FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 10-Feb-2010
Day Change Summary
Previous Current
09-Feb-2010 10-Feb-2010 Change Change % Previous Week
Open 5,056.0 5,103.5 47.5 0.9% 5,116.5
High 5,152.0 5,156.0 4.0 0.1% 5,269.0
Low 5,043.5 5,077.0 33.5 0.7% 4,975.0
Close 5,061.5 5,102.5 41.0 0.8% 5,025.5
Range 108.5 79.0 -29.5 -27.2% 294.0
ATR 100.6 100.2 -0.4 -0.4% 0.0
Volume 120,055 127,778 7,723 6.4% 647,116
Daily Pivots for day following 10-Feb-2010
Classic Woodie Camarilla DeMark
R4 5,349.0 5,304.5 5,146.0
R3 5,270.0 5,225.5 5,124.0
R2 5,191.0 5,191.0 5,117.0
R1 5,146.5 5,146.5 5,109.5 5,129.0
PP 5,112.0 5,112.0 5,112.0 5,103.0
S1 5,067.5 5,067.5 5,095.5 5,050.0
S2 5,033.0 5,033.0 5,088.0
S3 4,954.0 4,988.5 5,081.0
S4 4,875.0 4,909.5 5,059.0
Weekly Pivots for week ending 05-Feb-2010
Classic Woodie Camarilla DeMark
R4 5,972.0 5,792.5 5,187.0
R3 5,678.0 5,498.5 5,106.5
R2 5,384.0 5,384.0 5,079.5
R1 5,204.5 5,204.5 5,052.5 5,147.0
PP 5,090.0 5,090.0 5,090.0 5,061.0
S1 4,910.5 4,910.5 4,998.5 4,853.0
S2 4,796.0 4,796.0 4,971.5
S3 4,502.0 4,616.5 4,944.5
S4 4,208.0 4,322.5 4,864.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,220.0 4,975.0 245.0 4.8% 108.0 2.1% 52% False False 147,511
10 5,269.0 4,975.0 294.0 5.8% 107.0 2.1% 43% False False 142,274
20 5,509.0 4,975.0 534.0 10.5% 104.5 2.0% 24% False False 126,405
40 5,559.5 4,975.0 584.5 11.5% 85.0 1.7% 22% False False 103,945
60 5,559.5 4,975.0 584.5 11.5% 81.0 1.6% 22% False False 69,676
80 5,559.5 4,915.0 644.5 12.6% 78.0 1.5% 29% False False 52,438
100 5,559.5 4,884.5 675.0 13.2% 70.5 1.4% 32% False False 41,989
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
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 21.0
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,492.0
2.618 5,363.0
1.618 5,284.0
1.000 5,235.0
0.618 5,205.0
HIGH 5,156.0
0.618 5,126.0
0.500 5,116.5
0.382 5,107.0
LOW 5,077.0
0.618 5,028.0
1.000 4,998.0
1.618 4,949.0
2.618 4,870.0
4.250 4,741.0
Fisher Pivots for day following 10-Feb-2010
Pivot 1 day 3 day
R1 5,116.5 5,093.5
PP 5,112.0 5,085.0
S1 5,107.0 5,076.0

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

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