FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 26-Jan-2010
Day Change Summary
Previous Current
25-Jan-2010 26-Jan-2010 Change Change % Previous Week
Open 5,215.5 5,194.0 -21.5 -0.4% 5,431.5
High 5,289.0 5,250.5 -38.5 -0.7% 5,496.5
Low 5,205.5 5,172.5 -33.0 -0.6% 5,146.0
Close 5,224.5 5,233.5 9.0 0.2% 5,263.0
Range 83.5 78.0 -5.5 -6.6% 350.5
ATR 92.0 91.0 -1.0 -1.1% 0.0
Volume 170,086 129,443 -40,643 -23.9% 442,529
Daily Pivots for day following 26-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,453.0 5,421.0 5,276.5
R3 5,375.0 5,343.0 5,255.0
R2 5,297.0 5,297.0 5,248.0
R1 5,265.0 5,265.0 5,240.5 5,281.0
PP 5,219.0 5,219.0 5,219.0 5,227.0
S1 5,187.0 5,187.0 5,226.5 5,203.0
S2 5,141.0 5,141.0 5,219.0
S3 5,063.0 5,109.0 5,212.0
S4 4,985.0 5,031.0 5,190.5
Weekly Pivots for week ending 22-Jan-2010
Classic Woodie Camarilla DeMark
R4 6,353.5 6,158.5 5,456.0
R3 6,003.0 5,808.0 5,359.5
R2 5,652.5 5,652.5 5,327.5
R1 5,457.5 5,457.5 5,295.0 5,380.0
PP 5,302.0 5,302.0 5,302.0 5,263.0
S1 5,107.0 5,107.0 5,231.0 5,029.0
S2 4,951.5 4,951.5 5,198.5
S3 4,601.0 4,756.5 5,166.5
S4 4,250.5 4,406.0 5,070.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,470.0 5,146.0 324.0 6.2% 121.5 2.3% 27% False False 139,189
10 5,509.0 5,146.0 363.0 6.9% 103.0 2.0% 24% False False 107,975
20 5,559.5 5,146.0 413.5 7.9% 79.0 1.5% 21% False False 81,063
40 5,559.5 5,061.0 498.5 9.5% 80.5 1.5% 35% False False 66,168
60 5,559.5 4,915.0 644.5 12.3% 75.5 1.4% 49% False False 44,404
80 5,559.5 4,884.5 675.0 12.9% 69.5 1.3% 52% False False 33,362
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 False
4BNR False
8BNR False
Bear Hook True
Bull Hook False
Stretch 22.8
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,582.0
2.618 5,454.5
1.618 5,376.5
1.000 5,328.5
0.618 5,298.5
HIGH 5,250.5
0.618 5,220.5
0.500 5,211.5
0.382 5,202.5
LOW 5,172.5
0.618 5,124.5
1.000 5,094.5
1.618 5,046.5
2.618 4,968.5
4.250 4,841.0
Fisher Pivots for day following 26-Jan-2010
Pivot 1 day 3 day
R1 5,226.0 5,230.0
PP 5,219.0 5,227.0
S1 5,211.5 5,224.0

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

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