FTSE 100 Index Future March 2009

Trading Metrics calculated at close of trading on 20-Mar-2009

Day Change Summary
	Previous	Current
	19-Mar-2009	20-Mar-2009	Change	Change %	Previous Week
Open	3,825.0	3,785.0	-40.0	-1.0%	3,815.0
High	3,913.5	3,823.5	-90.0	-2.3%	3,920.5
Low	3,790.5	3,773.0	-17.5	-0.5%	3,767.0
Close	3,824.0	3,779.0	-45.0	-1.2%	3,779.0
Range	123.0	50.5	-72.5	-58.9%	153.5
ATR	146.9	140.0	-6.8	-4.7%	0.0
Volume	307,603	273,455	-34,148	-11.1%	1,458,902

Daily Pivots for day following 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	3,943.5	3,911.5	3,807.0
R3	3,893.0	3,861.0	3,793.0
R2	3,842.5	3,842.5	3,788.5
R1	3,810.5	3,810.5	3,783.5	3,801.0
PP	3,792.0	3,792.0	3,792.0	3,787.0
S1	3,760.0	3,760.0	3,774.5	3,751.0
S2	3,741.5	3,741.5	3,769.5
S3	3,691.0	3,709.5	3,765.0
S4	3,640.5	3,659.0	3,751.0

Weekly Pivots for week ending 20-Mar-2009
	Classic	Woodie	Camarilla	DeMark
R4	4,282.5	4,184.5	3,863.5
R3	4,129.0	4,031.0	3,821.0
R2	3,975.5	3,975.5	3,807.0
R1	3,877.5	3,877.5	3,793.0	3,850.0
PP	3,822.0	3,822.0	3,822.0	3,808.5
S1	3,724.0	3,724.0	3,765.0	3,696.0
S2	3,668.5	3,668.5	3,751.0
S3	3,515.0	3,570.5	3,737.0
S4	3,361.5	3,417.0	3,694.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	3,920.5	3,767.0	153.5	4.1%	111.5	3.0%	8%	False	False	291,780
10	3,920.5	3,443.0	477.5	12.6%	126.5	3.4%	70%	False	False	221,903
20	3,950.0	3,443.0	507.0	13.4%	137.5	3.6%	66%	False	False	186,348
40	4,313.0	3,443.0	870.0	23.0%	131.5	3.5%	39%	False	False	154,442
60	4,649.0	3,443.0	1,206.0	31.9%	132.5	3.5%	28%	False	False	135,026
80	4,649.0	3,443.0	1,206.0	31.9%	138.5	3.7%	28%	False	False	113,056
100	4,649.0	3,443.0	1,206.0	31.9%	148.5	3.9%	28%	False	False	90,489
120	5,067.5	3,443.0	1,624.5	43.0%	165.5	4.4%	21%	False	False	75,493

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	True
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	36.1
Narrowest range in 54 trading days

Fibonacci Retracements and Extensions
4.250	4,038.0
2.618	3,955.5
1.618	3,905.0
1.000	3,874.0
0.618	3,854.5
HIGH	3,823.5
0.618	3,804.0
0.500	3,798.0
0.382	3,792.5
LOW	3,773.0
0.618	3,742.0
1.000	3,722.5
1.618	3,691.5
2.618	3,641.0
4.250	3,558.5

Fisher Pivots for day following 20-Mar-2009
Pivot	1 day	3 day
R1	3,798.0	3,844.0
PP	3,792.0	3,822.0
S1	3,785.5	3,800.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols