
Fibonacci Retracements and Extensions
4.250 4,848.5
2.618 4,626.0
1.618 4,489.5
1.000 4,405.0
0.618 4,353.0
HIGH 4,268.5
0.618 4,216.5
0.500 4,200.0
0.382 4,184.0
LOW 4,132.0
0.618 4,047.5
1.000 3,995.5
1.618 3,911.0
2.618 3,774.5
4.250 3,552.0
Fisher Pivots for day following 13-Feb-2009
Pivot 1 day 3 day
R1 4,200.0 4,184.0
PP 4,183.5 4,173.0
S1 4,167.0 4,162.0

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

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