FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 15-Nov-2010
Day Change Summary
Previous Current
12-Nov-2010 15-Nov-2010 Change Change % Previous Week
Open 5,740.0 5,742.5 2.5 0.0% 5,816.0
High 5,776.5 5,784.0 7.5 0.1% 5,846.0
Low 5,685.5 5,719.0 33.5 0.6% 5,685.5
Close 5,749.0 5,767.5 18.5 0.3% 5,749.0
Range 91.0 65.0 -26.0 -28.6% 160.5
ATR 59.5 59.9 0.4 0.7% 0.0
Volume 39 43 4 10.3% 812
Daily Pivots for day following 15-Nov-2010
Classic Woodie Camarilla DeMark
R4 5,952.0 5,924.5 5,803.0
R3 5,887.0 5,859.5 5,785.5
R2 5,822.0 5,822.0 5,779.5
R1 5,794.5 5,794.5 5,773.5 5,808.0
PP 5,757.0 5,757.0 5,757.0 5,763.5
S1 5,729.5 5,729.5 5,761.5 5,743.0
S2 5,692.0 5,692.0 5,755.5
S3 5,627.0 5,664.5 5,749.5
S4 5,562.0 5,599.5 5,732.0
Weekly Pivots for week ending 12-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,241.5 6,156.0 5,837.5
R3 6,081.0 5,995.5 5,793.0
R2 5,920.5 5,920.5 5,778.5
R1 5,835.0 5,835.0 5,763.5 5,797.5
PP 5,760.0 5,760.0 5,760.0 5,741.5
S1 5,674.5 5,674.5 5,734.5 5,637.0
S2 5,599.5 5,599.5 5,719.5
S3 5,439.0 5,514.0 5,705.0
S4 5,278.5 5,353.5 5,660.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,846.0 5,685.5 160.5 2.8% 62.0 1.1% 51% False False 168
10 5,846.0 5,654.0 192.0 3.3% 57.5 1.0% 59% False False 159
20 5,846.0 5,576.0 270.0 4.7% 55.0 1.0% 71% False False 216
40 5,846.0 5,410.0 436.0 7.6% 47.5 0.8% 82% False False 140
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,060.0
2.618 5,954.0
1.618 5,889.0
1.000 5,849.0
0.618 5,824.0
HIGH 5,784.0
0.618 5,759.0
0.500 5,751.5
0.382 5,744.0
LOW 5,719.0
0.618 5,679.0
1.000 5,654.0
1.618 5,614.0
2.618 5,549.0
4.250 5,443.0
Fisher Pivots for day following 15-Nov-2010
Pivot 1 day 3 day
R1 5,762.0 5,758.0
PP 5,757.0 5,748.5
S1 5,751.5 5,739.0

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

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