FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 25-Mar-2011
Day Change Summary
Previous Current
24-Mar-2011 25-Mar-2011 Change Change % Previous Week
Open 5,754.0 5,862.5 108.5 1.9% 5,688.5
High 5,848.0 5,889.5 41.5 0.7% 5,889.5
Low 5,732.5 5,832.0 99.5 1.7% 5,685.0
Close 5,845.0 5,865.0 20.0 0.3% 5,865.0
Range 115.5 57.5 -58.0 -50.2% 204.5
ATR 93.1 90.6 -2.5 -2.7% 0.0
Volume 97,048 85,226 -11,822 -12.2% 452,938
Daily Pivots for day following 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,034.5 6,007.5 5,896.5
R3 5,977.0 5,950.0 5,881.0
R2 5,919.5 5,919.5 5,875.5
R1 5,892.5 5,892.5 5,870.5 5,906.0
PP 5,862.0 5,862.0 5,862.0 5,869.0
S1 5,835.0 5,835.0 5,859.5 5,848.5
S2 5,804.5 5,804.5 5,854.5
S3 5,747.0 5,777.5 5,849.0
S4 5,689.5 5,720.0 5,833.5
Weekly Pivots for week ending 25-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,426.5 6,350.5 5,977.5
R3 6,222.0 6,146.0 5,921.0
R2 6,017.5 6,017.5 5,902.5
R1 5,941.5 5,941.5 5,883.5 5,979.5
PP 5,813.0 5,813.0 5,813.0 5,832.0
S1 5,737.0 5,737.0 5,846.5 5,775.0
S2 5,608.5 5,608.5 5,827.5
S3 5,404.0 5,532.5 5,809.0
S4 5,199.5 5,328.0 5,752.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,889.5 5,685.0 204.5 3.5% 77.0 1.3% 88% True False 90,587
10 5,889.5 5,458.5 431.0 7.3% 106.5 1.8% 94% True False 131,602
20 5,996.0 5,458.5 537.5 9.2% 99.0 1.7% 76% False False 76,762
40 6,042.0 5,458.5 583.5 9.9% 72.0 1.2% 70% False False 38,451
60 6,042.0 5,458.5 583.5 9.9% 57.5 1.0% 70% False False 25,658
80 6,042.0 5,458.5 583.5 9.9% 46.0 0.8% 70% False False 19,247
100 6,042.0 5,458.5 583.5 9.9% 41.5 0.7% 70% False False 15,409
120 6,042.0 5,458.5 583.5 9.9% 37.0 0.6% 70% False False 12,843
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
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 11.6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 6,134.0
2.618 6,040.0
1.618 5,982.5
1.000 5,947.0
0.618 5,925.0
HIGH 5,889.5
0.618 5,867.5
0.500 5,861.0
0.382 5,854.0
LOW 5,832.0
0.618 5,796.5
1.000 5,774.5
1.618 5,739.0
2.618 5,681.5
4.250 5,587.5
Fisher Pivots for day following 25-Mar-2011
Pivot 1 day 3 day
R1 5,863.5 5,839.0
PP 5,862.0 5,813.0
S1 5,861.0 5,787.0

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

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