FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 10-Mar-2009
Day Change Summary
Previous Current
09-Mar-2009 10-Mar-2009 Change Change % Previous Week
Open 3,520.5 3,518.0 -2.5 -0.1% 3,715.0
High 3,551.0 3,730.0 179.0 5.0% 3,731.0
Low 3,443.0 3,498.0 55.0 1.6% 3,456.0
Close 3,528.5 3,704.0 175.5 5.0% 3,513.0
Range 108.0 232.0 124.0 114.8% 275.0
ATR 149.7 155.6 5.9 3.9% 0.0
Volume 143,919 163,212 19,293 13.4% 831,951
Daily Pivots for day following 10-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,340.0 4,254.0 3,831.5
R3 4,108.0 4,022.0 3,768.0
R2 3,876.0 3,876.0 3,746.5
R1 3,790.0 3,790.0 3,725.5 3,833.0
PP 3,644.0 3,644.0 3,644.0 3,665.5
S1 3,558.0 3,558.0 3,682.5 3,601.0
S2 3,412.0 3,412.0 3,661.5
S3 3,180.0 3,326.0 3,640.0
S4 2,948.0 3,094.0 3,576.5
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 3,730.0 3,443.0 287.0 7.7% 153.0 4.1% 91% True False 159,813
10 3,950.0 3,443.0 507.0 13.7% 151.5 4.1% 51% False False 155,827
20 4,283.5 3,443.0 840.5 22.7% 139.5 3.8% 31% False False 137,051
40 4,443.0 3,443.0 1,000.0 27.0% 140.0 3.8% 26% False False 132,958
60 4,649.0 3,443.0 1,206.0 32.6% 134.5 3.6% 22% False False 118,535
80 4,649.0 3,443.0 1,206.0 32.6% 147.0 4.0% 22% False False 89,185
100 4,649.0 3,443.0 1,206.0 32.6% 158.0 4.3% 22% False False 71,382
120 5,442.5 3,443.0 1,999.5 54.0% 166.5 4.5% 13% False False 59,613
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 32.6
Widest range in 37 trading days
Fibonacci Retracements and Extensions
4.250 4,716.0
2.618 4,337.5
1.618 4,105.5
1.000 3,962.0
0.618 3,873.5
HIGH 3,730.0
0.618 3,641.5
0.500 3,614.0
0.382 3,586.5
LOW 3,498.0
0.618 3,354.5
1.000 3,266.0
1.618 3,122.5
2.618 2,890.5
4.250 2,512.0
Fisher Pivots for day following 10-Mar-2009
Pivot 1 day 3 day
R1 3,674.0 3,665.0
PP 3,644.0 3,625.5
S1 3,614.0 3,586.5

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

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