FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 12-Jan-2010
Day Change Summary
Previous Current
11-Jan-2010 12-Jan-2010 Change Change % Previous Week
Open 5,520.5 5,497.5 -23.0 -0.4% 5,369.0
High 5,559.5 5,506.5 -53.0 -1.0% 5,510.0
Low 5,484.5 5,416.5 -68.0 -1.2% 5,365.0
Close 5,488.5 5,456.0 -32.5 -0.6% 5,490.0
Range 75.0 90.0 15.0 20.0% 145.0
ATR 74.8 75.9 1.1 1.5% 0.0
Volume 81,854 80,956 -898 -1.1% 310,912
Daily Pivots for day following 12-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,729.5 5,683.0 5,505.5
R3 5,639.5 5,593.0 5,481.0
R2 5,549.5 5,549.5 5,472.5
R1 5,503.0 5,503.0 5,464.0 5,481.0
PP 5,459.5 5,459.5 5,459.5 5,449.0
S1 5,413.0 5,413.0 5,448.0 5,391.0
S2 5,369.5 5,369.5 5,439.5
S3 5,279.5 5,323.0 5,431.0
S4 5,189.5 5,233.0 5,406.5
Weekly Pivots for week ending 08-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,890.0 5,835.0 5,570.0
R3 5,745.0 5,690.0 5,530.0
R2 5,600.0 5,600.0 5,516.5
R1 5,545.0 5,545.0 5,503.5 5,572.5
PP 5,455.0 5,455.0 5,455.0 5,469.0
S1 5,400.0 5,400.0 5,476.5 5,427.5
S2 5,310.0 5,310.0 5,463.5
S3 5,165.0 5,255.0 5,450.0
S4 5,020.0 5,110.0 5,410.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,559.5 5,416.5 143.0 2.6% 63.0 1.2% 28% False True 75,095
10 5,559.5 5,329.0 230.5 4.2% 59.5 1.1% 55% False False 55,827
20 5,559.5 5,135.0 424.5 7.8% 66.0 1.2% 76% False False 81,484
40 5,559.5 5,061.0 498.5 9.1% 69.0 1.3% 79% False False 41,312
60 5,559.5 4,915.0 644.5 11.8% 69.0 1.3% 84% False False 27,783
80 5,559.5 4,884.5 675.0 12.4% 62.5 1.1% 85% False False 20,885
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 11.2
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,889.0
2.618 5,742.0
1.618 5,652.0
1.000 5,596.5
0.618 5,562.0
HIGH 5,506.5
0.618 5,472.0
0.500 5,461.5
0.382 5,451.0
LOW 5,416.5
0.618 5,361.0
1.000 5,326.5
1.618 5,271.0
2.618 5,181.0
4.250 5,034.0
Fisher Pivots for day following 12-Jan-2010
Pivot 1 day 3 day
R1 5,461.5 5,488.0
PP 5,459.5 5,477.5
S1 5,458.0 5,466.5

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

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