FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 5,786.0 5,718.5 -67.5 -1.2% 5,913.0
High 5,792.5 5,718.5 -74.0 -1.3% 5,987.0
Low 5,719.0 5,541.5 -177.5 -3.1% 5,738.5
Close 5,731.0 5,650.5 -80.5 -1.4% 5,783.5
Range 73.5 177.0 103.5 140.8% 248.5
ATR 76.3 84.4 8.1 10.6% 0.0
Volume 216,735 179,364 -37,371 -17.2% 189,887
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,168.0 6,086.0 5,748.0
R3 5,991.0 5,909.0 5,699.0
R2 5,814.0 5,814.0 5,683.0
R1 5,732.0 5,732.0 5,666.5 5,684.5
PP 5,637.0 5,637.0 5,637.0 5,613.0
S1 5,555.0 5,555.0 5,634.5 5,507.5
S2 5,460.0 5,460.0 5,618.0
S3 5,283.0 5,378.0 5,602.0
S4 5,106.0 5,201.0 5,553.0
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 5,930.5 5,541.5 389.0 6.9% 97.0 1.7% 28% False True 114,189
10 5,996.0 5,541.5 454.5 8.0% 95.5 1.7% 24% False True 61,275
20 6,042.0 5,541.5 500.5 8.9% 85.5 1.5% 22% False True 30,864
40 6,042.0 5,541.5 500.5 8.9% 59.5 1.1% 22% False True 15,478
60 6,042.0 5,541.5 500.5 8.9% 45.0 0.8% 22% False True 10,327
80 6,042.0 5,463.0 579.0 10.2% 39.0 0.7% 32% False False 7,758
100 6,042.0 5,463.0 579.0 10.2% 33.5 0.6% 32% False False 6,211
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 13.2
Widest range in 114 trading days
Fibonacci Retracements and Extensions
4.250 6,471.0
2.618 6,182.0
1.618 6,005.0
1.000 5,895.5
0.618 5,828.0
HIGH 5,718.5
0.618 5,651.0
0.500 5,630.0
0.382 5,609.0
LOW 5,541.5
0.618 5,432.0
1.000 5,364.5
1.618 5,255.0
2.618 5,078.0
4.250 4,789.0
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 5,643.5 5,674.0
PP 5,637.0 5,666.0
S1 5,630.0 5,658.0

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

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