FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 07-Jan-2010
Day Change Summary
Previous Current
06-Jan-2010 07-Jan-2010 Change Change % Previous Week
Open 5,488.0 5,474.5 -13.5 -0.2% 5,409.0
High 5,495.5 5,510.0 14.5 0.3% 5,413.5
Low 5,456.5 5,456.5 0.0 0.0% 5,351.0
Close 5,485.5 5,489.0 3.5 0.1% 5,361.5
Range 39.0 53.5 14.5 37.2% 62.5
ATR 77.9 76.1 -1.7 -2.2% 0.0
Volume 81,174 68,498 -12,676 -15.6% 38,782
Daily Pivots for day following 07-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,645.5 5,621.0 5,518.5
R3 5,592.0 5,567.5 5,503.5
R2 5,538.5 5,538.5 5,499.0
R1 5,514.0 5,514.0 5,494.0 5,526.0
PP 5,485.0 5,485.0 5,485.0 5,491.5
S1 5,460.5 5,460.5 5,484.0 5,473.0
S2 5,431.5 5,431.5 5,479.0
S3 5,378.0 5,407.0 5,474.5
S4 5,324.5 5,353.5 5,459.5
Weekly Pivots for week ending 01-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,563.0 5,524.5 5,396.0
R3 5,500.5 5,462.0 5,378.5
R2 5,438.0 5,438.0 5,373.0
R1 5,399.5 5,399.5 5,367.0 5,387.5
PP 5,375.5 5,375.5 5,375.5 5,369.0
S1 5,337.0 5,337.0 5,356.0 5,325.0
S2 5,313.0 5,313.0 5,350.0
S3 5,250.5 5,274.5 5,344.5
S4 5,188.0 5,212.0 5,327.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,510.0 5,351.0 159.0 2.9% 60.0 1.1% 87% True False 57,339
10 5,510.0 5,140.0 370.0 6.7% 63.5 1.2% 94% True False 73,687
20 5,510.0 5,135.0 375.0 6.8% 68.5 1.3% 94% True False 70,393
40 5,510.0 5,010.0 500.0 9.1% 68.0 1.2% 96% True False 35,723
60 5,510.0 4,915.0 595.0 10.8% 67.0 1.2% 96% True False 24,026
80 5,510.0 4,884.5 625.5 11.4% 61.0 1.1% 97% True False 18,066
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,737.5
2.618 5,650.0
1.618 5,596.5
1.000 5,563.5
0.618 5,543.0
HIGH 5,510.0
0.618 5,489.5
0.500 5,483.0
0.382 5,477.0
LOW 5,456.5
0.618 5,423.5
1.000 5,403.0
1.618 5,370.0
2.618 5,316.5
4.250 5,229.0
Fisher Pivots for day following 07-Jan-2010
Pivot 1 day 3 day
R1 5,487.0 5,484.0
PP 5,485.0 5,479.0
S1 5,483.0 5,474.0

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

View Archives - Comment on this page... - Back to Index of Symbols