FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 27-Jan-2009
Day Change Summary
Previous Current
26-Jan-2009 27-Jan-2009 Change Change % Previous Week
Open 4,000.0 4,155.0 155.0 3.9% 4,066.0
High 4,187.5 4,178.0 -9.5 -0.2% 4,152.0
Low 3,994.5 4,090.0 95.5 2.4% 3,916.5
Close 4,167.0 4,157.0 -10.0 -0.2% 3,998.0
Range 193.0 88.0 -105.0 -54.4% 235.5
ATR 156.8 151.9 -4.9 -3.1% 0.0
Volume 142,810 126,631 -16,179 -11.3% 547,135
Daily Pivots for day following 27-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,405.5 4,369.5 4,205.5
R3 4,317.5 4,281.5 4,181.0
R2 4,229.5 4,229.5 4,173.0
R1 4,193.5 4,193.5 4,165.0 4,211.5
PP 4,141.5 4,141.5 4,141.5 4,151.0
S1 4,105.5 4,105.5 4,149.0 4,123.5
S2 4,053.5 4,053.5 4,141.0
S3 3,965.5 4,017.5 4,133.0
S4 3,877.5 3,929.5 4,108.5
Weekly Pivots for week ending 23-Jan-2009
Classic Woodie Camarilla DeMark
R4 4,728.5 4,599.0 4,127.5
R3 4,493.0 4,363.5 4,063.0
R2 4,257.5 4,257.5 4,041.0
R1 4,128.0 4,128.0 4,019.5 4,075.0
PP 4,022.0 4,022.0 4,022.0 3,996.0
S1 3,892.5 3,892.5 3,976.5 3,839.5
S2 3,786.5 3,786.5 3,955.0
S3 3,551.0 3,657.0 3,933.0
S4 3,315.5 3,421.5 3,868.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,187.5 3,916.5 271.0 6.5% 140.0 3.4% 89% False False 146,693
10 4,388.5 3,916.5 472.0 11.4% 159.0 3.8% 51% False False 137,031
20 4,649.0 3,916.5 732.5 17.6% 140.5 3.4% 33% False False 105,378
40 4,649.0 3,916.5 732.5 17.6% 141.0 3.4% 33% False False 82,022
60 4,649.0 3,672.5 976.5 23.5% 152.5 3.7% 50% False False 54,748
80 5,067.5 3,672.5 1,395.0 33.6% 176.5 4.2% 35% False False 41,127
100 5,552.0 3,672.5 1,879.5 45.2% 168.5 4.1% 26% False False 33,030
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 37.9
Narrowest range in 17 trading days
Fibonacci Retracements and Extensions
4.250 4,552.0
2.618 4,408.5
1.618 4,320.5
1.000 4,266.0
0.618 4,232.5
HIGH 4,178.0
0.618 4,144.5
0.500 4,134.0
0.382 4,123.5
LOW 4,090.0
0.618 4,035.5
1.000 4,002.0
1.618 3,947.5
2.618 3,859.5
4.250 3,716.0
Fisher Pivots for day following 27-Jan-2009
Pivot 1 day 3 day
R1 4,149.5 4,122.0
PP 4,141.5 4,087.0
S1 4,134.0 4,052.0

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

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