FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 18-Jan-2011
Day Change Summary
Previous Current
17-Jan-2011 18-Jan-2011 Change Change % Previous Week
Open 5,980.0 5,949.5 -30.5 -0.5% 5,940.5
High 5,982.5 6,033.5 51.0 0.9% 6,016.5
Low 5,933.0 5,949.5 16.5 0.3% 5,897.5
Close 5,942.5 6,019.5 77.0 1.3% 5,959.0
Range 49.5 84.0 34.5 69.7% 119.0
ATR 66.5 68.3 1.7 2.6% 0.0
Volume 51,693 107,302 55,609 107.6% 493,467
Daily Pivots for day following 18-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,253.0 6,220.0 6,065.5
R3 6,169.0 6,136.0 6,042.5
R2 6,085.0 6,085.0 6,035.0
R1 6,052.0 6,052.0 6,027.0 6,068.5
PP 6,001.0 6,001.0 6,001.0 6,009.0
S1 5,968.0 5,968.0 6,012.0 5,984.5
S2 5,917.0 5,917.0 6,004.0
S3 5,833.0 5,884.0 5,996.5
S4 5,749.0 5,800.0 5,973.5
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 6,033.5 5,906.0 127.5 2.1% 65.5 1.1% 89% True False 93,656
10 6,050.0 5,897.5 152.5 2.5% 69.5 1.2% 80% False False 98,552
20 6,050.0 5,821.0 229.0 3.8% 62.5 1.0% 87% False False 75,522
40 6,050.0 5,482.0 568.0 9.4% 69.5 1.2% 95% False False 57,632
60 6,050.0 5,482.0 568.0 9.4% 66.0 1.1% 95% False False 38,469
80 6,050.0 5,442.0 608.0 10.1% 59.0 1.0% 95% False False 28,886
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 14.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,390.5
2.618 6,253.5
1.618 6,169.5
1.000 6,117.5
0.618 6,085.5
HIGH 6,033.5
0.618 6,001.5
0.500 5,991.5
0.382 5,981.5
LOW 5,949.5
0.618 5,897.5
1.000 5,865.5
1.618 5,813.5
2.618 5,729.5
4.250 5,592.5
Fisher Pivots for day following 18-Jan-2011
Pivot 1 day 3 day
R1 6,010.0 6,003.0
PP 6,001.0 5,986.5
S1 5,991.5 5,970.0

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

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