FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 20-Jan-2009
Day Change Summary
Previous Current
16-Jan-2009 20-Jan-2009 Change Change % Previous Week
Open 4,167.0 4,066.0 -101.0 -2.4% 4,405.0
High 4,220.0 4,152.0 -68.0 -1.6% 4,443.0
Low 4,051.0 3,960.5 -90.5 -2.2% 4,051.0
Close 4,129.5 4,032.0 -97.5 -2.4% 4,129.5
Range 169.0 191.5 22.5 13.3% 392.0
ATR 154.7 157.4 2.6 1.7% 0.0
Volume 167,928 83,107 -84,821 -50.5% 650,989
Daily Pivots for day following 20-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,622.5 4,519.0 4,137.5
R3 4,431.0 4,327.5 4,084.5
R2 4,239.5 4,239.5 4,067.0
R1 4,136.0 4,136.0 4,049.5 4,092.0
PP 4,048.0 4,048.0 4,048.0 4,026.0
S1 3,944.5 3,944.5 4,014.5 3,900.5
S2 3,856.5 3,856.5 3,997.0
S3 3,665.0 3,753.0 3,979.5
S4 3,473.5 3,561.5 3,926.5
Weekly Pivots for week ending 16-Jan-2009
Classic Woodie Camarilla DeMark
R4 5,384.0 5,148.5 4,345.0
R3 4,992.0 4,756.5 4,237.5
R2 4,600.0 4,600.0 4,201.5
R1 4,364.5 4,364.5 4,165.5 4,286.0
PP 4,208.0 4,208.0 4,208.0 4,168.5
S1 3,972.5 3,972.5 4,093.5 3,894.0
S2 3,816.0 3,816.0 4,057.5
S3 3,424.0 3,580.5 4,021.5
S4 3,032.0 3,188.5 3,914.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,388.5 3,960.5 428.0 10.6% 178.5 4.4% 17% False True 127,369
10 4,649.0 3,960.5 688.5 17.1% 154.5 3.8% 10% False True 120,183
20 4,649.0 3,960.5 688.5 17.1% 134.5 3.3% 10% False True 95,154
40 4,649.0 3,672.5 976.5 24.2% 151.5 3.8% 37% False False 63,732
60 4,649.0 3,672.5 976.5 24.2% 161.5 4.0% 37% False False 42,549
80 5,279.5 3,672.5 1,607.0 39.9% 182.5 4.5% 22% False False 32,101
100 5,690.0 3,672.5 2,017.5 50.0% 164.5 4.1% 18% False False 25,696
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 36.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 4,966.0
2.618 4,653.5
1.618 4,462.0
1.000 4,343.5
0.618 4,270.5
HIGH 4,152.0
0.618 4,079.0
0.500 4,056.0
0.382 4,033.5
LOW 3,960.5
0.618 3,842.0
1.000 3,769.0
1.618 3,650.5
2.618 3,459.0
4.250 3,146.5
Fisher Pivots for day following 20-Jan-2009
Pivot 1 day 3 day
R1 4,056.0 4,090.0
PP 4,048.0 4,071.0
S1 4,040.0 4,051.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.