FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 17-Jan-2011
Day Change Summary
Previous Current
14-Jan-2011 17-Jan-2011 Change Change % Previous Week
Open 5,973.0 5,980.0 7.0 0.1% 5,940.5
High 5,996.0 5,982.5 -13.5 -0.2% 6,016.5
Low 5,906.0 5,933.0 27.0 0.5% 5,897.5
Close 5,959.0 5,942.5 -16.5 -0.3% 5,959.0
Range 90.0 49.5 -40.5 -45.0% 119.0
ATR 67.8 66.5 -1.3 -1.9% 0.0
Volume 98,751 51,693 -47,058 -47.7% 493,467
Daily Pivots for day following 17-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,101.0 6,071.5 5,969.5
R3 6,051.5 6,022.0 5,956.0
R2 6,002.0 6,002.0 5,951.5
R1 5,972.5 5,972.5 5,947.0 5,962.5
PP 5,952.5 5,952.5 5,952.5 5,948.0
S1 5,923.0 5,923.0 5,938.0 5,913.0
S2 5,903.0 5,903.0 5,933.5
S3 5,853.5 5,873.5 5,929.0
S4 5,804.0 5,824.0 5,915.5
Weekly Pivots for week ending 14-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,314.5 6,256.0 6,024.5
R3 6,195.5 6,137.0 5,991.5
R2 6,076.5 6,076.5 5,981.0
R1 6,018.0 6,018.0 5,970.0 6,047.0
PP 5,957.5 5,957.5 5,957.5 5,972.5
S1 5,899.0 5,899.0 5,948.0 5,928.0
S2 5,838.5 5,838.5 5,937.0
S3 5,719.5 5,780.0 5,926.5
S4 5,600.5 5,661.0 5,893.5
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 5,906.0 110.5 1.9% 61.5 1.0% 33% False False 90,999
10 6,050.0 5,897.5 152.5 2.6% 71.5 1.2% 30% False False 99,877
20 6,050.0 5,821.0 229.0 3.9% 61.0 1.0% 53% False False 75,549
40 6,050.0 5,482.0 568.0 9.6% 69.0 1.2% 81% False False 54,955
60 6,050.0 5,482.0 568.0 9.6% 65.5 1.1% 81% False False 36,710
80 6,050.0 5,410.0 640.0 10.8% 59.0 1.0% 83% False False 27,545
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.3
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,193.0
2.618 6,112.0
1.618 6,062.5
1.000 6,032.0
0.618 6,013.0
HIGH 5,982.5
0.618 5,963.5
0.500 5,958.0
0.382 5,952.0
LOW 5,933.0
0.618 5,902.5
1.000 5,883.5
1.618 5,853.0
2.618 5,803.5
4.250 5,722.5
Fisher Pivots for day following 17-Jan-2011
Pivot 1 day 3 day
R1 5,958.0 5,961.0
PP 5,952.5 5,955.0
S1 5,947.5 5,949.0

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

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