FTSE 100 Index Future September 2009


Trading Metrics calculated at close of trading on 09-Sep-2009
Day Change Summary
Previous Current
08-Sep-2009 09-Sep-2009 Change Change % Previous Week
Open 4,950.0 4,926.0 -24.0 -0.5% 4,909.0
High 4,968.5 5,016.5 48.0 1.0% 4,916.0
Low 4,922.5 4,926.0 3.5 0.1% 4,772.5
Close 4,950.5 5,000.0 49.5 1.0% 4,846.5
Range 46.0 90.5 44.5 96.7% 143.5
ATR 84.1 84.6 0.5 0.5% 0.0
Volume 59,781 106,728 46,947 78.5% 471,100
Daily Pivots for day following 09-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,252.5 5,216.5 5,050.0
R3 5,162.0 5,126.0 5,025.0
R2 5,071.5 5,071.5 5,016.5
R1 5,035.5 5,035.5 5,008.5 5,053.5
PP 4,981.0 4,981.0 4,981.0 4,990.0
S1 4,945.0 4,945.0 4,991.5 4,963.0
S2 4,890.5 4,890.5 4,983.5
S3 4,800.0 4,854.5 4,975.0
S4 4,709.5 4,764.0 4,950.0
Weekly Pivots for week ending 04-Sep-2009
Classic Woodie Camarilla DeMark
R4 5,275.5 5,204.5 4,925.5
R3 5,132.0 5,061.0 4,886.0
R2 4,988.5 4,988.5 4,873.0
R1 4,917.5 4,917.5 4,859.5 4,881.0
PP 4,845.0 4,845.0 4,845.0 4,827.0
S1 4,774.0 4,774.0 4,833.5 4,738.0
S2 4,701.5 4,701.5 4,820.0
S3 4,558.0 4,630.5 4,807.0
S4 4,414.5 4,487.0 4,767.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,016.5 4,772.5 244.0 4.9% 63.0 1.3% 93% True False 105,858
10 5,016.5 4,772.5 244.0 4.9% 68.5 1.4% 93% True False 105,138
20 5,016.5 4,594.0 422.5 8.5% 77.0 1.5% 96% True False 106,266
40 5,016.5 4,162.0 854.5 17.1% 78.0 1.6% 98% True False 102,911
60 5,016.5 4,060.5 956.0 19.1% 80.5 1.6% 98% True False 105,434
80 5,016.5 4,060.5 956.0 19.1% 80.0 1.6% 98% True False 79,865
100 5,016.5 3,818.0 1,198.5 24.0% 81.5 1.6% 99% True False 63,931
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,401.0
2.618 5,253.5
1.618 5,163.0
1.000 5,107.0
0.618 5,072.5
HIGH 5,016.5
0.618 4,982.0
0.500 4,971.0
0.382 4,960.5
LOW 4,926.0
0.618 4,870.0
1.000 4,835.5
1.618 4,779.5
2.618 4,689.0
4.250 4,541.5
Fisher Pivots for day following 09-Sep-2009
Pivot 1 day 3 day
R1 4,990.5 4,972.5
PP 4,981.0 4,945.0
S1 4,971.0 4,917.0

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

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