FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 02-Feb-2010

Day Change Summary
	Previous	Current
	01-Feb-2010	02-Feb-2010	Change	Change %	Previous Week
Open	5,116.5	5,200.0	83.5	1.6%	5,215.5
High	5,207.5	5,268.5	61.0	1.2%	5,289.0
Low	5,114.0	5,163.0	49.0	1.0%	5,080.0
Close	5,196.0	5,237.5	41.5	0.8%	5,148.5
Range	93.5	105.5	12.0	12.8%	209.0
ATR	95.7	96.4	0.7	0.7%	0.0
Volume	161,918	111,104	-50,814	-31.4%	707,732

Daily Pivots for day following 02-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,539.5	5,494.0	5,295.5
R3	5,434.0	5,388.5	5,266.5
R2	5,328.5	5,328.5	5,257.0
R1	5,283.0	5,283.0	5,247.0	5,306.0
PP	5,223.0	5,223.0	5,223.0	5,234.5
S1	5,177.5	5,177.5	5,228.0	5,200.0
S2	5,117.5	5,117.5	5,218.0
S3	5,012.0	5,072.0	5,208.5
S4	4,906.5	4,966.5	5,179.5

Weekly Pivots for week ending 29-Jan-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,799.5	5,683.0	5,263.5
R3	5,590.5	5,474.0	5,206.0
R2	5,381.5	5,381.5	5,187.0
R1	5,265.0	5,265.0	5,167.5	5,219.0
PP	5,172.5	5,172.5	5,172.5	5,149.5
S1	5,056.0	5,056.0	5,129.5	5,010.0
S2	4,963.5	4,963.5	5,110.0
S3	4,754.5	4,847.0	5,091.0
S4	4,545.5	4,638.0	5,033.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,268.5	5,080.0	188.5	3.6%	107.0	2.0%	84%	True	False	136,245
10	5,470.0	5,080.0	390.0	7.4%	114.0	2.2%	40%	False	False	137,717
20	5,559.5	5,080.0	479.5	9.2%	92.5	1.8%	33%	False	False	106,662
40	5,559.5	5,080.0	479.5	9.2%	83.0	1.6%	33%	False	False	82,967
60	5,559.5	4,915.0	644.5	12.3%	77.0	1.5%	50%	False	False	55,607
80	5,559.5	4,915.0	644.5	12.3%	73.5	1.4%	50%	False	False	41,844
100	5,559.5	4,864.0	695.5	13.3%	67.0	1.3%	54%	False	False	33,516

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	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	21.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,717.0
2.618	5,544.5
1.618	5,439.0
1.000	5,374.0
0.618	5,333.5
HIGH	5,268.5
0.618	5,228.0
0.500	5,216.0
0.382	5,203.5
LOW	5,163.0
0.618	5,098.0
1.000	5,057.5
1.618	4,992.5
2.618	4,887.0
4.250	4,714.5

Fisher Pivots for day following 02-Feb-2010
Pivot	1 day	3 day
R1	5,230.0	5,216.5
PP	5,223.0	5,195.5
S1	5,216.0	5,174.0

Download as Excel Spreadsheet

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

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