FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 09-Mar-2011
Day Change Summary
Previous Current
08-Mar-2011 09-Mar-2011 Change Change % Previous Week
Open 5,915.5 5,911.5 -4.0 -0.1% 5,935.0
High 5,942.0 5,930.5 -11.5 -0.2% 5,996.0
Low 5,853.0 5,879.5 26.5 0.5% 5,808.5
Close 5,913.5 5,893.5 -20.0 -0.3% 5,928.0
Range 89.0 51.0 -38.0 -42.7% 187.5
ATR 75.9 74.1 -1.8 -2.3% 0.0
Volume 10,781 21,260 10,479 97.2% 29,335
Daily Pivots for day following 09-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,054.0 6,025.0 5,921.5
R3 6,003.0 5,974.0 5,907.5
R2 5,952.0 5,952.0 5,903.0
R1 5,923.0 5,923.0 5,898.0 5,912.0
PP 5,901.0 5,901.0 5,901.0 5,896.0
S1 5,872.0 5,872.0 5,889.0 5,861.0
S2 5,850.0 5,850.0 5,884.0
S3 5,799.0 5,821.0 5,879.5
S4 5,748.0 5,770.0 5,865.5
Weekly Pivots for week ending 04-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,473.5 6,388.0 6,031.0
R3 6,286.0 6,200.5 5,979.5
R2 6,098.5 6,098.5 5,962.5
R1 6,013.0 6,013.0 5,945.0 5,962.0
PP 5,911.0 5,911.0 5,911.0 5,885.0
S1 5,825.5 5,825.5 5,911.0 5,774.5
S2 5,723.5 5,723.5 5,893.5
S3 5,536.0 5,638.0 5,876.5
S4 5,348.5 5,450.5 5,825.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,996.0 5,853.0 143.0 2.4% 89.5 1.5% 28% False False 10,377
10 5,996.0 5,798.0 198.0 3.4% 90.0 1.5% 48% False False 6,615
20 6,042.0 5,798.0 244.0 4.1% 72.0 1.2% 39% False False 3,395
40 6,042.0 5,787.5 254.5 4.3% 52.0 0.9% 42% False False 1,740
60 6,042.0 5,786.5 255.5 4.3% 38.0 0.6% 42% False False 1,168
80 6,042.0 5,463.0 579.0 9.8% 35.5 0.6% 74% False False 889
100 6,042.0 5,463.0 579.0 9.8% 31.0 0.5% 74% False False 715
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 20.4
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,147.0
2.618 6,064.0
1.618 6,013.0
1.000 5,981.5
0.618 5,962.0
HIGH 5,930.5
0.618 5,911.0
0.500 5,905.0
0.382 5,899.0
LOW 5,879.5
0.618 5,848.0
1.000 5,828.5
1.618 5,797.0
2.618 5,746.0
4.250 5,663.0
Fisher Pivots for day following 09-Mar-2011
Pivot 1 day 3 day
R1 5,905.0 5,920.0
PP 5,901.0 5,911.0
S1 5,897.5 5,902.5

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

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