FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 21-Jan-2010

Day Change Summary
	Previous	Current
	20-Jan-2010	21-Jan-2010	Change	Change %	Previous Week
Open	5,451.0	5,414.0	-37.0	-0.7%	5,520.5
High	5,470.0	5,427.0	-43.0	-0.8%	5,559.5
Low	5,360.5	5,245.5	-115.0	-2.1%	5,400.0
Close	5,378.5	5,295.0	-83.5	-1.6%	5,407.0
Range	109.5	181.5	72.0	65.8%	159.5
ATR	80.7	87.9	7.2	8.9%	0.0
Volume	107,500	130,944	23,444	21.8%	419,555

Daily Pivots for day following 21-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,867.0	5,762.5	5,395.0
R3	5,685.5	5,581.0	5,345.0
R2	5,504.0	5,504.0	5,328.5
R1	5,399.5	5,399.5	5,311.5	5,361.0
PP	5,322.5	5,322.5	5,322.5	5,303.0
S1	5,218.0	5,218.0	5,278.5	5,179.5
S2	5,141.0	5,141.0	5,261.5
S3	4,959.5	5,036.5	5,245.0
S4	4,778.0	4,855.0	5,195.0

Weekly Pivots for week ending 15-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,934.0	5,830.0	5,494.5
R3	5,774.5	5,670.5	5,451.0
R2	5,615.0	5,615.0	5,436.0
R1	5,511.0	5,511.0	5,421.5	5,483.0
PP	5,455.5	5,455.5	5,455.5	5,441.5
S1	5,351.5	5,351.5	5,392.5	5,324.0
S2	5,296.0	5,296.0	5,378.0
S3	5,136.5	5,192.0	5,363.0
S4	4,977.0	5,032.5	5,319.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,509.0	5,245.5	263.5	5.0%	111.5	2.1%	19%	False	True	86,817
10	5,559.5	5,245.5	314.0	5.9%	90.0	1.7%	16%	False	True	83,560
20	5,559.5	5,140.0	419.5	7.9%	79.5	1.5%	37%	False	False	83,336
40	5,559.5	5,061.0	498.5	9.4%	78.5	1.5%	47%	False	False	54,747
60	5,559.5	4,915.0	644.5	12.2%	74.0	1.4%	59%	False	False	36,787
80	5,559.5	4,884.5	675.0	12.7%	68.0	1.3%	61%	False	False	27,645

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	23.8
Widest range in 93 trading days

Fibonacci Retracements and Extensions
4.250	6,198.5
2.618	5,902.0
1.618	5,720.5
1.000	5,608.5
0.618	5,539.0
HIGH	5,427.0
0.618	5,357.5
0.500	5,336.0
0.382	5,315.0
LOW	5,245.5
0.618	5,133.5
1.000	5,064.0
1.618	4,952.0
2.618	4,770.5
4.250	4,474.0

Fisher Pivots for day following 21-Jan-2010
Pivot	1 day	3 day
R1	5,336.0	5,371.0
PP	5,322.5	5,345.5
S1	5,309.0	5,320.5

Download as Excel Spreadsheet

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

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