FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 27-Feb-2009
Day Change Summary
Previous Current
26-Feb-2009 27-Feb-2009 Change Change % Previous Week
Open 3,872.5 3,835.5 -37.0 -1.0% 3,930.0
High 3,950.0 3,861.0 -89.0 -2.3% 3,950.0
Low 3,803.0 3,740.0 -63.0 -1.7% 3,740.0
Close 3,884.5 3,807.5 -77.0 -2.0% 3,807.5
Range 147.0 121.0 -26.0 -17.7% 210.0
ATR 140.5 140.8 0.3 0.2% 0.0
Volume 123,771 141,507 17,736 14.3% 675,989
Daily Pivots for day following 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,166.0 4,107.5 3,874.0
R3 4,045.0 3,986.5 3,841.0
R2 3,924.0 3,924.0 3,829.5
R1 3,865.5 3,865.5 3,818.5 3,834.0
PP 3,803.0 3,803.0 3,803.0 3,787.0
S1 3,744.5 3,744.5 3,796.5 3,713.0
S2 3,682.0 3,682.0 3,785.5
S3 3,561.0 3,623.5 3,774.0
S4 3,440.0 3,502.5 3,741.0
Weekly Pivots for week ending 27-Feb-2009
Classic Woodie Camarilla DeMark
R4 4,462.5 4,345.0 3,923.0
R3 4,252.5 4,135.0 3,865.0
R2 4,042.5 4,042.5 3,846.0
R1 3,925.0 3,925.0 3,827.0 3,879.0
PP 3,832.5 3,832.5 3,832.5 3,809.5
S1 3,715.0 3,715.0 3,788.0 3,669.0
S2 3,622.5 3,622.5 3,769.0
S3 3,412.5 3,505.0 3,750.0
S4 3,202.5 3,295.0 3,692.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,950.0 3,740.0 210.0 5.5% 138.0 3.6% 32% False True 135,197
10 4,268.5 3,740.0 528.5 13.9% 129.0 3.4% 13% False True 126,814
20 4,313.0 3,740.0 573.0 15.0% 126.0 3.3% 12% False True 123,910
40 4,649.0 3,740.0 909.0 23.9% 134.0 3.5% 7% False True 119,110
60 4,649.0 3,740.0 909.0 23.9% 137.5 3.6% 7% False True 99,866
80 4,649.0 3,672.5 976.5 25.6% 145.5 3.8% 14% False False 74,952
100 4,780.0 3,672.5 1,107.5 29.1% 166.0 4.4% 12% False False 60,017
120 5,552.0 3,672.5 1,879.5 49.4% 161.5 4.2% 7% False False 50,122
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 30.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,375.0
2.618 4,178.0
1.618 4,057.0
1.000 3,982.0
0.618 3,936.0
HIGH 3,861.0
0.618 3,815.0
0.500 3,800.5
0.382 3,786.0
LOW 3,740.0
0.618 3,665.0
1.000 3,619.0
1.618 3,544.0
2.618 3,423.0
4.250 3,226.0
Fisher Pivots for day following 27-Feb-2009
Pivot 1 day 3 day
R1 3,805.0 3,845.0
PP 3,803.0 3,832.5
S1 3,800.5 3,820.0

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

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