FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 25-Jan-2010

Day Change Summary
	Previous	Current
	22-Jan-2010	25-Jan-2010	Change	Change %	Previous Week
Open	5,274.0	5,215.5	-58.5	-1.1%	5,431.5
High	5,301.5	5,289.0	-12.5	-0.2%	5,496.5
Low	5,146.0	5,205.5	59.5	1.2%	5,146.0
Close	5,263.0	5,224.5	-38.5	-0.7%	5,263.0
Range	155.5	83.5	-72.0	-46.3%	350.5
ATR	92.7	92.0	-0.7	-0.7%	0.0
Volume	157,973	170,086	12,113	7.7%	442,529

Daily Pivots for day following 25-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,490.0	5,441.0	5,270.5
R3	5,406.5	5,357.5	5,247.5
R2	5,323.0	5,323.0	5,240.0
R1	5,274.0	5,274.0	5,232.0	5,298.5
PP	5,239.5	5,239.5	5,239.5	5,252.0
S1	5,190.5	5,190.5	5,217.0	5,215.0
S2	5,156.0	5,156.0	5,209.0
S3	5,072.5	5,107.0	5,201.5
S4	4,989.0	5,023.5	5,178.5

Weekly Pivots for week ending 22-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,353.5	6,158.5	5,456.0
R3	6,003.0	5,808.0	5,359.5
R2	5,652.5	5,652.5	5,327.5
R1	5,457.5	5,457.5	5,295.0	5,380.0
PP	5,302.0	5,302.0	5,302.0	5,263.0
S1	5,107.0	5,107.0	5,231.0	5,029.0
S2	4,951.5	4,951.5	5,198.5
S3	4,601.0	4,756.5	5,166.5
S4	4,250.5	4,406.0	5,070.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,496.5	5,146.0	350.5	6.7%	128.0	2.5%	22%	False	False	122,523
10	5,559.5	5,146.0	413.5	7.9%	103.0	2.0%	19%	False	False	103,217
20	5,559.5	5,146.0	413.5	7.9%	80.5	1.5%	19%	False	False	85,689
40	5,559.5	5,061.0	498.5	9.5%	80.5	1.5%	33%	False	False	62,935
60	5,559.5	4,915.0	644.5	12.3%	76.0	1.5%	48%	False	False	42,250
80	5,559.5	4,884.5	675.0	12.9%	69.5	1.3%	50%	False	False	31,744

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	24.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,644.0
2.618	5,507.5
1.618	5,424.0
1.000	5,372.5
0.618	5,340.5
HIGH	5,289.0
0.618	5,257.0
0.500	5,247.0
0.382	5,237.5
LOW	5,205.5
0.618	5,154.0
1.000	5,122.0
1.618	5,070.5
2.618	4,987.0
4.250	4,850.5

Fisher Pivots for day following 25-Jan-2010
Pivot	1 day	3 day
R1	5,247.0	5,286.5
PP	5,239.5	5,266.0
S1	5,232.0	5,245.0

Download as Excel Spreadsheet

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

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