FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 04-Mar-2009
Day Change Summary
Previous Current
03-Mar-2009 04-Mar-2009 Change Change % Previous Week
Open 3,630.0 3,542.5 -87.5 -2.4% 3,930.0
High 3,663.5 3,680.0 16.5 0.5% 3,950.0
Low 3,464.5 3,534.5 70.0 2.0% 3,740.0
Close 3,509.0 3,638.5 129.5 3.7% 3,807.5
Range 199.0 145.5 -53.5 -26.9% 210.0
ATR 151.7 153.1 1.4 0.9% 0.0
Volume 179,711 208,155 28,444 15.8% 675,989
Daily Pivots for day following 04-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,054.0 3,992.0 3,718.5
R3 3,908.5 3,846.5 3,678.5
R2 3,763.0 3,763.0 3,665.0
R1 3,701.0 3,701.0 3,652.0 3,732.0
PP 3,617.5 3,617.5 3,617.5 3,633.0
S1 3,555.5 3,555.5 3,625.0 3,586.5
S2 3,472.0 3,472.0 3,612.0
S3 3,326.5 3,410.0 3,598.5
S4 3,181.0 3,264.5 3,558.5
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,462.5 4,345.0 3,923.0
R3 4,252.5 4,135.0 3,865.0
R2 4,042.5 4,042.5 3,846.0
R1 3,925.0 3,925.0 3,827.0 3,879.0
PP 3,832.5 3,832.5 3,832.5 3,809.5
S1 3,715.0 3,715.0 3,788.0 3,669.0
S2 3,622.5 3,622.5 3,769.0
S3 3,412.5 3,505.0 3,750.0
S4 3,202.5 3,295.0 3,692.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,950.0 3,464.5 485.5 13.3% 155.5 4.3% 36% False False 162,689
10 4,029.5 3,464.5 565.0 15.5% 141.5 3.9% 31% False False 146,679
20 4,313.0 3,464.5 848.5 23.3% 133.0 3.7% 21% False False 132,421
40 4,649.0 3,464.5 1,184.5 32.6% 138.0 3.8% 15% False False 129,879
60 4,649.0 3,464.5 1,184.5 32.6% 136.5 3.8% 15% False False 108,976
80 4,649.0 3,464.5 1,184.5 32.6% 146.0 4.0% 15% False False 81,801
100 4,649.0 3,464.5 1,184.5 32.6% 163.0 4.5% 15% False False 65,497
120 5,442.5 3,464.5 1,978.0 54.4% 164.0 4.5% 9% False False 54,690
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 30.1
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,298.5
2.618 4,061.0
1.618 3,915.5
1.000 3,825.5
0.618 3,770.0
HIGH 3,680.0
0.618 3,624.5
0.500 3,607.0
0.382 3,590.0
LOW 3,534.5
0.618 3,444.5
1.000 3,389.0
1.618 3,299.0
2.618 3,153.5
4.250 2,916.0
Fisher Pivots for day following 04-Mar-2009
Pivot 1 day 3 day
R1 3,628.0 3,625.0
PP 3,617.5 3,611.5
S1 3,607.0 3,598.0

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

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