FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 08-Jan-2010
Day Change Summary
Previous Current
07-Jan-2010 08-Jan-2010 Change Change % Previous Week
Open 5,474.5 5,492.0 17.5 0.3% 5,369.0
High 5,510.0 5,507.0 -3.0 -0.1% 5,510.0
Low 5,456.5 5,450.0 -6.5 -0.1% 5,365.0
Close 5,489.0 5,490.0 1.0 0.0% 5,490.0
Range 53.5 57.0 3.5 6.5% 145.0
ATR 76.1 74.8 -1.4 -1.8% 0.0
Volume 68,498 62,996 -5,502 -8.0% 310,912
Daily Pivots for day following 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,653.5 5,628.5 5,521.5
R3 5,596.5 5,571.5 5,505.5
R2 5,539.5 5,539.5 5,500.5
R1 5,514.5 5,514.5 5,495.0 5,498.5
PP 5,482.5 5,482.5 5,482.5 5,474.0
S1 5,457.5 5,457.5 5,485.0 5,441.5
S2 5,425.5 5,425.5 5,479.5
S3 5,368.5 5,400.5 5,474.5
S4 5,311.5 5,343.5 5,458.5
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,890.0 5,835.0 5,570.0
R3 5,745.0 5,690.0 5,530.0
R2 5,600.0 5,600.0 5,516.5
R1 5,545.0 5,545.0 5,503.5 5,572.5
PP 5,455.0 5,455.0 5,455.0 5,469.0
S1 5,400.0 5,400.0 5,476.5 5,427.5
S2 5,310.0 5,310.0 5,463.5
S3 5,165.0 5,255.0 5,450.0
S4 5,020.0 5,110.0 5,410.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,510.0 5,365.0 145.0 2.6% 61.5 1.1% 86% False False 62,182
10 5,510.0 5,165.5 344.5 6.3% 58.5 1.1% 94% False False 68,161
20 5,510.0 5,135.0 375.0 6.8% 66.5 1.2% 95% False False 73,500
40 5,510.0 5,061.0 449.0 8.2% 67.0 1.2% 96% False False 37,280
60 5,510.0 4,915.0 595.0 10.8% 68.0 1.2% 97% False False 25,071
80 5,510.0 4,884.5 625.5 11.4% 61.5 1.1% 97% False False 18,852
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 9.3
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,749.0
2.618 5,656.0
1.618 5,599.0
1.000 5,564.0
0.618 5,542.0
HIGH 5,507.0
0.618 5,485.0
0.500 5,478.5
0.382 5,472.0
LOW 5,450.0
0.618 5,415.0
1.000 5,393.0
1.618 5,358.0
2.618 5,301.0
4.250 5,208.0
Fisher Pivots for day following 08-Jan-2010
Pivot 1 day 3 day
R1 5,486.0 5,486.5
PP 5,482.5 5,483.5
S1 5,478.5 5,480.0

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

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