FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 22-Mar-2011
Day Change Summary
Previous Current
21-Mar-2011 22-Mar-2011 Change Change % Previous Week
Open 5,688.5 5,725.0 36.5 0.6% 5,786.0
High 5,754.0 5,767.5 13.5 0.2% 5,792.5
Low 5,686.0 5,695.0 9.0 0.2% 5,458.5
Close 5,737.0 5,731.0 -6.0 -0.1% 5,677.5
Range 68.0 72.5 4.5 6.6% 334.0
ATR 94.4 92.9 -1.6 -1.7% 0.0
Volume 84,523 83,721 -802 -0.9% 863,091
Daily Pivots for day following 22-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,948.5 5,912.5 5,771.0
R3 5,876.0 5,840.0 5,751.0
R2 5,803.5 5,803.5 5,744.5
R1 5,767.5 5,767.5 5,737.5 5,785.5
PP 5,731.0 5,731.0 5,731.0 5,740.0
S1 5,695.0 5,695.0 5,724.5 5,713.0
S2 5,658.5 5,658.5 5,717.5
S3 5,586.0 5,622.5 5,711.0
S4 5,513.5 5,550.0 5,691.0
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 5,767.5 5,458.5 309.0 5.4% 114.0 2.0% 88% True False 127,047
10 5,930.5 5,458.5 472.0 8.2% 105.5 1.8% 58% False False 120,618
20 5,996.0 5,458.5 537.5 9.4% 100.0 1.7% 51% False False 62,589
40 6,042.0 5,458.5 583.5 10.2% 67.0 1.2% 47% False False 31,337
60 6,042.0 5,458.5 583.5 10.2% 54.0 0.9% 47% False False 20,914
80 6,042.0 5,458.5 583.5 10.2% 44.5 0.8% 47% False False 15,693
100 6,042.0 5,458.5 583.5 10.2% 39.0 0.7% 47% False False 12,562
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 True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.3
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,075.5
2.618 5,957.5
1.618 5,885.0
1.000 5,840.0
0.618 5,812.5
HIGH 5,767.5
0.618 5,740.0
0.500 5,731.0
0.382 5,722.5
LOW 5,695.0
0.618 5,650.0
1.000 5,622.5
1.618 5,577.5
2.618 5,505.0
4.250 5,387.0
Fisher Pivots for day following 22-Mar-2011
Pivot 1 day 3 day
R1 5,731.0 5,723.5
PP 5,731.0 5,716.5
S1 5,731.0 5,709.0

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

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