FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 05-Mar-2010

Day Change Summary
	Previous	Current
	04-Mar-2010	05-Mar-2010	Change	Change %	Previous Week
Open	5,503.5	5,538.5	35.0	0.6%	5,391.5
High	5,533.0	5,612.0	79.0	1.4%	5,612.0
Low	5,489.5	5,526.5	37.0	0.7%	5,340.5
Close	5,511.0	5,587.0	76.0	1.4%	5,587.0
Range	43.5	85.5	42.0	96.6%	271.5
ATR	86.8	87.8	1.0	1.2%	0.0
Volume	123,218	101,191	-22,027	-17.9%	622,242

Daily Pivots for day following 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,831.5	5,795.0	5,634.0
R3	5,746.0	5,709.5	5,610.5
R2	5,660.5	5,660.5	5,602.5
R1	5,624.0	5,624.0	5,595.0	5,642.0
PP	5,575.0	5,575.0	5,575.0	5,584.5
S1	5,538.5	5,538.5	5,579.0	5,557.0
S2	5,489.5	5,489.5	5,571.5
S3	5,404.0	5,453.0	5,563.5
S4	5,318.5	5,367.5	5,540.0

Weekly Pivots for week ending 05-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	6,327.5	6,229.0	5,736.5
R3	6,056.0	5,957.5	5,661.5
R2	5,784.5	5,784.5	5,637.0
R1	5,686.0	5,686.0	5,612.0	5,735.0
PP	5,513.0	5,513.0	5,513.0	5,538.0
S1	5,414.5	5,414.5	5,562.0	5,464.0
S2	5,241.5	5,241.5	5,537.0
S3	4,970.0	5,143.0	5,512.5
S4	4,698.5	4,871.5	5,437.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,612.0	5,340.5	271.5	4.9%	70.0	1.3%	91%	True	False	124,448
10	5,612.0	5,241.5	370.5	6.6%	73.5	1.3%	93%	True	False	117,141
20	5,612.0	4,975.0	637.0	11.4%	81.5	1.5%	96%	True	False	123,412
40	5,612.0	4,975.0	637.0	11.4%	90.0	1.6%	96%	True	False	116,469
60	5,612.0	4,975.0	637.0	11.4%	83.5	1.5%	96%	True	False	100,014
80	5,612.0	4,975.0	637.0	11.4%	79.5	1.4%	96%	True	False	75,241
100	5,612.0	4,915.0	697.0	12.5%	76.0	1.4%	96%	True	False	60,319
120	5,612.0	4,884.5	727.5	13.0%	70.5	1.3%	97%	True	False	50,297

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.4
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	5,975.5
2.618	5,836.0
1.618	5,750.5
1.000	5,697.5
0.618	5,665.0
HIGH	5,612.0
0.618	5,579.5
0.500	5,569.0
0.382	5,559.0
LOW	5,526.5
0.618	5,473.5
1.000	5,441.0
1.618	5,388.0
2.618	5,302.5
4.250	5,163.0

Fisher Pivots for day following 05-Mar-2010
Pivot	1 day	3 day
R1	5,581.0	5,568.5
PP	5,575.0	5,550.0
S1	5,569.0	5,532.0

Download as Excel Spreadsheet

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

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