FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 21-Dec-2010
Day Change Summary
Previous Current
20-Dec-2010 21-Dec-2010 Change Change % Previous Week
Open 5,838.5 5,861.0 22.5 0.4% 5,792.0
High 5,882.0 5,920.0 38.0 0.6% 5,872.5
Low 5,827.0 5,857.0 30.0 0.5% 5,791.5
Close 5,857.0 5,907.0 50.0 0.9% 5,827.5
Range 55.0 63.0 8.0 14.5% 81.0
ATR 68.1 67.7 -0.4 -0.5% 0.0
Volume 68,024 48,234 -19,790 -29.1% 706,797
Daily Pivots for day following 21-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,083.5 6,058.5 5,941.5
R3 6,020.5 5,995.5 5,924.5
R2 5,957.5 5,957.5 5,918.5
R1 5,932.5 5,932.5 5,913.0 5,945.0
PP 5,894.5 5,894.5 5,894.5 5,901.0
S1 5,869.5 5,869.5 5,901.0 5,882.0
S2 5,831.5 5,831.5 5,895.5
S3 5,768.5 5,806.5 5,889.5
S4 5,705.5 5,743.5 5,872.5
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,073.5 6,031.5 5,872.0
R3 5,992.5 5,950.5 5,850.0
R2 5,911.5 5,911.5 5,842.5
R1 5,869.5 5,869.5 5,835.0 5,890.5
PP 5,830.5 5,830.5 5,830.5 5,841.0
S1 5,788.5 5,788.5 5,820.0 5,809.5
S2 5,749.5 5,749.5 5,812.5
S3 5,668.5 5,707.5 5,805.0
S4 5,587.5 5,626.5 5,783.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,920.0 5,819.5 100.5 1.7% 51.0 0.9% 87% True False 97,581
10 5,920.0 5,730.0 190.0 3.2% 50.0 0.8% 93% True False 95,526
20 5,920.0 5,482.0 438.0 7.4% 71.0 1.2% 97% True False 50,060
40 5,920.0 5,482.0 438.0 7.4% 67.5 1.1% 97% True False 25,238
60 5,920.0 5,482.0 438.0 7.4% 59.0 1.0% 97% True False 16,872
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 10.3
Widest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 6,188.0
2.618 6,085.0
1.618 6,022.0
1.000 5,983.0
0.618 5,959.0
HIGH 5,920.0
0.618 5,896.0
0.500 5,888.5
0.382 5,881.0
LOW 5,857.0
0.618 5,818.0
1.000 5,794.0
1.618 5,755.0
2.618 5,692.0
4.250 5,589.0
Fisher Pivots for day following 21-Dec-2010
Pivot 1 day 3 day
R1 5,901.0 5,895.0
PP 5,894.5 5,882.5
S1 5,888.5 5,870.5

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

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