FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 18-Mar-2009
Day Change Summary
Previous Current
13-Mar-2009 18-Mar-2009 Change Change % Previous Week
Open 3,735.0 3,880.0 145.0 3.9% 3,476.0
High 3,766.0 3,880.0 114.0 3.0% 3,766.0
Low 3,683.5 3,725.0 41.5 1.1% 3,405.5
Close 3,701.5 3,761.0 59.5 1.6% 3,701.5
Range 82.5 155.0 72.5 87.9% 360.5
ATR 132.9 136.2 3.3 2.4% 0.0
Volume 15,794 323,210 307,416 1,946.4% 35,864
Daily Pivots for day following 18-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,253.5 4,162.5 3,846.0
R3 4,098.5 4,007.5 3,803.5
R2 3,943.5 3,943.5 3,789.5
R1 3,852.5 3,852.5 3,775.0 3,820.5
PP 3,788.5 3,788.5 3,788.5 3,773.0
S1 3,697.5 3,697.5 3,747.0 3,665.5
S2 3,633.5 3,633.5 3,732.5
S3 3,478.5 3,542.5 3,718.5
S4 3,323.5 3,387.5 3,676.0
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,706.0 4,564.0 3,900.0
R3 4,345.5 4,203.5 3,800.5
R2 3,985.0 3,985.0 3,767.5
R1 3,843.0 3,843.0 3,734.5 3,914.0
PP 3,624.5 3,624.5 3,624.5 3,660.0
S1 3,482.5 3,482.5 3,668.5 3,553.5
S2 3,264.0 3,264.0 3,635.5
S3 2,903.5 3,122.0 3,602.5
S4 2,543.0 2,761.5 3,503.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,880.0 3,405.5 474.5 12.6% 123.5 3.3% 75% True False 71,814
10 3,880.0 3,405.5 474.5 12.6% 135.0 3.6% 75% True False 36,120
20 4,110.0 3,405.5 704.5 18.7% 108.5 2.9% 50% False False 18,158
40 4,262.5 3,405.5 857.0 22.8% 106.5 2.8% 41% False False 9,258
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 26.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,539.0
2.618 4,286.0
1.618 4,131.0
1.000 4,035.0
0.618 3,976.0
HIGH 3,880.0
0.618 3,821.0
0.500 3,802.5
0.382 3,784.0
LOW 3,725.0
0.618 3,629.0
1.000 3,570.0
1.618 3,474.0
2.618 3,319.0
4.250 3,066.0
Fisher Pivots for day following 18-Mar-2009
Pivot 1 day 3 day
R1 3,802.5 3,748.0
PP 3,788.5 3,734.5
S1 3,775.0 3,721.0

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

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