FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 21-Mar-2011
Day Change Summary
Previous Current
18-Mar-2011 21-Mar-2011 Change Change % Previous Week
Open 5,653.5 5,688.5 35.0 0.6% 5,786.0
High 5,715.5 5,754.0 38.5 0.7% 5,792.5
Low 5,650.5 5,686.0 35.5 0.6% 5,458.5
Close 5,677.5 5,737.0 59.5 1.0% 5,677.5
Range 65.0 68.0 3.0 4.6% 334.0
ATR 95.8 94.4 -1.4 -1.4% 0.0
Volume 144,994 84,523 -60,471 -41.7% 863,091
Daily Pivots for day following 21-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,929.5 5,901.5 5,774.5
R3 5,861.5 5,833.5 5,755.5
R2 5,793.5 5,793.5 5,749.5
R1 5,765.5 5,765.5 5,743.0 5,779.5
PP 5,725.5 5,725.5 5,725.5 5,733.0
S1 5,697.5 5,697.5 5,731.0 5,711.5
S2 5,657.5 5,657.5 5,724.5
S3 5,589.5 5,629.5 5,718.5
S4 5,521.5 5,561.5 5,699.5
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,645.0 6,495.0 5,861.0
R3 6,311.0 6,161.0 5,769.5
R2 5,977.0 5,977.0 5,738.5
R1 5,827.0 5,827.0 5,708.0 5,735.0
PP 5,643.0 5,643.0 5,643.0 5,597.0
S1 5,493.0 5,493.0 5,647.0 5,401.0
S2 5,309.0 5,309.0 5,616.5
S3 4,975.0 5,159.0 5,585.5
S4 4,641.0 4,825.0 5,494.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,754.0 5,458.5 295.5 5.2% 135.0 2.4% 94% True False 146,175
10 5,942.0 5,458.5 483.5 8.4% 107.0 1.9% 58% False False 113,324
20 5,996.0 5,458.5 537.5 9.4% 100.5 1.8% 52% False False 58,407
40 6,042.0 5,458.5 583.5 10.2% 65.0 1.1% 48% False False 29,244
60 6,042.0 5,458.5 583.5 10.2% 53.0 0.9% 48% False False 19,518
80 6,042.0 5,458.5 583.5 10.2% 43.5 0.8% 48% False False 14,647
100 6,042.0 5,458.5 583.5 10.2% 38.5 0.7% 48% False False 11,725
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,043.0
2.618 5,932.0
1.618 5,864.0
1.000 5,822.0
0.618 5,796.0
HIGH 5,754.0
0.618 5,728.0
0.500 5,720.0
0.382 5,712.0
LOW 5,686.0
0.618 5,644.0
1.000 5,618.0
1.618 5,576.0
2.618 5,508.0
4.250 5,397.0
Fisher Pivots for day following 21-Mar-2011
Pivot 1 day 3 day
R1 5,731.5 5,704.0
PP 5,725.5 5,671.5
S1 5,720.0 5,638.5

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

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