FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 31-Mar-2011
Day Change Summary
Previous Current
30-Mar-2011 31-Mar-2011 Change Change % Previous Week
Open 5,896.0 5,913.5 17.5 0.3% 5,688.5
High 5,934.0 5,933.0 -1.0 0.0% 5,889.5
Low 5,896.0 5,860.5 -35.5 -0.6% 5,685.0
Close 5,903.0 5,884.5 -18.5 -0.3% 5,865.0
Range 38.0 72.5 34.5 90.8% 204.5
ATR 82.6 81.9 -0.7 -0.9% 0.0
Volume 64,481 109,996 45,515 70.6% 452,938
Daily Pivots for day following 31-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,110.0 6,070.0 5,924.5
R3 6,037.5 5,997.5 5,904.5
R2 5,965.0 5,965.0 5,898.0
R1 5,925.0 5,925.0 5,891.0 5,909.0
PP 5,892.5 5,892.5 5,892.5 5,884.5
S1 5,852.5 5,852.5 5,878.0 5,836.0
S2 5,820.0 5,820.0 5,871.0
S3 5,747.5 5,780.0 5,864.5
S4 5,675.0 5,707.5 5,844.5
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 5,934.0 5,832.0 102.0 1.7% 54.0 0.9% 51% False False 79,387
10 5,934.0 5,650.5 283.5 4.8% 66.5 1.1% 83% False False 90,964
20 5,996.0 5,458.5 537.5 9.1% 90.0 1.5% 79% False False 91,475
40 6,042.0 5,458.5 583.5 9.9% 75.0 1.3% 73% False False 46,241
60 6,042.0 5,458.5 583.5 9.9% 59.0 1.0% 73% False False 30,849
80 6,042.0 5,458.5 583.5 9.9% 48.0 0.8% 73% False False 23,143
100 6,042.0 5,458.5 583.5 9.9% 43.5 0.7% 73% False False 18,525
120 6,042.0 5,458.5 583.5 9.9% 38.5 0.7% 73% False False 15,440
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.3
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,241.0
2.618 6,123.0
1.618 6,050.5
1.000 6,005.5
0.618 5,978.0
HIGH 5,933.0
0.618 5,905.5
0.500 5,897.0
0.382 5,888.0
LOW 5,860.5
0.618 5,815.5
1.000 5,788.0
1.618 5,743.0
2.618 5,670.5
4.250 5,552.5
Fisher Pivots for day following 31-Mar-2011
Pivot 1 day 3 day
R1 5,897.0 5,884.0
PP 5,892.5 5,884.0
S1 5,888.5 5,884.0

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

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