FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 23-Feb-2009
Day Change Summary
Previous Current
20-Feb-2009 23-Feb-2009 Change Change % Previous Week
Open 3,936.5 3,930.0 -6.5 -0.2% 4,069.0
High 3,953.0 3,945.0 -8.0 -0.2% 4,084.0
Low 3,820.5 3,755.0 -65.5 -1.7% 3,820.5
Close 3,881.5 3,842.5 -39.0 -1.0% 3,881.5
Range 132.5 190.0 57.5 43.4% 263.5
ATR 140.3 143.8 3.6 2.5% 0.0
Volume 110,616 142,664 32,048 29.0% 439,847
Daily Pivots for day following 23-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,417.5 4,320.0 3,947.0
R3 4,227.5 4,130.0 3,895.0
R2 4,037.5 4,037.5 3,877.5
R1 3,940.0 3,940.0 3,860.0 3,894.0
PP 3,847.5 3,847.5 3,847.5 3,824.5
S1 3,750.0 3,750.0 3,825.0 3,704.0
S2 3,657.5 3,657.5 3,807.5
S3 3,467.5 3,560.0 3,790.0
S4 3,277.5 3,370.0 3,738.0
Weekly Pivots for week ending 20-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,719.0 4,564.0 4,026.5
R3 4,455.5 4,300.5 3,954.0
R2 4,192.0 4,192.0 3,930.0
R1 4,037.0 4,037.0 3,905.5 3,983.0
PP 3,928.5 3,928.5 3,928.5 3,901.5
S1 3,773.5 3,773.5 3,857.5 3,719.0
S2 3,665.0 3,665.0 3,833.0
S3 3,401.5 3,510.0 3,809.0
S4 3,138.0 3,246.5 3,736.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,084.0 3,755.0 329.0 8.6% 130.5 3.4% 27% False True 116,502
10 4,310.0 3,755.0 555.0 14.4% 126.0 3.3% 16% False True 118,861
20 4,313.0 3,755.0 558.0 14.5% 127.0 3.3% 16% False True 122,391
40 4,649.0 3,755.0 894.0 23.3% 131.5 3.4% 10% False True 109,833
60 4,649.0 3,755.0 894.0 23.3% 137.0 3.6% 10% False True 91,003
80 4,649.0 3,672.5 976.5 25.4% 150.5 3.9% 17% False False 68,307
100 5,067.5 3,672.5 1,395.0 36.3% 168.0 4.4% 12% False False 54,747
120 5,676.0 3,672.5 2,003.5 52.1% 160.5 4.2% 8% False False 45,678
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 27.6
Widest range in 19 trading days
Fibonacci Retracements and Extensions
4.250 4,752.5
2.618 4,442.5
1.618 4,252.5
1.000 4,135.0
0.618 4,062.5
HIGH 3,945.0
0.618 3,872.5
0.500 3,850.0
0.382 3,827.5
LOW 3,755.0
0.618 3,637.5
1.000 3,565.0
1.618 3,447.5
2.618 3,257.5
4.250 2,947.5
Fisher Pivots for day following 23-Feb-2009
Pivot 1 day 3 day
R1 3,850.0 3,892.0
PP 3,847.5 3,875.5
S1 3,845.0 3,859.0

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

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