FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 18-Feb-2011
Day Change Summary
Previous Current
17-Feb-2011 18-Feb-2011 Change Change % Previous Week
Open 6,073.5 6,060.5 -13.0 -0.2% 6,052.0
High 6,080.0 6,077.0 -3.0 0.0% 6,080.0
Low 6,025.0 6,027.0 2.0 0.0% 6,001.0
Close 6,061.5 6,053.0 -8.5 -0.1% 6,053.0
Range 55.0 50.0 -5.0 -9.1% 79.0
ATR 70.6 69.1 -1.5 -2.1% 0.0
Volume 83,683 82,013 -1,670 -2.0% 397,695
Daily Pivots for day following 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 6,202.5 6,177.5 6,080.5
R3 6,152.5 6,127.5 6,067.0
R2 6,102.5 6,102.5 6,062.0
R1 6,077.5 6,077.5 6,057.5 6,065.0
PP 6,052.5 6,052.5 6,052.5 6,046.0
S1 6,027.5 6,027.5 6,048.5 6,015.0
S2 6,002.5 6,002.5 6,044.0
S3 5,952.5 5,977.5 6,039.0
S4 5,902.5 5,927.5 6,025.5
Weekly Pivots for week ending 18-Feb-2011
Classic Woodie Camarilla DeMark
R4 6,281.5 6,246.5 6,096.5
R3 6,202.5 6,167.5 6,074.5
R2 6,123.5 6,123.5 6,067.5
R1 6,088.5 6,088.5 6,060.0 6,106.0
PP 6,044.5 6,044.5 6,044.5 6,053.5
S1 6,009.5 6,009.5 6,046.0 6,027.0
S2 5,965.5 5,965.5 6,038.5
S3 5,886.5 5,930.5 6,031.5
S4 5,807.5 5,851.5 6,009.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,080.0 6,001.0 79.0 1.3% 54.0 0.9% 66% False False 79,539
10 6,080.0 5,952.5 127.5 2.1% 64.5 1.1% 79% False False 82,802
20 6,080.0 5,777.0 303.0 5.0% 68.5 1.1% 91% False False 89,624
40 6,080.0 5,777.0 303.0 5.0% 69.5 1.1% 91% False False 86,558
60 6,080.0 5,482.0 598.0 9.9% 70.0 1.2% 95% False False 74,392
80 6,080.0 5,482.0 598.0 9.9% 68.5 1.1% 95% False False 55,898
100 6,080.0 5,482.0 598.0 9.9% 63.0 1.0% 95% False False 44,746
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 16.5
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,289.5
2.618 6,208.0
1.618 6,158.0
1.000 6,127.0
0.618 6,108.0
HIGH 6,077.0
0.618 6,058.0
0.500 6,052.0
0.382 6,046.0
LOW 6,027.0
0.618 5,996.0
1.000 5,977.0
1.618 5,946.0
2.618 5,896.0
4.250 5,814.5
Fisher Pivots for day following 18-Feb-2011
Pivot 1 day 3 day
R1 6,052.5 6,051.0
PP 6,052.5 6,049.0
S1 6,052.0 6,047.0

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

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