FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 13-Nov-2008
Day Change Summary
Previous Current
12-Nov-2008 13-Nov-2008 Change Change % Previous Week
Open 4,242.5 4,051.0 -191.5 -4.5% 4,433.0
High 4,243.0 4,401.0 158.0 3.7% 4,644.5
Low 4,109.0 4,051.0 -58.0 -1.4% 4,216.5
Close 4,144.5 4,142.5 -2.0 0.0% 4,339.0
Range 134.0 350.0 216.0 161.2% 428.0
ATR 223.8 232.8 9.0 4.0% 0.0
Volume 41 264 223 543.9% 372
Daily Pivots for day following 13-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,248.0 5,045.5 4,335.0
R3 4,898.0 4,695.5 4,239.0
R2 4,548.0 4,548.0 4,206.5
R1 4,345.5 4,345.5 4,174.5 4,447.0
PP 4,198.0 4,198.0 4,198.0 4,249.0
S1 3,995.5 3,995.5 4,110.5 4,097.0
S2 3,848.0 3,848.0 4,078.5
S3 3,498.0 3,645.5 4,046.0
S4 3,148.0 3,295.5 3,950.0
Weekly Pivots for week ending 07-Nov-2008
Classic Woodie Camarilla DeMark
R4 5,684.0 5,439.5 4,574.5
R3 5,256.0 5,011.5 4,456.5
R2 4,828.0 4,828.0 4,417.5
R1 4,583.5 4,583.5 4,378.0 4,492.0
PP 4,400.0 4,400.0 4,400.0 4,354.0
S1 4,155.5 4,155.5 4,300.0 4,064.0
S2 3,972.0 3,972.0 4,260.5
S3 3,544.0 3,727.5 4,221.5
S4 3,116.0 3,299.5 4,103.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,489.0 4,051.0 438.0 10.6% 155.5 3.8% 21% False True 83
10 4,644.5 4,051.0 593.5 14.3% 169.0 4.1% 15% False True 95
20 4,644.5 3,682.0 962.5 23.2% 193.5 4.7% 48% False False 159
40 5,442.5 3,682.0 1,760.5 42.5% 210.5 5.1% 26% False False 471
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.6
Widest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,888.5
2.618 5,317.5
1.618 4,967.5
1.000 4,751.0
0.618 4,617.5
HIGH 4,401.0
0.618 4,267.5
0.500 4,226.0
0.382 4,184.5
LOW 4,051.0
0.618 3,834.5
1.000 3,701.0
1.618 3,484.5
2.618 3,134.5
4.250 2,563.5
Fisher Pivots for day following 13-Nov-2008
Pivot 1 day 3 day
R1 4,226.0 4,226.0
PP 4,198.0 4,198.0
S1 4,170.5 4,170.5

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

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