FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 13-Jan-2011
Day Change Summary
Previous Current
12-Jan-2011 13-Jan-2011 Change Change % Previous Week
Open 5,966.0 6,003.5 37.5 0.6% 5,908.5
High 6,016.0 6,016.5 0.5 0.0% 6,050.0
Low 5,965.0 5,963.5 -1.5 0.0% 5,908.0
Close 6,002.5 5,977.0 -25.5 -0.4% 5,943.5
Range 51.0 53.0 2.0 3.9% 142.0
ATR 67.1 66.1 -1.0 -1.5% 0.0
Volume 106,078 104,456 -1,622 -1.5% 453,616
Daily Pivots for day following 13-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,144.5 6,114.0 6,006.0
R3 6,091.5 6,061.0 5,991.5
R2 6,038.5 6,038.5 5,986.5
R1 6,008.0 6,008.0 5,982.0 5,997.0
PP 5,985.5 5,985.5 5,985.5 5,980.0
S1 5,955.0 5,955.0 5,972.0 5,944.0
S2 5,932.5 5,932.5 5,967.5
S3 5,879.5 5,902.0 5,962.5
S4 5,826.5 5,849.0 5,948.0
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 6,016.5 5,897.5 119.0 2.0% 57.5 1.0% 67% True False 101,400
10 6,050.0 5,875.0 175.0 2.9% 70.5 1.2% 58% False False 91,372
20 6,050.0 5,810.5 239.5 4.0% 58.5 1.0% 70% False False 86,999
40 6,050.0 5,482.0 568.0 9.5% 69.5 1.2% 87% False False 51,197
60 6,050.0 5,482.0 568.0 9.5% 64.5 1.1% 87% False False 34,204
80 6,050.0 5,410.0 640.0 10.7% 58.5 1.0% 89% False False 25,669
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,242.0
2.618 6,155.5
1.618 6,102.5
1.000 6,069.5
0.618 6,049.5
HIGH 6,016.5
0.618 5,996.5
0.500 5,990.0
0.382 5,983.5
LOW 5,963.5
0.618 5,930.5
1.000 5,910.5
1.618 5,877.5
2.618 5,824.5
4.250 5,738.0
Fisher Pivots for day following 13-Jan-2011
Pivot 1 day 3 day
R1 5,990.0 5,977.0
PP 5,985.5 5,976.5
S1 5,981.5 5,976.5

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

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