FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 02-Mar-2010
Day Change Summary
Previous Current
01-Mar-2010 02-Mar-2010 Change Change % Previous Week
Open 5,391.5 5,409.0 17.5 0.3% 5,362.5
High 5,399.0 5,471.5 72.5 1.3% 5,376.0
Low 5,340.5 5,388.0 47.5 0.9% 5,241.5
Close 5,388.0 5,464.0 76.0 1.4% 5,336.5
Range 58.5 83.5 25.0 42.7% 134.5
ATR 91.6 91.0 -0.6 -0.6% 0.0
Volume 148,063 127,217 -20,846 -14.1% 549,169
Daily Pivots for day following 02-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,691.5 5,661.5 5,510.0
R3 5,608.0 5,578.0 5,487.0
R2 5,524.5 5,524.5 5,479.5
R1 5,494.5 5,494.5 5,471.5 5,509.5
PP 5,441.0 5,441.0 5,441.0 5,449.0
S1 5,411.0 5,411.0 5,456.5 5,426.0
S2 5,357.5 5,357.5 5,448.5
S3 5,274.0 5,327.5 5,441.0
S4 5,190.5 5,244.0 5,418.0
Weekly Pivots for week ending 26-Feb-2010
Classic Woodie Camarilla DeMark
R4 5,721.5 5,663.5 5,410.5
R3 5,587.0 5,529.0 5,373.5
R2 5,452.5 5,452.5 5,361.0
R1 5,394.5 5,394.5 5,349.0 5,356.0
PP 5,318.0 5,318.0 5,318.0 5,299.0
S1 5,260.0 5,260.0 5,324.0 5,222.0
S2 5,183.5 5,183.5 5,312.0
S3 5,049.0 5,125.5 5,299.5
S4 4,914.5 4,991.0 5,262.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,471.5 5,241.5 230.0 4.2% 77.5 1.4% 97% True False 126,137
10 5,471.5 5,241.0 230.5 4.2% 76.0 1.4% 97% True False 115,602
20 5,471.5 4,975.0 496.5 9.1% 87.5 1.6% 98% True False 122,430
40 5,559.5 4,975.0 584.5 10.7% 90.0 1.6% 84% False False 112,281
60 5,559.5 4,975.0 584.5 10.7% 84.0 1.5% 84% False False 94,278
80 5,559.5 4,915.0 644.5 11.8% 79.5 1.5% 85% False False 70,926
100 5,559.5 4,901.5 658.0 12.0% 75.5 1.4% 85% False False 56,850
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 21.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,826.5
2.618 5,690.0
1.618 5,606.5
1.000 5,555.0
0.618 5,523.0
HIGH 5,471.5
0.618 5,439.5
0.500 5,430.0
0.382 5,420.0
LOW 5,388.0
0.618 5,336.5
1.000 5,304.5
1.618 5,253.0
2.618 5,169.5
4.250 5,033.0
Fisher Pivots for day following 02-Mar-2010
Pivot 1 day 3 day
R1 5,452.5 5,436.0
PP 5,441.0 5,407.5
S1 5,430.0 5,379.5

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

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