FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 11-Mar-2010
Day Change Summary
Previous Current
10-Mar-2010 11-Mar-2010 Change Change % Previous Week
Open 5,585.5 5,622.5 37.0 0.7% 5,391.5
High 5,641.5 5,639.0 -2.5 0.0% 5,612.0
Low 5,580.5 5,589.0 8.5 0.2% 5,340.5
Close 5,628.5 5,609.5 -19.0 -0.3% 5,587.0
Range 61.0 50.0 -11.0 -18.0% 271.5
ATR 81.8 79.5 -2.3 -2.8% 0.0
Volume 103,131 131,447 28,316 27.5% 622,242
Daily Pivots for day following 11-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,762.5 5,736.0 5,637.0
R3 5,712.5 5,686.0 5,623.0
R2 5,662.5 5,662.5 5,618.5
R1 5,636.0 5,636.0 5,614.0 5,624.0
PP 5,612.5 5,612.5 5,612.5 5,606.5
S1 5,586.0 5,586.0 5,605.0 5,574.0
S2 5,562.5 5,562.5 5,600.5
S3 5,512.5 5,536.0 5,596.0
S4 5,462.5 5,486.0 5,582.0
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 5,641.5 5,526.5 115.0 2.1% 61.5 1.1% 72% False False 108,159
10 5,641.5 5,287.5 354.0 6.3% 64.0 1.1% 91% False False 120,471
20 5,641.5 5,084.5 557.0 9.9% 73.5 1.3% 94% False False 113,799
40 5,641.5 4,975.0 666.5 11.9% 89.0 1.6% 95% False False 120,102
60 5,641.5 4,975.0 666.5 11.9% 81.0 1.4% 95% False False 107,229
80 5,641.5 4,975.0 666.5 11.9% 79.0 1.4% 95% False False 80,707
100 5,641.5 4,915.0 726.5 13.0% 77.0 1.4% 96% False False 64,711
120 5,641.5 4,884.5 757.0 13.5% 71.0 1.3% 96% False False 53,958
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.3
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,851.5
2.618 5,770.0
1.618 5,720.0
1.000 5,689.0
0.618 5,670.0
HIGH 5,639.0
0.618 5,620.0
0.500 5,614.0
0.382 5,608.0
LOW 5,589.0
0.618 5,558.0
1.000 5,539.0
1.618 5,508.0
2.618 5,458.0
4.250 5,376.5
Fisher Pivots for day following 11-Mar-2010
Pivot 1 day 3 day
R1 5,614.0 5,605.0
PP 5,612.5 5,600.5
S1 5,611.0 5,596.0

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

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