FTSE 100 Index Future March 2010


Trading Metrics calculated at close of trading on 21-Jan-2010
Day Change Summary
Previous Current
20-Jan-2010 21-Jan-2010 Change Change % Previous Week
Open 5,451.0 5,414.0 -37.0 -0.7% 5,520.5
High 5,470.0 5,427.0 -43.0 -0.8% 5,559.5
Low 5,360.5 5,245.5 -115.0 -2.1% 5,400.0
Close 5,378.5 5,295.0 -83.5 -1.6% 5,407.0
Range 109.5 181.5 72.0 65.8% 159.5
ATR 80.7 87.9 7.2 8.9% 0.0
Volume 107,500 130,944 23,444 21.8% 419,555
Daily Pivots for day following 21-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,867.0 5,762.5 5,395.0
R3 5,685.5 5,581.0 5,345.0
R2 5,504.0 5,504.0 5,328.5
R1 5,399.5 5,399.5 5,311.5 5,361.0
PP 5,322.5 5,322.5 5,322.5 5,303.0
S1 5,218.0 5,218.0 5,278.5 5,179.5
S2 5,141.0 5,141.0 5,261.5
S3 4,959.5 5,036.5 5,245.0
S4 4,778.0 4,855.0 5,195.0
Weekly Pivots for week ending 15-Jan-2010
Classic Woodie Camarilla DeMark
R4 5,934.0 5,830.0 5,494.5
R3 5,774.5 5,670.5 5,451.0
R2 5,615.0 5,615.0 5,436.0
R1 5,511.0 5,511.0 5,421.5 5,483.0
PP 5,455.5 5,455.5 5,455.5 5,441.5
S1 5,351.5 5,351.5 5,392.5 5,324.0
S2 5,296.0 5,296.0 5,378.0
S3 5,136.5 5,192.0 5,363.0
S4 4,977.0 5,032.5 5,319.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,509.0 5,245.5 263.5 5.0% 111.5 2.1% 19% False True 86,817
10 5,559.5 5,245.5 314.0 5.9% 90.0 1.7% 16% False True 83,560
20 5,559.5 5,140.0 419.5 7.9% 79.5 1.5% 37% False False 83,336
40 5,559.5 5,061.0 498.5 9.4% 78.5 1.5% 47% False False 54,747
60 5,559.5 4,915.0 644.5 12.2% 74.0 1.4% 59% False False 36,787
80 5,559.5 4,884.5 675.0 12.7% 68.0 1.3% 61% False False 27,645
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 23.8
Widest range in 93 trading days
Fibonacci Retracements and Extensions
4.250 6,198.5
2.618 5,902.0
1.618 5,720.5
1.000 5,608.5
0.618 5,539.0
HIGH 5,427.0
0.618 5,357.5
0.500 5,336.0
0.382 5,315.0
LOW 5,245.5
0.618 5,133.5
1.000 5,064.0
1.618 4,952.0
2.618 4,770.5
4.250 4,474.0
Fisher Pivots for day following 21-Jan-2010
Pivot 1 day 3 day
R1 5,336.0 5,371.0
PP 5,322.5 5,345.5
S1 5,309.0 5,320.5

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

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