FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 5,841.5 5,830.5 -11.0 -0.2% 5,970.0
High 5,845.0 5,837.0 -8.0 -0.1% 6,029.0
Low 5,780.5 5,762.0 -18.5 -0.3% 5,780.5
Close 5,826.0 5,774.5 -51.5 -0.9% 5,826.0
Range 64.5 75.0 10.5 16.3% 248.5
ATR 88.5 87.5 -1.0 -1.1% 0.0
Volume 180,948 326,799 145,851 80.6% 712,826
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,016.0 5,970.5 5,816.0
R3 5,941.0 5,895.5 5,795.0
R2 5,866.0 5,866.0 5,788.0
R1 5,820.5 5,820.5 5,781.5 5,806.0
PP 5,791.0 5,791.0 5,791.0 5,784.0
S1 5,745.5 5,745.5 5,767.5 5,731.0
S2 5,716.0 5,716.0 5,761.0
S3 5,641.0 5,670.5 5,754.0
S4 5,566.0 5,595.5 5,733.0
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,624.0 6,473.5 5,962.5
R3 6,375.5 6,225.0 5,894.5
R2 6,127.0 6,127.0 5,871.5
R1 5,976.5 5,976.5 5,849.0 5,927.5
PP 5,878.5 5,878.5 5,878.5 5,854.0
S1 5,728.0 5,728.0 5,803.0 5,679.0
S2 5,630.0 5,630.0 5,780.5
S3 5,381.5 5,479.5 5,757.5
S4 5,133.0 5,231.0 5,689.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,000.0 5,762.0 238.0 4.1% 84.0 1.5% 5% False True 187,533
10 6,037.5 5,762.0 275.5 4.8% 98.0 1.7% 5% False True 153,409
20 6,086.5 5,762.0 324.5 5.6% 89.0 1.5% 4% False True 124,687
40 6,086.5 5,762.0 324.5 5.6% 83.5 1.4% 4% False True 111,087
60 6,086.5 5,762.0 324.5 5.6% 76.0 1.3% 4% False True 99,241
80 6,086.5 5,482.0 604.5 10.5% 76.0 1.3% 48% False False 83,021
100 6,086.5 5,482.0 604.5 10.5% 72.5 1.3% 48% False False 66,461
120 6,086.5 5,410.0 676.5 11.7% 67.0 1.2% 54% False False 55,393
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 18.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,156.0
2.618 6,033.5
1.618 5,958.5
1.000 5,912.0
0.618 5,883.5
HIGH 5,837.0
0.618 5,808.5
0.500 5,799.5
0.382 5,790.5
LOW 5,762.0
0.618 5,715.5
1.000 5,687.0
1.618 5,640.5
2.618 5,565.5
4.250 5,443.0
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 5,799.5 5,847.0
PP 5,791.0 5,823.0
S1 5,783.0 5,798.5

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

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