FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 15-Dec-2010
Day Change Summary
Previous Current
14-Dec-2010 15-Dec-2010 Change Change % Previous Week
Open 5,814.0 5,834.0 20.0 0.3% 5,726.0
High 5,864.0 5,862.5 -1.5 0.0% 5,810.0
Low 5,810.5 5,819.5 9.0 0.2% 5,690.5
Close 5,846.0 5,859.5 13.5 0.2% 5,771.5
Range 53.5 43.0 -10.5 -19.6% 119.5
ATR 74.8 72.6 -2.3 -3.0% 0.0
Volume 211,295 168,148 -43,147 -20.4% 162,101
Daily Pivots for day following 15-Dec-2010
Classic Woodie Camarilla DeMark
R4 5,976.0 5,961.0 5,883.0
R3 5,933.0 5,918.0 5,871.5
R2 5,890.0 5,890.0 5,867.5
R1 5,875.0 5,875.0 5,863.5 5,882.5
PP 5,847.0 5,847.0 5,847.0 5,851.0
S1 5,832.0 5,832.0 5,855.5 5,839.5
S2 5,804.0 5,804.0 5,851.5
S3 5,761.0 5,789.0 5,847.5
S4 5,718.0 5,746.0 5,836.0
Weekly Pivots for week ending 10-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,116.0 6,063.0 5,837.0
R3 5,996.5 5,943.5 5,804.5
R2 5,877.0 5,877.0 5,793.5
R1 5,824.0 5,824.0 5,782.5 5,850.5
PP 5,757.5 5,757.5 5,757.5 5,770.5
S1 5,704.5 5,704.5 5,760.5 5,731.0
S2 5,638.0 5,638.0 5,749.5
S3 5,518.5 5,585.0 5,738.5
S4 5,399.0 5,465.5 5,706.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,864.0 5,757.0 107.0 1.8% 46.0 0.8% 96% False False 123,352
10 5,864.0 5,612.0 252.0 4.3% 61.5 1.0% 98% False False 67,618
20 5,864.0 5,482.0 382.0 6.5% 77.0 1.3% 99% False False 34,362
40 5,864.0 5,482.0 382.0 6.5% 68.0 1.2% 99% False False 17,290
60 5,864.0 5,410.0 454.0 7.7% 58.5 1.0% 99% False False 11,544
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,045.0
2.618 5,975.0
1.618 5,932.0
1.000 5,905.5
0.618 5,889.0
HIGH 5,862.5
0.618 5,846.0
0.500 5,841.0
0.382 5,836.0
LOW 5,819.5
0.618 5,793.0
1.000 5,776.5
1.618 5,750.0
2.618 5,707.0
4.250 5,637.0
Fisher Pivots for day following 15-Dec-2010
Pivot 1 day 3 day
R1 5,853.5 5,849.0
PP 5,847.0 5,838.5
S1 5,841.0 5,828.0

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

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