FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 06-Mar-2009
Day Change Summary
Previous Current
05-Mar-2009 06-Mar-2009 Change Change % Previous Week
Open 3,603.5 3,513.0 -90.5 -2.5% 3,715.0
High 3,612.5 3,580.0 -32.5 -0.9% 3,731.0
Low 3,456.0 3,456.5 0.5 0.0% 3,456.0
Close 3,517.5 3,513.0 -4.5 -0.1% 3,513.0
Range 156.5 123.5 -33.0 -21.1% 275.0
ATR 155.2 152.9 -2.3 -1.5% 0.0
Volume 149,887 133,895 -15,992 -10.7% 831,951
Daily Pivots for day following 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,887.0 3,823.5 3,581.0
R3 3,763.5 3,700.0 3,547.0
R2 3,640.0 3,640.0 3,535.5
R1 3,576.5 3,576.5 3,524.5 3,575.0
PP 3,516.5 3,516.5 3,516.5 3,515.5
S1 3,453.0 3,453.0 3,501.5 3,451.0
S2 3,393.0 3,393.0 3,490.5
S3 3,269.5 3,329.5 3,479.0
S4 3,146.0 3,206.0 3,445.0
Weekly Pivots for week ending 06-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,391.5 4,227.5 3,664.0
R3 4,116.5 3,952.5 3,588.5
R2 3,841.5 3,841.5 3,563.5
R1 3,677.5 3,677.5 3,538.0 3,622.0
PP 3,566.5 3,566.5 3,566.5 3,539.0
S1 3,402.5 3,402.5 3,488.0 3,347.0
S2 3,291.5 3,291.5 3,462.5
S3 3,016.5 3,127.5 3,437.5
S4 2,741.5 2,852.5 3,362.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,731.0 3,456.0 275.0 7.8% 158.0 4.5% 21% False False 166,390
10 3,950.0 3,456.0 494.0 14.1% 148.0 4.2% 12% False False 150,794
20 4,313.0 3,456.0 857.0 24.4% 133.0 3.8% 7% False False 134,388
40 4,508.0 3,456.0 1,052.0 29.9% 137.5 3.9% 5% False False 131,189
60 4,649.0 3,456.0 1,193.0 34.0% 134.0 3.8% 5% False False 113,487
80 4,649.0 3,456.0 1,193.0 34.0% 145.5 4.1% 5% False False 85,347
100 4,649.0 3,456.0 1,193.0 34.0% 161.5 4.6% 5% False False 68,332
120 5,442.5 3,456.0 1,986.5 56.5% 165.0 4.7% 3% False False 57,054
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 34.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,105.0
2.618 3,903.5
1.618 3,780.0
1.000 3,703.5
0.618 3,656.5
HIGH 3,580.0
0.618 3,533.0
0.500 3,518.0
0.382 3,503.5
LOW 3,456.5
0.618 3,380.0
1.000 3,333.0
1.618 3,256.5
2.618 3,133.0
4.250 2,931.5
Fisher Pivots for day following 06-Mar-2009
Pivot 1 day 3 day
R1 3,518.0 3,568.0
PP 3,516.5 3,549.5
S1 3,515.0 3,531.5

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

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