FTSE 100 Index Future June 2009


Trading Metrics calculated at close of trading on 27-Mar-2009
Day Change Summary
Previous Current
26-Mar-2009 27-Mar-2009 Change Change % Previous Week
Open 3,876.0 3,880.0 4.0 0.1% 3,881.0
High 3,919.0 3,908.0 -11.0 -0.3% 3,979.5
Low 3,831.5 3,822.5 -9.0 -0.2% 3,756.5
Close 3,873.0 3,844.0 -29.0 -0.7% 3,844.0
Range 87.5 85.5 -2.0 -2.3% 223.0
ATR 134.0 130.5 -3.5 -2.6% 0.0
Volume 125,510 103,406 -22,104 -17.6% 639,261
Daily Pivots for day following 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,114.5 4,065.0 3,891.0
R3 4,029.0 3,979.5 3,867.5
R2 3,943.5 3,943.5 3,859.5
R1 3,894.0 3,894.0 3,852.0 3,876.0
PP 3,858.0 3,858.0 3,858.0 3,849.0
S1 3,808.5 3,808.5 3,836.0 3,790.5
S2 3,772.5 3,772.5 3,828.5
S3 3,687.0 3,723.0 3,820.5
S4 3,601.5 3,637.5 3,797.0
Weekly Pivots for week ending 27-Mar-2009
Classic Woodie Camarilla DeMark
R4 4,529.0 4,409.5 3,966.5
R3 4,306.0 4,186.5 3,905.5
R2 4,083.0 4,083.0 3,885.0
R1 3,963.5 3,963.5 3,864.5 3,912.0
PP 3,860.0 3,860.0 3,860.0 3,834.0
S1 3,740.5 3,740.5 3,823.5 3,689.0
S2 3,637.0 3,637.0 3,803.0
S3 3,414.0 3,517.5 3,782.5
S4 3,191.0 3,294.5 3,721.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 3,979.5 3,756.5 223.0 5.8% 130.0 3.4% 39% False False 127,852
10 3,979.5 3,562.5 417.0 10.8% 126.5 3.3% 68% False False 137,746
20 3,979.5 3,405.5 574.0 14.9% 122.0 3.2% 76% False False 69,538
40 4,262.5 3,405.5 857.0 22.3% 109.0 2.8% 51% False False 34,912
60 4,596.5 3,405.5 1,191.0 31.0% 99.0 2.6% 37% False False 23,354
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 39.7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 4,271.5
2.618 4,132.0
1.618 4,046.5
1.000 3,993.5
0.618 3,961.0
HIGH 3,908.0
0.618 3,875.5
0.500 3,865.0
0.382 3,855.0
LOW 3,822.5
0.618 3,769.5
1.000 3,737.0
1.618 3,684.0
2.618 3,598.5
4.250 3,459.0
Fisher Pivots for day following 27-Mar-2009
Pivot 1 day 3 day
R1 3,865.0 3,842.0
PP 3,858.0 3,840.0
S1 3,851.0 3,838.0

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

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