FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 19-Mar-2010
Day Change Summary
Previous Current
18-Mar-2010 19-Mar-2010 Change Change % Previous Week
Open 5,614.5 5,657.5 43.0 0.8% 5,617.0
High 5,663.5 5,704.5 41.0 0.7% 5,704.5
Low 5,614.5 5,657.5 43.0 0.8% 5,582.5
Close 5,641.0 5,700.5 59.5 1.1% 5,700.5
Range 49.0 47.0 -2.0 -4.1% 122.0
ATR 68.3 68.0 -0.3 -0.5% 0.0
Volume 237,772 161,729 -76,043 -32.0% 1,183,095
Daily Pivots for day following 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,828.5 5,811.5 5,726.5
R3 5,781.5 5,764.5 5,713.5
R2 5,734.5 5,734.5 5,709.0
R1 5,717.5 5,717.5 5,705.0 5,726.0
PP 5,687.5 5,687.5 5,687.5 5,692.0
S1 5,670.5 5,670.5 5,696.0 5,679.0
S2 5,640.5 5,640.5 5,692.0
S3 5,593.5 5,623.5 5,687.5
S4 5,546.5 5,576.5 5,674.5
Weekly Pivots for week ending 19-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,028.5 5,986.5 5,767.5
R3 5,906.5 5,864.5 5,734.0
R2 5,784.5 5,784.5 5,723.0
R1 5,742.5 5,742.5 5,711.5 5,763.5
PP 5,662.5 5,662.5 5,662.5 5,673.0
S1 5,620.5 5,620.5 5,689.5 5,641.5
S2 5,540.5 5,540.5 5,678.0
S3 5,418.5 5,498.5 5,667.0
S4 5,296.5 5,376.5 5,633.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,704.5 5,582.5 122.0 2.1% 41.5 0.7% 97% True False 236,619
10 5,704.5 5,550.5 154.0 2.7% 47.0 0.8% 97% True False 181,479
20 5,704.5 5,241.5 463.0 8.1% 60.5 1.1% 99% True False 149,310
40 5,704.5 4,975.0 729.5 12.8% 79.5 1.4% 99% True False 140,949
60 5,704.5 4,975.0 729.5 12.8% 79.5 1.4% 99% True False 121,745
80 5,704.5 4,975.0 729.5 12.8% 79.0 1.4% 99% True False 97,848
100 5,704.5 4,915.0 789.5 13.8% 76.0 1.3% 99% True False 78,452
120 5,704.5 4,884.5 820.0 14.4% 72.0 1.3% 100% True False 65,413
Crabel Price Patterns
NR True
NR4 False
NR5 False
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 9.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,904.0
2.618 5,827.5
1.618 5,780.5
1.000 5,751.5
0.618 5,733.5
HIGH 5,704.5
0.618 5,686.5
0.500 5,681.0
0.382 5,675.5
LOW 5,657.5
0.618 5,628.5
1.000 5,610.5
1.618 5,581.5
2.618 5,534.5
4.250 5,458.0
Fisher Pivots for day following 19-Mar-2010
Pivot 1 day 3 day
R1 5,694.0 5,687.0
PP 5,687.5 5,673.0
S1 5,681.0 5,659.5

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

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