FTSE 100 Index Future June 2010


Trading Metrics calculated at close of trading on 12-Mar-2010
Day Change Summary
Previous Current
11-Mar-2010 12-Mar-2010 Change Change % Previous Week
Open 5,570.0 5,575.0 5.0 0.1% 5,557.0
High 5,590.0 5,594.5 4.5 0.1% 5,594.5
Low 5,541.5 5,560.0 18.5 0.3% 5,501.5
Close 5,561.0 5,577.5 16.5 0.3% 5,577.5
Range 48.5 34.5 -14.0 -28.9% 93.0
ATR 63.4 61.4 -2.1 -3.3% 0.0
Volume 32,936 96,985 64,049 194.5% 139,710
Daily Pivots for day following 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,681.0 5,663.5 5,596.5
R3 5,646.5 5,629.0 5,587.0
R2 5,612.0 5,612.0 5,584.0
R1 5,594.5 5,594.5 5,580.5 5,603.0
PP 5,577.5 5,577.5 5,577.5 5,581.5
S1 5,560.0 5,560.0 5,574.5 5,569.0
S2 5,543.0 5,543.0 5,571.0
S3 5,508.5 5,525.5 5,568.0
S4 5,474.0 5,491.0 5,558.5
Weekly Pivots for week ending 12-Mar-2010
Classic Woodie Camarilla DeMark
R4 5,837.0 5,800.0 5,628.5
R3 5,744.0 5,707.0 5,603.0
R2 5,651.0 5,651.0 5,594.5
R1 5,614.0 5,614.0 5,586.0 5,632.5
PP 5,558.0 5,558.0 5,558.0 5,567.0
S1 5,521.0 5,521.0 5,569.0 5,539.5
S2 5,465.0 5,465.0 5,560.5
S3 5,372.0 5,428.0 5,552.0
S4 5,279.0 5,335.0 5,526.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,594.5 5,501.5 93.0 1.7% 48.0 0.9% 82% True False 27,942
10 5,594.5 5,298.0 296.5 5.3% 53.5 1.0% 94% True False 14,774
20 5,594.5 5,084.0 510.5 9.2% 57.0 1.0% 97% True False 7,439
40 5,594.5 4,947.0 647.5 11.6% 49.5 0.9% 97% True False 3,820
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.2
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,741.0
2.618 5,685.0
1.618 5,650.5
1.000 5,629.0
0.618 5,616.0
HIGH 5,594.5
0.618 5,581.5
0.500 5,577.0
0.382 5,573.0
LOW 5,560.0
0.618 5,538.5
1.000 5,525.5
1.618 5,504.0
2.618 5,469.5
4.250 5,413.5
Fisher Pivots for day following 12-Mar-2010
Pivot 1 day 3 day
R1 5,577.5 5,572.5
PP 5,577.5 5,567.5
S1 5,577.0 5,563.0

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

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