FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 5,891.0 5,799.0 -92.0 -1.6% 5,913.0
High 5,891.0 5,806.0 -85.0 -1.4% 5,987.0
Low 5,776.0 5,738.5 -37.5 -0.6% 5,738.5
Close 5,796.5 5,783.5 -13.0 -0.2% 5,783.5
Range 115.0 67.5 -47.5 -41.3% 248.5
ATR 77.2 76.5 -0.7 -0.9% 0.0
Volume 73,730 79,856 6,126 8.3% 189,887
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,978.5 5,948.5 5,820.5
R3 5,911.0 5,881.0 5,802.0
R2 5,843.5 5,843.5 5,796.0
R1 5,813.5 5,813.5 5,789.5 5,795.0
PP 5,776.0 5,776.0 5,776.0 5,766.5
S1 5,746.0 5,746.0 5,777.5 5,727.0
S2 5,708.5 5,708.5 5,771.0
S3 5,641.0 5,678.5 5,765.0
S4 5,573.5 5,611.0 5,746.5
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,582.0 6,431.0 5,920.0
R3 6,333.5 6,182.5 5,852.0
R2 6,085.0 6,085.0 5,829.0
R1 5,934.0 5,934.0 5,806.5 5,885.0
PP 5,836.5 5,836.5 5,836.5 5,812.0
S1 5,685.5 5,685.5 5,760.5 5,637.0
S2 5,588.0 5,588.0 5,738.0
S3 5,339.5 5,437.0 5,715.0
S4 5,091.0 5,188.5 5,647.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,987.0 5,738.5 248.5 4.3% 85.0 1.5% 18% False True 37,977
10 5,996.0 5,738.5 257.5 4.5% 91.0 1.6% 17% False True 21,922
20 6,042.0 5,738.5 303.5 5.2% 75.0 1.3% 15% False True 11,062
40 6,042.0 5,738.5 303.5 5.2% 54.0 0.9% 15% False True 5,576
60 6,042.0 5,738.5 303.5 5.2% 41.0 0.7% 15% False True 3,727
80 6,042.0 5,463.0 579.0 10.0% 36.5 0.6% 55% False False 2,808
100 6,042.0 5,463.0 579.0 10.0% 31.5 0.5% 55% False False 2,250
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 16.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,093.0
2.618 5,982.5
1.618 5,915.0
1.000 5,873.5
0.618 5,847.5
HIGH 5,806.0
0.618 5,780.0
0.500 5,772.0
0.382 5,764.5
LOW 5,738.5
0.618 5,697.0
1.000 5,671.0
1.618 5,629.5
2.618 5,562.0
4.250 5,451.5
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 5,780.0 5,834.5
PP 5,776.0 5,817.5
S1 5,772.0 5,800.5

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

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