FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 26-Feb-2009
Day Change Summary
Previous Current
25-Feb-2009 26-Feb-2009 Change Change % Previous Week
Open 3,844.0 3,872.5 28.5 0.7% 4,069.0
High 3,905.0 3,950.0 45.0 1.2% 4,084.0
Low 3,787.0 3,803.0 16.0 0.4% 3,820.5
Close 3,837.0 3,884.5 47.5 1.2% 3,881.5
Range 118.0 147.0 29.0 24.6% 263.5
ATR 140.0 140.5 0.5 0.4% 0.0
Volume 153,918 123,771 -30,147 -19.6% 439,847
Daily Pivots for day following 26-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,320.0 4,249.5 3,965.5
R3 4,173.0 4,102.5 3,925.0
R2 4,026.0 4,026.0 3,911.5
R1 3,955.5 3,955.5 3,898.0 3,991.0
PP 3,879.0 3,879.0 3,879.0 3,897.0
S1 3,808.5 3,808.5 3,871.0 3,844.0
S2 3,732.0 3,732.0 3,857.5
S3 3,585.0 3,661.5 3,844.0
S4 3,438.0 3,514.5 3,803.5
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 3,953.0 3,751.5 201.5 5.2% 140.0 3.6% 66% False False 129,019
10 4,268.5 3,751.5 517.0 13.3% 130.5 3.4% 26% False False 123,986
20 4,313.0 3,751.5 561.5 14.5% 127.0 3.3% 24% False False 122,935
40 4,649.0 3,751.5 897.5 23.1% 134.0 3.4% 15% False False 116,714
60 4,649.0 3,751.5 897.5 23.1% 137.5 3.5% 15% False False 97,516
80 4,649.0 3,672.5 976.5 25.1% 146.5 3.8% 22% False False 73,185
100 5,025.5 3,672.5 1,353.0 34.8% 166.0 4.3% 16% False False 58,603
120 5,552.0 3,672.5 1,879.5 48.4% 161.0 4.1% 11% False False 48,943
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,575.0
2.618 4,335.0
1.618 4,188.0
1.000 4,097.0
0.618 4,041.0
HIGH 3,950.0
0.618 3,894.0
0.500 3,876.5
0.382 3,859.0
LOW 3,803.0
0.618 3,712.0
1.000 3,656.0
1.618 3,565.0
2.618 3,418.0
4.250 3,178.0
Fisher Pivots for day following 26-Feb-2009
Pivot 1 day 3 day
R1 3,882.0 3,873.0
PP 3,879.0 3,862.0
S1 3,876.5 3,851.0

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

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