FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 20-Jan-2011
Day Change Summary
Previous Current
19-Jan-2011 20-Jan-2011 Change Change % Previous Week
Open 6,030.5 5,940.5 -90.0 -1.5% 5,940.5
High 6,042.5 5,944.5 -98.0 -1.6% 6,016.5
Low 5,919.0 5,824.0 -95.0 -1.6% 5,897.5
Close 5,939.0 5,830.0 -109.0 -1.8% 5,959.0
Range 123.5 120.5 -3.0 -2.4% 119.0
ATR 72.2 75.6 3.5 4.8% 0.0
Volume 101,937 149,992 48,055 47.1% 493,467
Daily Pivots for day following 20-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,227.5 6,149.5 5,896.5
R3 6,107.0 6,029.0 5,863.0
R2 5,986.5 5,986.5 5,852.0
R1 5,908.5 5,908.5 5,841.0 5,887.0
PP 5,866.0 5,866.0 5,866.0 5,855.5
S1 5,788.0 5,788.0 5,819.0 5,767.0
S2 5,745.5 5,745.5 5,808.0
S3 5,625.0 5,667.5 5,797.0
S4 5,504.5 5,547.0 5,763.5
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 6,042.5 5,824.0 218.5 3.7% 93.5 1.6% 3% False True 101,935
10 6,042.5 5,824.0 218.5 3.7% 75.5 1.3% 3% False True 101,667
20 6,050.0 5,824.0 226.0 3.9% 70.0 1.2% 3% False True 79,934
40 6,050.0 5,482.0 568.0 9.7% 71.0 1.2% 61% False False 63,795
60 6,050.0 5,482.0 568.0 9.7% 69.0 1.2% 61% False False 42,667
80 6,050.0 5,442.0 608.0 10.4% 62.0 1.1% 64% False False 32,035
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 7.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,456.5
2.618 6,260.0
1.618 6,139.5
1.000 6,065.0
0.618 6,019.0
HIGH 5,944.5
0.618 5,898.5
0.500 5,884.0
0.382 5,870.0
LOW 5,824.0
0.618 5,749.5
1.000 5,703.5
1.618 5,629.0
2.618 5,508.5
4.250 5,312.0
Fisher Pivots for day following 20-Jan-2011
Pivot 1 day 3 day
R1 5,884.0 5,933.0
PP 5,866.0 5,899.0
S1 5,848.0 5,864.5

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

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