FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 04-Feb-2010

Day Change Summary
	Previous	Current
	03-Feb-2010	04-Feb-2010	Change	Change %	Previous Week
Open	5,237.0	5,218.5	-18.5	-0.4%	5,215.5
High	5,269.0	5,220.0	-49.0	-0.9%	5,289.0
Low	5,199.0	5,061.5	-137.5	-2.6%	5,080.0
Close	5,211.0	5,103.0	-108.0	-2.1%	5,148.5
Range	70.0	158.5	88.5	126.4%	209.0
ATR	94.5	99.1	4.6	4.8%	0.0
Volume	110,516	105,691	-4,825	-4.4%	707,732

Daily Pivots for day following 04-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,603.5	5,512.0	5,190.0
R3	5,445.0	5,353.5	5,146.5
R2	5,286.5	5,286.5	5,132.0
R1	5,195.0	5,195.0	5,117.5	5,161.5
PP	5,128.0	5,128.0	5,128.0	5,111.5
S1	5,036.5	5,036.5	5,088.5	5,003.0
S2	4,969.5	4,969.5	5,074.0
S3	4,811.0	4,878.0	5,059.5
S4	4,652.5	4,719.5	5,016.0

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	5,269.0	5,061.5	207.5	4.1%	107.5	2.1%	20%	False	True	131,983
10	5,301.5	5,061.5	240.0	4.7%	108.0	2.1%	17%	False	True	135,493
20	5,559.5	5,061.5	498.0	9.8%	99.0	1.9%	8%	False	True	109,526
40	5,559.5	5,061.5	498.0	9.8%	84.5	1.7%	8%	False	True	88,315
60	5,559.5	5,002.5	557.0	10.9%	78.5	1.5%	18%	False	False	59,184
80	5,559.5	4,915.0	644.5	12.6%	75.0	1.5%	29%	False	False	44,546
100	5,559.5	4,884.5	675.0	13.2%	68.5	1.3%	32%	False	False	35,674

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	21.3
Widest range in 10 trading days

Fibonacci Retracements and Extensions
4.250	5,893.5
2.618	5,635.0
1.618	5,476.5
1.000	5,378.5
0.618	5,318.0
HIGH	5,220.0
0.618	5,159.5
0.500	5,141.0
0.382	5,122.0
LOW	5,061.5
0.618	4,963.5
1.000	4,903.0
1.618	4,805.0
2.618	4,646.5
4.250	4,388.0

Fisher Pivots for day following 04-Feb-2010
Pivot	1 day	3 day
R1	5,141.0	5,165.0
PP	5,128.0	5,144.5
S1	5,115.5	5,124.0

Download as Excel Spreadsheet

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

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