FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 10-Jul-2009
Day Change Summary
Previous Current
09-Jul-2009 10-Jul-2009 Change Change % Previous Week
Open 4,110.0 4,100.0 -10.0 -0.2% 4,171.0
High 4,153.5 4,128.5 -25.0 -0.6% 4,210.0
Low 4,104.5 4,087.5 -17.0 -0.4% 4,084.0
Close 4,116.0 4,101.0 -15.0 -0.4% 4,101.0
Range 49.0 41.0 -8.0 -16.3% 126.0
ATR 85.6 82.4 -3.2 -3.7% 0.0
Volume 110,315 76,778 -33,537 -30.4% 419,956
Daily Pivots for day following 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,228.5 4,206.0 4,123.5
R3 4,187.5 4,165.0 4,112.5
R2 4,146.5 4,146.5 4,108.5
R1 4,124.0 4,124.0 4,105.0 4,135.0
PP 4,105.5 4,105.5 4,105.5 4,111.5
S1 4,083.0 4,083.0 4,097.0 4,094.0
S2 4,064.5 4,064.5 4,093.5
S3 4,023.5 4,042.0 4,089.5
S4 3,982.5 4,001.0 4,078.5
Weekly Pivots for week ending 10-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,509.5 4,431.5 4,170.5
R3 4,383.5 4,305.5 4,135.5
R2 4,257.5 4,257.5 4,124.0
R1 4,179.5 4,179.5 4,112.5 4,155.5
PP 4,131.5 4,131.5 4,131.5 4,120.0
S1 4,053.5 4,053.5 4,089.5 4,029.5
S2 4,005.5 4,005.5 4,078.0
S3 3,879.5 3,927.5 4,066.5
S4 3,753.5 3,801.5 4,031.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,210.0 4,084.0 126.0 3.1% 64.0 1.6% 13% False False 83,991
10 4,326.0 4,084.0 242.0 5.9% 78.0 1.9% 7% False False 92,159
20 4,433.5 4,084.0 349.5 8.5% 81.5 2.0% 5% False False 107,013
40 4,471.5 4,084.0 387.5 9.4% 80.0 2.0% 4% False False 54,576
60 4,471.5 3,818.0 653.5 15.9% 83.0 2.0% 43% False False 36,451
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.7
Narrowest range in 42 trading days
Fibonacci Retracements and Extensions
4.250 4,303.0
2.618 4,236.0
1.618 4,195.0
1.000 4,169.5
0.618 4,154.0
HIGH 4,128.5
0.618 4,113.0
0.500 4,108.0
0.382 4,103.0
LOW 4,087.5
0.618 4,062.0
1.000 4,046.5
1.618 4,021.0
2.618 3,980.0
4.250 3,913.0
Fisher Pivots for day following 10-Jul-2009
Pivot 1 day 3 day
R1 4,108.0 4,123.0
PP 4,105.5 4,116.0
S1 4,103.5 4,108.5

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

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