FTSE 100 Index Future March 2021


Trading Metrics calculated at close of trading on 11-Mar-2021
Day Change Summary
Previous Current
10-Mar-2021 11-Mar-2021 Change Change % Previous Week
Open 6,709.0 6,711.5 2.5 0.0% 6,501.0
High 6,726.5 6,756.0 29.5 0.4% 6,698.0
Low 6,663.0 6,692.0 29.0 0.4% 6,488.5
Close 6,715.0 6,726.5 11.5 0.2% 6,609.5
Range 63.5 64.0 0.5 0.8% 209.5
ATR 111.1 107.7 -3.4 -3.0% 0.0
Volume 89,345 117,682 28,337 31.7% 586,139
Daily Pivots for day following 11-Mar-2021
Classic Woodie Camarilla DeMark
R4 6,917.0 6,885.5 6,761.5
R3 6,853.0 6,821.5 6,744.0
R2 6,789.0 6,789.0 6,738.0
R1 6,757.5 6,757.5 6,732.5 6,773.0
PP 6,725.0 6,725.0 6,725.0 6,732.5
S1 6,693.5 6,693.5 6,720.5 6,709.0
S2 6,661.0 6,661.0 6,715.0
S3 6,597.0 6,629.5 6,709.0
S4 6,533.0 6,565.5 6,691.5
Weekly Pivots for week ending 05-Mar-2021
Classic Woodie Camarilla DeMark
R4 7,227.0 7,128.0 6,724.5
R3 7,017.5 6,918.5 6,667.0
R2 6,808.0 6,808.0 6,648.0
R1 6,709.0 6,709.0 6,628.5 6,758.5
PP 6,598.5 6,598.5 6,598.5 6,623.5
S1 6,499.5 6,499.5 6,590.5 6,549.0
S2 6,389.0 6,389.0 6,571.0
S3 6,179.5 6,290.0 6,552.0
S4 5,970.0 6,080.5 6,494.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,773.0 6,536.5 236.5 3.5% 103.0 1.5% 80% False False 114,280
10 6,773.0 6,432.0 341.0 5.1% 110.5 1.6% 86% False False 126,390
20 6,773.0 6,431.0 342.0 5.1% 110.5 1.6% 86% False False 117,189
40 6,773.0 6,300.0 473.0 7.0% 100.0 1.5% 90% False False 107,005
60 6,910.0 6,265.0 645.0 9.6% 104.0 1.5% 72% False False 110,894
80 6,910.0 6,216.5 693.5 10.3% 92.5 1.4% 74% False False 88,645
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 30.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 7,028.0
2.618 6,923.5
1.618 6,859.5
1.000 6,820.0
0.618 6,795.5
HIGH 6,756.0
0.618 6,731.5
0.500 6,724.0
0.382 6,716.5
LOW 6,692.0
0.618 6,652.5
1.000 6,628.0
1.618 6,588.5
2.618 6,524.5
4.250 6,420.0
Fisher Pivots for day following 11-Mar-2021
Pivot 1 day 3 day
R1 6,725.5 6,723.5
PP 6,725.0 6,721.0
S1 6,724.0 6,718.0

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

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