FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 04-Jan-2010
Day Change Summary
Previous Current
31-Dec-2009 04-Jan-2010 Change Change % Previous Week
Open 5,399.5 5,369.0 -30.5 -0.6% 5,409.0
High 5,400.0 5,467.0 67.0 1.2% 5,413.5
Low 5,351.0 5,365.0 14.0 0.3% 5,351.0
Close 5,361.5 5,456.5 95.0 1.8% 5,361.5
Range 49.0 102.0 53.0 108.2% 62.5
ATR 81.0 82.7 1.8 2.2% 0.0
Volume 38,782 20,500 -18,282 -47.1% 38,782
Daily Pivots for day following 04-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,735.5 5,698.0 5,512.5
R3 5,633.5 5,596.0 5,484.5
R2 5,531.5 5,531.5 5,475.0
R1 5,494.0 5,494.0 5,466.0 5,513.0
PP 5,429.5 5,429.5 5,429.5 5,439.0
S1 5,392.0 5,392.0 5,447.0 5,411.0
S2 5,327.5 5,327.5 5,438.0
S3 5,225.5 5,290.0 5,428.5
S4 5,123.5 5,188.0 5,400.5
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 5,467.0 5,306.0 161.0 3.0% 53.0 1.0% 93% True False 33,847
10 5,467.0 5,140.0 327.0 6.0% 73.0 1.3% 97% True False 108,352
20 5,467.0 5,135.0 332.0 6.1% 73.5 1.3% 97% True False 59,272
40 5,467.0 4,915.0 552.0 10.1% 69.0 1.3% 98% True False 30,079
60 5,467.0 4,915.0 552.0 10.1% 67.0 1.2% 98% True False 20,238
80 5,467.0 4,864.0 603.0 11.1% 60.5 1.1% 98% True False 15,230
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 11.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,900.5
2.618 5,734.0
1.618 5,632.0
1.000 5,569.0
0.618 5,530.0
HIGH 5,467.0
0.618 5,428.0
0.500 5,416.0
0.382 5,404.0
LOW 5,365.0
0.618 5,302.0
1.000 5,263.0
1.618 5,200.0
2.618 5,098.0
4.250 4,931.5
Fisher Pivots for day following 04-Jan-2010
Pivot 1 day 3 day
R1 5,443.0 5,440.5
PP 5,429.5 5,425.0
S1 5,416.0 5,409.0

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

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