FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 31-Dec-2009
Day Change Summary
Previous Current
29-Dec-2009 31-Dec-2009 Change Change % Previous Week
Open 5,409.0 5,399.5 -9.5 -0.2% 5,171.5
High 5,413.5 5,400.0 -13.5 -0.2% 5,363.5
Low 5,375.5 5,351.0 -24.5 -0.5% 5,165.5
Close 5,384.0 5,361.5 -22.5 -0.4% 5,353.5
Range 38.0 49.0 11.0 28.9% 198.0
ATR 83.5 81.0 -2.5 -2.9% 0.0
Volume 0 38,782 38,782 331,919
Daily Pivots for day following 31-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,518.0 5,488.5 5,388.5
R3 5,469.0 5,439.5 5,375.0
R2 5,420.0 5,420.0 5,370.5
R1 5,390.5 5,390.5 5,366.0 5,381.0
PP 5,371.0 5,371.0 5,371.0 5,366.0
S1 5,341.5 5,341.5 5,357.0 5,332.0
S2 5,322.0 5,322.0 5,352.5
S3 5,273.0 5,292.5 5,348.0
S4 5,224.0 5,243.5 5,334.5
Weekly Pivots for week ending 25-Dec-2009
Classic Woodie Camarilla DeMark
R4 5,888.0 5,819.0 5,462.5
R3 5,690.0 5,621.0 5,408.0
R2 5,492.0 5,492.0 5,390.0
R1 5,423.0 5,423.0 5,371.5 5,457.5
PP 5,294.0 5,294.0 5,294.0 5,311.5
S1 5,225.0 5,225.0 5,335.5 5,259.5
S2 5,096.0 5,096.0 5,317.0
S3 4,898.0 5,027.0 5,299.0
S4 4,700.0 4,829.0 5,244.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,413.5 5,165.5 248.0 4.6% 55.5 1.0% 79% False False 74,140
10 5,413.5 5,140.0 273.5 5.1% 66.5 1.2% 81% False False 109,399
20 5,413.5 5,135.0 278.5 5.2% 71.5 1.3% 81% False False 58,273
40 5,413.5 4,915.0 498.5 9.3% 68.5 1.3% 90% False False 29,572
60 5,413.5 4,901.5 512.0 9.5% 65.5 1.2% 90% False False 19,897
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 12.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,608.0
2.618 5,528.5
1.618 5,479.5
1.000 5,449.0
0.618 5,430.5
HIGH 5,400.0
0.618 5,381.5
0.500 5,375.5
0.382 5,369.5
LOW 5,351.0
0.618 5,320.5
1.000 5,302.0
1.618 5,271.5
2.618 5,222.5
4.250 5,143.0
Fisher Pivots for day following 31-Dec-2009
Pivot 1 day 3 day
R1 5,375.5 5,371.0
PP 5,371.0 5,368.0
S1 5,366.0 5,365.0

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

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