FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 14-Feb-2011
Day Change Summary
Previous Current
11-Feb-2011 14-Feb-2011 Change Change % Previous Week
Open 6,004.0 6,052.0 48.0 0.8% 5,985.0
High 6,059.5 6,073.5 14.0 0.2% 6,077.0
Low 5,952.5 6,022.0 69.5 1.2% 5,952.5
Close 6,043.5 6,046.0 2.5 0.0% 6,043.5
Range 107.0 51.5 -55.5 -51.9% 124.5
ATR 75.9 74.1 -1.7 -2.3% 0.0
Volume 88,044 76,347 -11,697 -13.3% 430,331
Daily Pivots for day following 14-Feb-2011
Classic Woodie Camarilla DeMark
R4 6,201.5 6,175.5 6,074.5
R3 6,150.0 6,124.0 6,060.0
R2 6,098.5 6,098.5 6,055.5
R1 6,072.5 6,072.5 6,050.5 6,060.0
PP 6,047.0 6,047.0 6,047.0 6,041.0
S1 6,021.0 6,021.0 6,041.5 6,008.0
S2 5,995.5 5,995.5 6,036.5
S3 5,944.0 5,969.5 6,032.0
S4 5,892.5 5,918.0 6,017.5
Weekly Pivots for week ending 11-Feb-2011
Classic Woodie Camarilla DeMark
R4 6,398.0 6,345.0 6,112.0
R3 6,273.5 6,220.5 6,077.5
R2 6,149.0 6,149.0 6,066.5
R1 6,096.0 6,096.0 6,055.0 6,122.5
PP 6,024.5 6,024.5 6,024.5 6,037.5
S1 5,971.5 5,971.5 6,032.0 5,998.0
S2 5,900.0 5,900.0 6,020.5
S3 5,775.5 5,847.0 6,009.5
S4 5,651.0 5,722.5 5,975.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,077.0 5,952.5 124.5 2.1% 73.0 1.2% 75% False False 85,689
10 6,077.0 5,833.5 243.5 4.0% 68.5 1.1% 87% False False 86,321
20 6,077.0 5,777.0 300.0 5.0% 77.5 1.3% 90% False False 97,487
40 6,077.0 5,777.0 300.0 5.0% 69.0 1.1% 90% False False 86,518
60 6,077.0 5,482.0 595.0 9.8% 72.0 1.2% 95% False False 69,132
80 6,077.0 5,482.0 595.0 9.8% 68.5 1.1% 95% False False 51,904
100 6,077.0 5,410.0 667.0 11.0% 62.5 1.0% 95% False False 41,534
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 17.2
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,292.5
2.618 6,208.5
1.618 6,157.0
1.000 6,125.0
0.618 6,105.5
HIGH 6,073.5
0.618 6,054.0
0.500 6,048.0
0.382 6,041.5
LOW 6,022.0
0.618 5,990.0
1.000 5,970.5
1.618 5,938.5
2.618 5,887.0
4.250 5,803.0
Fisher Pivots for day following 14-Feb-2011
Pivot 1 day 3 day
R1 6,048.0 6,035.0
PP 6,047.0 6,024.0
S1 6,046.5 6,013.0

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

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