FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 16-Mar-2011
Day Change Summary
Previous Current
15-Mar-2011 16-Mar-2011 Change Change % Previous Week
Open 5,764.0 5,727.0 -37.0 -0.6% 5,970.0
High 5,764.0 5,730.0 -34.0 -0.6% 6,029.0
Low 5,584.5 5,504.0 -80.5 -1.4% 5,780.5
Close 5,694.5 5,614.5 -80.0 -1.4% 5,826.0
Range 179.5 226.0 46.5 25.9% 248.5
ATR 94.8 104.2 9.4 9.9% 0.0
Volume 366,764 345,913 -20,851 -5.7% 712,826
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,294.0 6,180.5 5,739.0
R3 6,068.0 5,954.5 5,676.5
R2 5,842.0 5,842.0 5,656.0
R1 5,728.5 5,728.5 5,635.0 5,672.0
PP 5,616.0 5,616.0 5,616.0 5,588.0
S1 5,502.5 5,502.5 5,594.0 5,446.0
S2 5,390.0 5,390.0 5,573.0
S3 5,164.0 5,276.5 5,552.5
S4 4,938.0 5,050.5 5,490.0
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 5,932.0 5,504.0 428.0 7.6% 132.0 2.4% 26% False True 280,987
10 6,037.5 5,504.0 533.5 9.5% 116.5 2.1% 21% False True 199,294
20 6,086.5 5,504.0 582.5 10.4% 103.5 1.8% 19% False True 152,538
40 6,086.5 5,504.0 582.5 10.4% 88.0 1.6% 19% False True 123,673
60 6,086.5 5,504.0 582.5 10.4% 81.0 1.4% 19% False True 107,727
80 6,086.5 5,482.0 604.5 10.8% 79.5 1.4% 22% False False 91,926
100 6,086.5 5,482.0 604.5 10.8% 76.0 1.4% 22% False False 73,570
120 6,086.5 5,442.0 644.5 11.5% 70.0 1.2% 27% False False 61,331
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.7
Widest range in 125 trading days
Fibonacci Retracements and Extensions
4.250 6,690.5
2.618 6,321.5
1.618 6,095.5
1.000 5,956.0
0.618 5,869.5
HIGH 5,730.0
0.618 5,643.5
0.500 5,617.0
0.382 5,590.5
LOW 5,504.0
0.618 5,364.5
1.000 5,278.0
1.618 5,138.5
2.618 4,912.5
4.250 4,543.5
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 5,617.0 5,670.5
PP 5,616.0 5,652.0
S1 5,615.5 5,633.0

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

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