FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 05-Mar-2009
Day Change Summary
Previous Current
04-Mar-2009 05-Mar-2009 Change Change % Previous Week
Open 3,542.5 3,603.5 61.0 1.7% 3,930.0
High 3,680.0 3,612.5 -67.5 -1.8% 3,950.0
Low 3,534.5 3,456.0 -78.5 -2.2% 3,740.0
Close 3,638.5 3,517.5 -121.0 -3.3% 3,807.5
Range 145.5 156.5 11.0 7.6% 210.0
ATR 153.1 155.2 2.1 1.4% 0.0
Volume 208,155 149,887 -58,268 -28.0% 675,989
Daily Pivots for day following 05-Mar-2009
Classic Woodie Camarilla DeMark
R4 3,998.0 3,914.5 3,603.5
R3 3,841.5 3,758.0 3,560.5
R2 3,685.0 3,685.0 3,546.0
R1 3,601.5 3,601.5 3,532.0 3,565.0
PP 3,528.5 3,528.5 3,528.5 3,510.5
S1 3,445.0 3,445.0 3,503.0 3,408.5
S2 3,372.0 3,372.0 3,489.0
S3 3,215.5 3,288.5 3,474.5
S4 3,059.0 3,132.0 3,431.5
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 3,861.0 3,456.0 405.0 11.5% 157.5 4.5% 15% False True 167,912
10 3,953.0 3,456.0 497.0 14.1% 149.0 4.2% 12% False True 148,466
20 4,313.0 3,456.0 857.0 24.4% 135.0 3.8% 7% False True 133,684
40 4,600.0 3,456.0 1,144.0 32.5% 139.0 3.9% 5% False True 131,202
60 4,649.0 3,456.0 1,193.0 33.9% 135.0 3.8% 5% False True 111,302
80 4,649.0 3,456.0 1,193.0 33.9% 145.0 4.1% 5% False True 83,673
100 4,649.0 3,456.0 1,193.0 33.9% 162.5 4.6% 5% False True 66,993
120 5,442.5 3,456.0 1,986.5 56.5% 164.5 4.7% 3% False True 55,939
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 30.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 4,277.5
2.618 4,022.0
1.618 3,865.5
1.000 3,769.0
0.618 3,709.0
HIGH 3,612.5
0.618 3,552.5
0.500 3,534.0
0.382 3,516.0
LOW 3,456.0
0.618 3,359.5
1.000 3,299.5
1.618 3,203.0
2.618 3,046.5
4.250 2,791.0
Fisher Pivots for day following 05-Mar-2009
Pivot 1 day 3 day
R1 3,534.0 3,568.0
PP 3,528.5 3,551.0
S1 3,523.0 3,534.5

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

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