FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 22-Nov-2010
Day Change Summary
Previous Current
19-Nov-2010 22-Nov-2010 Change Change % Previous Week
Open 5,719.5 5,742.0 22.5 0.4% 5,742.5
High 5,719.5 5,742.0 22.5 0.4% 5,784.0
Low 5,656.5 5,609.0 -47.5 -0.8% 5,615.5
Close 5,685.5 5,645.0 -40.5 -0.7% 5,685.5
Range 63.0 133.0 70.0 111.1% 168.5
ATR 66.4 71.1 4.8 7.2% 0.0
Volume 25 5,381 5,356 21,424.0% 447
Daily Pivots for day following 22-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,064.5 5,987.5 5,718.0
R3 5,931.5 5,854.5 5,681.5
R2 5,798.5 5,798.5 5,669.5
R1 5,721.5 5,721.5 5,657.0 5,693.5
PP 5,665.5 5,665.5 5,665.5 5,651.0
S1 5,588.5 5,588.5 5,633.0 5,560.5
S2 5,532.5 5,532.5 5,620.5
S3 5,399.5 5,455.5 5,608.5
S4 5,266.5 5,322.5 5,572.0
Weekly Pivots for week ending 19-Nov-2010
Classic Woodie Camarilla DeMark
R4 6,200.5 6,111.5 5,778.0
R3 6,032.0 5,943.0 5,732.0
R2 5,863.5 5,863.5 5,716.5
R1 5,774.5 5,774.5 5,701.0 5,735.0
PP 5,695.0 5,695.0 5,695.0 5,675.0
S1 5,606.0 5,606.0 5,670.0 5,566.0
S2 5,526.5 5,526.5 5,654.5
S3 5,358.0 5,437.5 5,639.0
S4 5,189.5 5,269.0 5,593.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,742.0 5,609.0 133.0 2.4% 82.0 1.4% 27% True True 1,157
10 5,846.0 5,609.0 237.0 4.2% 72.0 1.3% 15% False True 662
20 5,846.0 5,576.0 270.0 4.8% 65.0 1.2% 26% False False 410
40 5,846.0 5,442.0 404.0 7.2% 52.5 0.9% 50% False False 274
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.2
Widest range in 46 trading days
Fibonacci Retracements and Extensions
4.250 6,307.0
2.618 6,090.0
1.618 5,957.0
1.000 5,875.0
0.618 5,824.0
HIGH 5,742.0
0.618 5,691.0
0.500 5,675.5
0.382 5,660.0
LOW 5,609.0
0.618 5,527.0
1.000 5,476.0
1.618 5,394.0
2.618 5,261.0
4.250 5,044.0
Fisher Pivots for day following 22-Nov-2010
Pivot 1 day 3 day
R1 5,675.5 5,675.5
PP 5,665.5 5,665.5
S1 5,655.0 5,655.0

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

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