FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 21-Jan-2009
Day Change Summary
Previous Current
20-Jan-2009 21-Jan-2009 Change Change % Previous Week
Open 4,066.0 4,015.5 -50.5 -1.2% 4,405.0
High 4,152.0 4,081.0 -71.0 -1.7% 4,443.0
Low 3,960.5 3,965.5 5.0 0.1% 4,051.0
Close 4,032.0 4,018.0 -14.0 -0.3% 4,129.5
Range 191.5 115.5 -76.0 -39.7% 392.0
ATR 157.4 154.4 -3.0 -1.9% 0.0
Volume 83,107 151,991 68,884 82.9% 650,989
Daily Pivots for day following 21-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,368.0 4,308.5 4,081.5
R3 4,252.5 4,193.0 4,050.0
R2 4,137.0 4,137.0 4,039.0
R1 4,077.5 4,077.5 4,028.5 4,107.0
PP 4,021.5 4,021.5 4,021.5 4,036.5
S1 3,962.0 3,962.0 4,007.5 3,992.0
S2 3,906.0 3,906.0 3,997.0
S3 3,790.5 3,846.5 3,986.0
S4 3,675.0 3,731.0 3,954.5
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 10.7% 182.5 4.5% 13% False False 139,346
10 4,600.0 3,960.5 639.5 15.9% 154.0 3.8% 9% False False 125,685
20 4,649.0 3,960.5 688.5 17.1% 133.5 3.3% 8% False False 93,620
40 4,649.0 3,699.5 949.5 23.6% 148.0 3.7% 34% False False 67,526
60 4,649.0 3,672.5 976.5 24.3% 160.5 4.0% 35% False False 45,081
80 5,181.0 3,672.5 1,508.5 37.5% 181.5 4.5% 23% False False 33,945
100 5,690.0 3,672.5 2,017.5 50.2% 165.0 4.1% 17% False False 27,216
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 37.2
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 4,572.0
2.618 4,383.5
1.618 4,268.0
1.000 4,196.5
0.618 4,152.5
HIGH 4,081.0
0.618 4,037.0
0.500 4,023.0
0.382 4,009.5
LOW 3,965.5
0.618 3,894.0
1.000 3,850.0
1.618 3,778.5
2.618 3,663.0
4.250 3,474.5
Fisher Pivots for day following 21-Jan-2009
Pivot 1 day 3 day
R1 4,023.0 4,090.0
PP 4,021.5 4,066.0
S1 4,020.0 4,042.0

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

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