FTSE 100 Index Future June 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 5,718.5 5,680.0 -38.5 -0.7% 5,913.0
High 5,718.5 5,686.0 -32.5 -0.6% 5,987.0
Low 5,541.5 5,458.5 -83.0 -1.5% 5,738.5
Close 5,650.5 5,570.0 -80.5 -1.4% 5,783.5
Range 177.0 227.5 50.5 28.5% 248.5
ATR 84.4 94.6 10.2 12.1% 0.0
Volume 179,364 206,812 27,448 15.3% 189,887
Daily Pivots for day following 16-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,254.0 6,139.5 5,695.0
R3 6,026.5 5,912.0 5,632.5
R2 5,799.0 5,799.0 5,611.5
R1 5,684.5 5,684.5 5,591.0 5,628.0
PP 5,571.5 5,571.5 5,571.5 5,543.0
S1 5,457.0 5,457.0 5,549.0 5,400.5
S2 5,344.0 5,344.0 5,528.5
S3 5,116.5 5,229.5 5,507.5
S4 4,889.0 5,002.0 5,445.0
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 5,891.0 5,458.5 432.5 7.8% 132.0 2.4% 26% False True 151,299
10 5,996.0 5,458.5 537.5 9.6% 111.0 2.0% 21% False True 80,838
20 6,042.0 5,458.5 583.5 10.5% 94.5 1.7% 19% False True 41,203
40 6,042.0 5,458.5 583.5 10.5% 63.0 1.1% 19% False True 20,641
60 6,042.0 5,458.5 583.5 10.5% 48.5 0.9% 19% False True 13,773
80 6,042.0 5,458.5 583.5 10.5% 41.0 0.7% 19% False True 10,342
100 6,042.0 5,458.5 583.5 10.5% 35.5 0.6% 19% False True 8,278
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 12.6
Widest range in 115 trading days
Fibonacci Retracements and Extensions
4.250 6,653.0
2.618 6,281.5
1.618 6,054.0
1.000 5,913.5
0.618 5,826.5
HIGH 5,686.0
0.618 5,599.0
0.500 5,572.0
0.382 5,545.5
LOW 5,458.5
0.618 5,318.0
1.000 5,231.0
1.618 5,090.5
2.618 4,863.0
4.250 4,491.5
Fisher Pivots for day following 16-Mar-2011
Pivot 1 day 3 day
R1 5,572.0 5,625.5
PP 5,571.5 5,607.0
S1 5,571.0 5,588.5

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

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