FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 25-Jan-2011
Day Change Summary
Previous Current
24-Jan-2011 25-Jan-2011 Change Change % Previous Week
Open 5,863.0 5,927.0 64.0 1.1% 5,980.0
High 5,922.5 5,933.0 10.5 0.2% 6,042.5
Low 5,848.0 5,865.0 17.0 0.3% 5,824.0
Close 5,910.5 5,882.5 -28.0 -0.5% 5,862.0
Range 74.5 68.0 -6.5 -8.7% 218.5
ATR 75.4 74.8 -0.5 -0.7% 0.0
Volume 87,332 97,444 10,112 11.6% 530,299
Daily Pivots for day following 25-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,097.5 6,058.0 5,920.0
R3 6,029.5 5,990.0 5,901.0
R2 5,961.5 5,961.5 5,895.0
R1 5,922.0 5,922.0 5,888.5 5,908.0
PP 5,893.5 5,893.5 5,893.5 5,886.5
S1 5,854.0 5,854.0 5,876.5 5,840.0
S2 5,825.5 5,825.5 5,870.0
S3 5,757.5 5,786.0 5,864.0
S4 5,689.5 5,718.0 5,845.0
Weekly Pivots for week ending 21-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,565.0 6,432.0 5,982.0
R3 6,346.5 6,213.5 5,922.0
R2 6,128.0 6,128.0 5,902.0
R1 5,995.0 5,995.0 5,882.0 5,952.0
PP 5,909.5 5,909.5 5,909.5 5,888.0
S1 5,776.5 5,776.5 5,842.0 5,734.0
S2 5,691.0 5,691.0 5,822.0
S3 5,472.5 5,558.0 5,802.0
S4 5,254.0 5,339.5 5,742.0
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% 91.0 1.6% 27% False False 111,216
10 6,042.5 5,824.0 218.5 3.7% 78.5 1.3% 27% False False 102,436
20 6,050.0 5,824.0 226.0 3.8% 73.0 1.2% 26% False False 88,910
40 6,050.0 5,482.0 568.0 9.7% 70.5 1.2% 71% False False 71,366
60 6,050.0 5,482.0 568.0 9.7% 69.0 1.2% 71% False False 47,732
80 6,050.0 5,482.0 568.0 9.7% 62.5 1.1% 71% False False 35,836
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 True
Stretch 8.4
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,222.0
2.618 6,111.0
1.618 6,043.0
1.000 6,001.0
0.618 5,975.0
HIGH 5,933.0
0.618 5,907.0
0.500 5,899.0
0.382 5,891.0
LOW 5,865.0
0.618 5,823.0
1.000 5,797.0
1.618 5,755.0
2.618 5,687.0
4.250 5,576.0
Fisher Pivots for day following 25-Jan-2011
Pivot 1 day 3 day
R1 5,899.0 5,883.0
PP 5,893.5 5,883.0
S1 5,888.0 5,882.5

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

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