FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 17-Mar-2011
Day Change Summary
Previous Current
16-Mar-2011 17-Mar-2011 Change Change % Previous Week
Open 5,680.0 5,532.0 -148.0 -2.6% 5,913.0
High 5,686.0 5,661.0 -25.0 -0.4% 5,987.0
Low 5,458.5 5,523.0 64.5 1.2% 5,738.5
Close 5,570.0 5,644.0 74.0 1.3% 5,783.5
Range 227.5 138.0 -89.5 -39.3% 248.5
ATR 94.6 97.7 3.1 3.3% 0.0
Volume 206,812 115,186 -91,626 -44.3% 189,887
Daily Pivots for day following 17-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,023.5 5,971.5 5,720.0
R3 5,885.5 5,833.5 5,682.0
R2 5,747.5 5,747.5 5,669.5
R1 5,695.5 5,695.5 5,656.5 5,721.5
PP 5,609.5 5,609.5 5,609.5 5,622.0
S1 5,557.5 5,557.5 5,631.5 5,583.5
S2 5,471.5 5,471.5 5,618.5
S3 5,333.5 5,419.5 5,606.0
S4 5,195.5 5,281.5 5,568.0
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 5,806.0 5,458.5 347.5 6.2% 136.5 2.4% 53% False False 159,590
10 5,996.0 5,458.5 537.5 9.5% 113.5 2.0% 35% False False 91,987
20 6,042.0 5,458.5 583.5 10.3% 100.0 1.8% 32% False False 46,962
40 6,042.0 5,458.5 583.5 10.3% 64.0 1.1% 32% False False 23,512
60 6,042.0 5,458.5 583.5 10.3% 50.5 0.9% 32% False False 15,693
80 6,042.0 5,458.5 583.5 10.3% 41.5 0.7% 32% False False 11,780
100 6,042.0 5,458.5 583.5 10.3% 37.0 0.7% 32% False False 9,430
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.0
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,247.5
2.618 6,022.5
1.618 5,884.5
1.000 5,799.0
0.618 5,746.5
HIGH 5,661.0
0.618 5,608.5
0.500 5,592.0
0.382 5,575.5
LOW 5,523.0
0.618 5,437.5
1.000 5,385.0
1.618 5,299.5
2.618 5,161.5
4.250 4,936.5
Fisher Pivots for day following 17-Mar-2011
Pivot 1 day 3 day
R1 5,626.5 5,625.5
PP 5,609.5 5,607.0
S1 5,592.0 5,588.5

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

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