FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 06-Jan-2010
Day Change Summary
Previous Current
05-Jan-2010 06-Jan-2010 Change Change % Previous Week
Open 5,451.5 5,488.0 36.5 0.7% 5,409.0
High 5,495.0 5,495.5 0.5 0.0% 5,413.5
Low 5,438.5 5,456.5 18.0 0.3% 5,351.0
Close 5,477.0 5,485.5 8.5 0.2% 5,361.5
Range 56.5 39.0 -17.5 -31.0% 62.5
ATR 80.9 77.9 -3.0 -3.7% 0.0
Volume 77,744 81,174 3,430 4.4% 38,782
Daily Pivots for day following 06-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,596.0 5,580.0 5,507.0
R3 5,557.0 5,541.0 5,496.0
R2 5,518.0 5,518.0 5,492.5
R1 5,502.0 5,502.0 5,489.0 5,490.5
PP 5,479.0 5,479.0 5,479.0 5,473.5
S1 5,463.0 5,463.0 5,482.0 5,451.5
S2 5,440.0 5,440.0 5,478.5
S3 5,401.0 5,424.0 5,475.0
S4 5,362.0 5,385.0 5,464.0
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 5,495.5 5,351.0 144.5 2.6% 57.0 1.0% 93% True False 43,640
10 5,495.5 5,140.0 355.5 6.5% 69.5 1.3% 97% True False 83,112
20 5,495.5 5,135.0 360.5 6.6% 70.5 1.3% 97% True False 67,104
40 5,495.5 5,002.5 493.0 9.0% 68.5 1.3% 98% True False 34,012
60 5,495.5 4,915.0 580.5 10.6% 67.0 1.2% 98% True False 22,885
80 5,495.5 4,884.5 611.0 11.1% 61.0 1.1% 98% True False 17,211
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,661.0
2.618 5,597.5
1.618 5,558.5
1.000 5,534.5
0.618 5,519.5
HIGH 5,495.5
0.618 5,480.5
0.500 5,476.0
0.382 5,471.5
LOW 5,456.5
0.618 5,432.5
1.000 5,417.5
1.618 5,393.5
2.618 5,354.5
4.250 5,291.0
Fisher Pivots for day following 06-Jan-2010
Pivot 1 day 3 day
R1 5,482.5 5,467.0
PP 5,479.0 5,448.5
S1 5,476.0 5,430.0

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

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