FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 01-Mar-2010

Day Change Summary
	Previous	Current
	26-Feb-2010	01-Mar-2010	Change	Change %	Previous Week
Open	5,310.5	5,391.5	81.0	1.5%	5,362.5
High	5,357.0	5,399.0	42.0	0.8%	5,376.0
Low	5,287.5	5,340.5	53.0	1.0%	5,241.5
Close	5,336.5	5,388.0	51.5	1.0%	5,336.5
Range	69.5	58.5	-11.0	-15.8%	134.5
ATR	93.8	91.6	-2.2	-2.4%	0.0
Volume	142,865	148,063	5,198	3.6%	549,169

Daily Pivots for day following 01-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,551.5	5,528.0	5,420.0
R3	5,493.0	5,469.5	5,404.0
R2	5,434.5	5,434.5	5,398.5
R1	5,411.0	5,411.0	5,393.5	5,393.5
PP	5,376.0	5,376.0	5,376.0	5,367.0
S1	5,352.5	5,352.5	5,382.5	5,335.0
S2	5,317.5	5,317.5	5,377.5
S3	5,259.0	5,294.0	5,372.0
S4	5,200.5	5,235.5	5,356.0

Weekly Pivots for week ending 26-Feb-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,721.5	5,663.5	5,410.5
R3	5,587.0	5,529.0	5,373.5
R2	5,452.5	5,452.5	5,361.0
R1	5,394.5	5,394.5	5,349.0	5,356.0
PP	5,318.0	5,318.0	5,318.0	5,299.0
S1	5,260.0	5,260.0	5,324.0	5,222.0
S2	5,183.5	5,183.5	5,312.0
S3	5,049.0	5,125.5	5,299.5
S4	4,914.5	4,991.0	5,262.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,399.0	5,241.5	157.5	2.9%	80.5	1.5%	93%	True	False	116,176
10	5,399.0	5,152.5	246.5	4.6%	76.5	1.4%	96%	True	False	108,604
20	5,399.0	4,975.0	424.0	7.9%	88.0	1.6%	97%	True	False	124,165
40	5,559.5	4,975.0	584.5	10.8%	89.0	1.7%	71%	False	False	110,070
60	5,559.5	4,975.0	584.5	10.8%	85.0	1.6%	71%	False	False	92,181
80	5,559.5	4,915.0	644.5	12.0%	80.0	1.5%	73%	False	False	69,383
100	5,559.5	4,884.5	675.0	12.5%	75.0	1.4%	75%	False	False	55,579

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
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	22.0
Narrowest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,647.5
2.618	5,552.0
1.618	5,493.5
1.000	5,457.5
0.618	5,435.0
HIGH	5,399.0
0.618	5,376.5
0.500	5,370.0
0.382	5,363.0
LOW	5,340.5
0.618	5,304.5
1.000	5,282.0
1.618	5,246.0
2.618	5,187.5
4.250	5,092.0

Fisher Pivots for day following 01-Mar-2010
Pivot	1 day	3 day
R1	5,382.0	5,365.5
PP	5,376.0	5,343.0
S1	5,370.0	5,320.0

Download as Excel Spreadsheet

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

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