FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 03-Mar-2009
Day Change Summary
Previous Current
02-Mar-2009 03-Mar-2009 Change Change % Previous Week
Open 3,715.0 3,630.0 -85.0 -2.3% 3,930.0
High 3,731.0 3,663.5 -67.5 -1.8% 3,950.0
Low 3,565.0 3,464.5 -100.5 -2.8% 3,740.0
Close 3,613.5 3,509.0 -104.5 -2.9% 3,807.5
Range 166.0 199.0 33.0 19.9% 210.0
ATR 148.0 151.7 3.6 2.5% 0.0
Volume 160,303 179,711 19,408 12.1% 675,989
Daily Pivots for day following 03-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,142.5 4,025.0 3,618.5
R3 3,943.5 3,826.0 3,563.5
R2 3,744.5 3,744.5 3,545.5
R1 3,627.0 3,627.0 3,527.0 3,586.0
PP 3,545.5 3,545.5 3,545.5 3,525.5
S1 3,428.0 3,428.0 3,491.0 3,387.0
S2 3,346.5 3,346.5 3,472.5
S3 3,147.5 3,229.0 3,454.5
S4 2,948.5 3,030.0 3,399.5
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 3,464.5 485.5 13.8% 150.0 4.3% 9% False True 151,842
10 4,043.0 3,464.5 578.5 16.5% 139.5 4.0% 8% False True 141,118
20 4,313.0 3,464.5 848.5 24.2% 135.0 3.8% 5% False True 127,251
40 4,649.0 3,464.5 1,184.5 33.8% 137.0 3.9% 4% False True 125,973
60 4,649.0 3,464.5 1,184.5 33.8% 137.0 3.9% 4% False True 105,508
80 4,649.0 3,464.5 1,184.5 33.8% 146.0 4.2% 4% False True 79,199
100 4,670.0 3,464.5 1,205.5 34.4% 165.5 4.7% 4% False True 63,416
120 5,442.5 3,464.5 1,978.0 56.4% 163.0 4.6% 2% False True 52,955
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.9
Widest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 4,509.0
2.618 4,184.5
1.618 3,985.5
1.000 3,862.5
0.618 3,786.5
HIGH 3,663.5
0.618 3,587.5
0.500 3,564.0
0.382 3,540.5
LOW 3,464.5
0.618 3,341.5
1.000 3,265.5
1.618 3,142.5
2.618 2,943.5
4.250 2,619.0
Fisher Pivots for day following 03-Mar-2009
Pivot 1 day 3 day
R1 3,564.0 3,663.0
PP 3,545.5 3,611.5
S1 3,527.5 3,560.0

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

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