FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 03-Aug-2009
Day Change Summary
Previous Current
31-Jul-2009 03-Aug-2009 Change Change % Previous Week
Open 4,583.0 4,575.0 -8.0 -0.2% 4,585.0
High 4,619.5 4,681.5 62.0 1.3% 4,619.5
Low 4,557.5 4,563.0 5.5 0.1% 4,484.0
Close 4,576.0 4,651.0 75.0 1.6% 4,576.0
Range 62.0 118.5 56.5 91.1% 135.5
ATR 82.3 84.9 2.6 3.1% 0.0
Volume 93,342 121,451 28,109 30.1% 478,818
Daily Pivots for day following 03-Aug-2009
Classic Woodie Camarilla DeMark
R4 4,987.5 4,937.5 4,716.0
R3 4,869.0 4,819.0 4,683.5
R2 4,750.5 4,750.5 4,672.5
R1 4,700.5 4,700.5 4,662.0 4,725.5
PP 4,632.0 4,632.0 4,632.0 4,644.0
S1 4,582.0 4,582.0 4,640.0 4,607.0
S2 4,513.5 4,513.5 4,629.5
S3 4,395.0 4,463.5 4,618.5
S4 4,276.5 4,345.0 4,586.0
Weekly Pivots for week ending 31-Jul-2009
Classic Woodie Camarilla DeMark
R4 4,966.5 4,906.5 4,650.5
R3 4,831.0 4,771.0 4,613.5
R2 4,695.5 4,695.5 4,601.0
R1 4,635.5 4,635.5 4,588.5 4,598.0
PP 4,560.0 4,560.0 4,560.0 4,541.0
S1 4,500.0 4,500.0 4,563.5 4,462.0
S2 4,424.5 4,424.5 4,551.0
S3 4,289.0 4,364.5 4,538.5
S4 4,153.5 4,229.0 4,501.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 4,681.5 4,484.0 197.5 4.2% 87.5 1.9% 85% True False 100,714
10 4,681.5 4,403.5 278.0 6.0% 81.0 1.7% 89% True False 97,202
20 4,681.5 4,060.5 621.0 13.4% 80.0 1.7% 95% True False 95,368
40 4,681.5 4,060.5 621.0 13.4% 82.5 1.8% 95% True False 92,781
60 4,681.5 4,060.5 621.0 13.4% 80.5 1.7% 95% True False 62,127
80 4,681.5 3,815.5 866.0 18.6% 83.0 1.8% 96% True False 46,630
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 16.0
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 5,185.0
2.618 4,991.5
1.618 4,873.0
1.000 4,800.0
0.618 4,754.5
HIGH 4,681.5
0.618 4,636.0
0.500 4,622.0
0.382 4,608.5
LOW 4,563.0
0.618 4,490.0
1.000 4,444.5
1.618 4,371.5
2.618 4,253.0
4.250 4,059.5
Fisher Pivots for day following 03-Aug-2009
Pivot 1 day 3 day
R1 4,641.5 4,636.0
PP 4,632.0 4,621.5
S1 4,622.0 4,606.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.