FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 05-Mar-2010
Day Change Summary
Previous Current
04-Mar-2010 05-Mar-2010 Change Change % Previous Week
Open 5,503.5 5,538.5 35.0 0.6% 5,391.5
High 5,533.0 5,612.0 79.0 1.4% 5,612.0
Low 5,489.5 5,526.5 37.0 0.7% 5,340.5
Close 5,511.0 5,587.0 76.0 1.4% 5,587.0
Range 43.5 85.5 42.0 96.6% 271.5
ATR 86.8 87.8 1.0 1.2% 0.0
Volume 123,218 101,191 -22,027 -17.9% 622,242
Daily Pivots for day following 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,831.5 5,795.0 5,634.0
R3 5,746.0 5,709.5 5,610.5
R2 5,660.5 5,660.5 5,602.5
R1 5,624.0 5,624.0 5,595.0 5,642.0
PP 5,575.0 5,575.0 5,575.0 5,584.5
S1 5,538.5 5,538.5 5,579.0 5,557.0
S2 5,489.5 5,489.5 5,571.5
S3 5,404.0 5,453.0 5,563.5
S4 5,318.5 5,367.5 5,540.0
Weekly Pivots for week ending 05-Mar-2010
Classic Woodie Camarilla DeMark
R4 6,327.5 6,229.0 5,736.5
R3 6,056.0 5,957.5 5,661.5
R2 5,784.5 5,784.5 5,637.0
R1 5,686.0 5,686.0 5,612.0 5,735.0
PP 5,513.0 5,513.0 5,513.0 5,538.0
S1 5,414.5 5,414.5 5,562.0 5,464.0
S2 5,241.5 5,241.5 5,537.0
S3 4,970.0 5,143.0 5,512.5
S4 4,698.5 4,871.5 5,437.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,612.0 5,340.5 271.5 4.9% 70.0 1.3% 91% True False 124,448
10 5,612.0 5,241.5 370.5 6.6% 73.5 1.3% 93% True False 117,141
20 5,612.0 4,975.0 637.0 11.4% 81.5 1.5% 96% True False 123,412
40 5,612.0 4,975.0 637.0 11.4% 90.0 1.6% 96% True False 116,469
60 5,612.0 4,975.0 637.0 11.4% 83.5 1.5% 96% True False 100,014
80 5,612.0 4,975.0 637.0 11.4% 79.5 1.4% 96% True False 75,241
100 5,612.0 4,915.0 697.0 12.5% 76.0 1.4% 96% True False 60,319
120 5,612.0 4,884.5 727.5 13.0% 70.5 1.3% 97% True False 50,297
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 19.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,975.5
2.618 5,836.0
1.618 5,750.5
1.000 5,697.5
0.618 5,665.0
HIGH 5,612.0
0.618 5,579.5
0.500 5,569.0
0.382 5,559.0
LOW 5,526.5
0.618 5,473.5
1.000 5,441.0
1.618 5,388.0
2.618 5,302.5
4.250 5,163.0
Fisher Pivots for day following 05-Mar-2010
Pivot 1 day 3 day
R1 5,581.0 5,568.5
PP 5,575.0 5,550.0
S1 5,569.0 5,532.0

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.