FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 31-Jan-2011
Day Change Summary
Previous Current
28-Jan-2011 31-Jan-2011 Change Change % Previous Week
Open 5,930.0 5,800.0 -130.0 -2.2% 5,863.0
High 5,930.5 5,848.0 -82.5 -1.4% 5,968.5
Low 5,806.0 5,777.0 -29.0 -0.5% 5,806.0
Close 5,850.5 5,833.0 -17.5 -0.3% 5,850.5
Range 124.5 71.0 -53.5 -43.0% 162.5
ATR 77.5 77.2 -0.3 -0.4% 0.0
Volume 130,677 119,698 -10,979 -8.4% 488,232
Daily Pivots for day following 31-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,032.5 6,003.5 5,872.0
R3 5,961.5 5,932.5 5,852.5
R2 5,890.5 5,890.5 5,846.0
R1 5,861.5 5,861.5 5,839.5 5,876.0
PP 5,819.5 5,819.5 5,819.5 5,826.5
S1 5,790.5 5,790.5 5,826.5 5,805.0
S2 5,748.5 5,748.5 5,820.0
S3 5,677.5 5,719.5 5,813.5
S4 5,606.5 5,648.5 5,794.0
Weekly Pivots for week ending 28-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,362.5 6,269.0 5,940.0
R3 6,200.0 6,106.5 5,895.0
R2 6,037.5 6,037.5 5,880.5
R1 5,944.0 5,944.0 5,865.5 5,909.5
PP 5,875.0 5,875.0 5,875.0 5,858.0
S1 5,781.5 5,781.5 5,835.5 5,747.0
S2 5,712.5 5,712.5 5,820.5
S3 5,550.0 5,619.0 5,806.0
S4 5,387.5 5,456.5 5,761.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,968.5 5,777.0 191.5 3.3% 79.0 1.4% 29% False True 104,119
10 6,042.5 5,777.0 265.5 4.6% 86.5 1.5% 21% False True 108,653
20 6,050.0 5,777.0 273.0 4.7% 79.0 1.4% 21% False True 104,265
40 6,050.0 5,612.0 438.0 7.5% 67.5 1.2% 50% False False 81,842
60 6,050.0 5,482.0 568.0 9.7% 71.0 1.2% 62% False False 54,763
80 6,050.0 5,482.0 568.0 9.7% 64.5 1.1% 62% False False 41,122
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 9.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,150.0
2.618 6,034.0
1.618 5,963.0
1.000 5,919.0
0.618 5,892.0
HIGH 5,848.0
0.618 5,821.0
0.500 5,812.5
0.382 5,804.0
LOW 5,777.0
0.618 5,733.0
1.000 5,706.0
1.618 5,662.0
2.618 5,591.0
4.250 5,475.0
Fisher Pivots for day following 31-Jan-2011
Pivot 1 day 3 day
R1 5,826.0 5,869.0
PP 5,819.5 5,857.0
S1 5,812.5 5,845.0

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

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