FTSE 100 Index Future March 2009


Trading Metrics calculated at close of trading on 13-Mar-2009
Day Change Summary
Previous Current
12-Mar-2009 13-Mar-2009 Change Change % Previous Week
Open 3,669.0 3,776.5 107.5 2.9% 3,520.5
High 3,776.5 3,814.5 38.0 1.0% 3,814.5
Low 3,608.0 3,731.0 123.0 3.4% 3,443.0
Close 3,700.5 3,748.5 48.0 1.3% 3,748.5
Range 168.5 83.5 -85.0 -50.4% 371.5
ATR 153.8 151.0 -2.8 -1.8% 0.0
Volume 145,625 145,740 115 0.1% 760,133
Daily Pivots for day following 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,015.0 3,965.5 3,794.5
R3 3,931.5 3,882.0 3,771.5
R2 3,848.0 3,848.0 3,764.0
R1 3,798.5 3,798.5 3,756.0 3,781.5
PP 3,764.5 3,764.5 3,764.5 3,756.0
S1 3,715.0 3,715.0 3,741.0 3,698.0
S2 3,681.0 3,681.0 3,733.0
S3 3,597.5 3,631.5 3,725.5
S4 3,514.0 3,548.0 3,702.5
Weekly Pivots for week ending 13-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,783.0 4,637.5 3,953.0
R3 4,411.5 4,266.0 3,850.5
R2 4,040.0 4,040.0 3,816.5
R1 3,894.5 3,894.5 3,782.5 3,967.0
PP 3,668.5 3,668.5 3,668.5 3,705.0
S1 3,523.0 3,523.0 3,714.5 3,596.0
S2 3,297.0 3,297.0 3,680.5
S3 2,925.5 3,151.5 3,646.5
S4 2,554.0 2,780.0 3,544.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,814.5 3,443.0 371.5 9.9% 141.5 3.8% 82% True False 152,026
10 3,814.5 3,443.0 371.5 9.9% 150.0 4.0% 82% True False 159,208
20 4,268.5 3,443.0 825.5 22.0% 139.5 3.7% 37% False False 143,011
40 4,313.0 3,443.0 870.0 23.2% 136.0 3.6% 35% False False 136,633
60 4,649.0 3,443.0 1,206.0 32.2% 135.0 3.6% 25% False False 124,647
80 4,649.0 3,443.0 1,206.0 32.2% 144.0 3.8% 25% False False 94,842
100 4,649.0 3,443.0 1,206.0 32.2% 152.5 4.1% 25% False False 75,903
120 5,359.0 3,443.0 1,916.0 51.1% 165.5 4.4% 16% False False 63,385
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 32.6
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 4,169.5
2.618 4,033.0
1.618 3,949.5
1.000 3,898.0
0.618 3,866.0
HIGH 3,814.5
0.618 3,782.5
0.500 3,773.0
0.382 3,763.0
LOW 3,731.0
0.618 3,679.5
1.000 3,647.5
1.618 3,596.0
2.618 3,512.5
4.250 3,376.0
Fisher Pivots for day following 13-Mar-2009
Pivot 1 day 3 day
R1 3,773.0 3,736.0
PP 3,764.5 3,723.5
S1 3,756.5 3,711.0

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

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