FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 06-Jan-2011
Day Change Summary
Previous Current
05-Jan-2011 06-Jan-2011 Change Change % Previous Week
Open 5,975.0 6,000.0 25.0 0.4% 5,942.5
High 6,011.0 6,050.0 39.0 0.6% 5,983.5
Low 5,922.0 5,954.0 32.0 0.5% 5,875.0
Close 5,993.0 5,977.0 -16.0 -0.3% 5,893.0
Range 89.0 96.0 7.0 7.9% 108.5
ATR 66.8 68.9 2.1 3.1% 0.0
Volume 110,046 110,729 683 0.6% 111,509
Daily Pivots for day following 06-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,281.5 6,225.5 6,030.0
R3 6,185.5 6,129.5 6,003.5
R2 6,089.5 6,089.5 5,994.5
R1 6,033.5 6,033.5 5,986.0 6,013.5
PP 5,993.5 5,993.5 5,993.5 5,984.0
S1 5,937.5 5,937.5 5,968.0 5,917.5
S2 5,897.5 5,897.5 5,959.5
S3 5,801.5 5,841.5 5,950.5
S4 5,705.5 5,745.5 5,924.0
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,242.5 6,176.5 5,952.5
R3 6,134.0 6,068.0 5,923.0
R2 6,025.5 6,025.5 5,913.0
R1 5,959.5 5,959.5 5,903.0 5,938.0
PP 5,917.0 5,917.0 5,917.0 5,906.5
S1 5,851.0 5,851.0 5,883.0 5,830.0
S2 5,808.5 5,808.5 5,873.0
S3 5,700.0 5,742.5 5,863.0
S4 5,591.5 5,634.0 5,833.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,050.0 5,875.0 175.0 2.9% 83.0 1.4% 58% True False 81,344
10 6,050.0 5,857.0 193.0 3.2% 64.0 1.1% 62% True False 58,201
20 6,050.0 5,730.0 320.0 5.4% 57.5 1.0% 77% True False 75,746
40 6,050.0 5,482.0 568.0 9.5% 70.0 1.2% 87% True False 38,543
60 6,050.0 5,482.0 568.0 9.5% 62.5 1.0% 87% True False 25,763
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 17.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,458.0
2.618 6,301.5
1.618 6,205.5
1.000 6,146.0
0.618 6,109.5
HIGH 6,050.0
0.618 6,013.5
0.500 6,002.0
0.382 5,990.5
LOW 5,954.0
0.618 5,894.5
1.000 5,858.0
1.618 5,798.5
2.618 5,702.5
4.250 5,546.0
Fisher Pivots for day following 06-Jan-2011
Pivot 1 day 3 day
R1 6,002.0 5,979.0
PP 5,993.5 5,978.5
S1 5,985.5 5,977.5

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

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