FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 28-Mar-2011
Day Change Summary
Previous Current
25-Mar-2011 28-Mar-2011 Change Change % Previous Week
Open 5,862.5 5,850.0 -12.5 -0.2% 5,688.5
High 5,889.5 5,880.5 -9.0 -0.2% 5,889.5
Low 5,832.0 5,843.0 11.0 0.2% 5,685.0
Close 5,865.0 5,859.0 -6.0 -0.1% 5,865.0
Range 57.5 37.5 -20.0 -34.8% 204.5
ATR 90.6 86.8 -3.8 -4.2% 0.0
Volume 85,226 60,137 -25,089 -29.4% 452,938
Daily Pivots for day following 28-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,973.5 5,953.5 5,879.5
R3 5,936.0 5,916.0 5,869.5
R2 5,898.5 5,898.5 5,866.0
R1 5,878.5 5,878.5 5,862.5 5,888.5
PP 5,861.0 5,861.0 5,861.0 5,866.0
S1 5,841.0 5,841.0 5,855.5 5,851.0
S2 5,823.5 5,823.5 5,852.0
S3 5,786.0 5,803.5 5,848.5
S4 5,748.5 5,766.0 5,838.5
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% 71.0 1.2% 85% False False 85,710
10 5,889.5 5,458.5 431.0 7.4% 103.0 1.8% 93% False False 115,943
20 5,996.0 5,458.5 537.5 9.2% 98.0 1.7% 75% False False 79,763
40 6,042.0 5,458.5 583.5 10.0% 72.5 1.2% 69% False False 39,954
60 6,042.0 5,458.5 583.5 10.0% 58.5 1.0% 69% False False 26,661
80 6,042.0 5,458.5 583.5 10.0% 46.5 0.8% 69% False False 19,999
100 6,042.0 5,458.5 583.5 10.0% 42.0 0.7% 69% False False 16,010
120 6,042.0 5,458.5 583.5 10.0% 37.0 0.6% 69% False False 13,344
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.6
Narrowest range in 26 trading days
Fibonacci Retracements and Extensions
4.250 6,040.0
2.618 5,978.5
1.618 5,941.0
1.000 5,918.0
0.618 5,903.5
HIGH 5,880.5
0.618 5,866.0
0.500 5,862.0
0.382 5,857.5
LOW 5,843.0
0.618 5,820.0
1.000 5,805.5
1.618 5,782.5
2.618 5,745.0
4.250 5,683.5
Fisher Pivots for day following 28-Mar-2011
Pivot 1 day 3 day
R1 5,862.0 5,843.0
PP 5,861.0 5,827.0
S1 5,860.0 5,811.0

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

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