FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 10-Jan-2011
Day Change Summary
Previous Current
07-Jan-2011 10-Jan-2011 Change Change % Previous Week
Open 5,970.0 5,940.5 -29.5 -0.5% 5,908.5
High 5,981.5 5,948.5 -33.0 -0.6% 6,050.0
Low 5,912.5 5,897.5 -15.0 -0.3% 5,908.0
Close 5,943.5 5,922.5 -21.0 -0.4% 5,943.5
Range 69.0 51.0 -18.0 -26.1% 142.0
ATR 68.9 67.6 -1.3 -1.9% 0.0
Volume 112,284 90,164 -22,120 -19.7% 453,616
Daily Pivots for day following 10-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,076.0 6,050.0 5,950.5
R3 6,025.0 5,999.0 5,936.5
R2 5,974.0 5,974.0 5,932.0
R1 5,948.0 5,948.0 5,927.0 5,935.5
PP 5,923.0 5,923.0 5,923.0 5,916.5
S1 5,897.0 5,897.0 5,918.0 5,884.5
S2 5,872.0 5,872.0 5,913.0
S3 5,821.0 5,846.0 5,908.5
S4 5,770.0 5,795.0 5,894.5
Weekly Pivots for week ending 07-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,393.0 6,310.5 6,021.5
R3 6,251.0 6,168.5 5,982.5
R2 6,109.0 6,109.0 5,969.5
R1 6,026.5 6,026.5 5,956.5 6,068.0
PP 5,967.0 5,967.0 5,967.0 5,988.0
S1 5,884.5 5,884.5 5,930.5 5,926.0
S2 5,825.0 5,825.0 5,917.5
S3 5,683.0 5,742.5 5,904.5
S4 5,541.0 5,600.5 5,865.5
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 5,897.5 152.5 2.6% 81.5 1.4% 16% False True 108,756
10 6,050.0 5,875.0 175.0 3.0% 63.0 1.1% 27% False False 69,250
20 6,050.0 5,757.0 293.0 4.9% 57.0 1.0% 56% False False 83,637
40 6,050.0 5,482.0 568.0 9.6% 70.5 1.2% 78% False False 43,601
60 6,050.0 5,482.0 568.0 9.6% 63.0 1.1% 78% False False 29,136
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 17.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,165.0
2.618 6,082.0
1.618 6,031.0
1.000 5,999.5
0.618 5,980.0
HIGH 5,948.5
0.618 5,929.0
0.500 5,923.0
0.382 5,917.0
LOW 5,897.5
0.618 5,866.0
1.000 5,846.5
1.618 5,815.0
2.618 5,764.0
4.250 5,681.0
Fisher Pivots for day following 10-Jan-2011
Pivot 1 day 3 day
R1 5,923.0 5,974.0
PP 5,923.0 5,956.5
S1 5,922.5 5,939.5

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

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