FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 10-Mar-2010

Day Change Summary
	Previous	Current
	09-Mar-2010	10-Mar-2010	Change	Change %	Previous Week
Open	5,600.0	5,585.5	-14.5	-0.3%	5,391.5
High	5,617.5	5,641.5	24.0	0.4%	5,612.0
Low	5,550.5	5,580.5	30.0	0.5%	5,340.5
Close	5,595.5	5,628.5	33.0	0.6%	5,587.0
Range	67.0	61.0	-6.0	-9.0%	271.5
ATR	83.4	81.8	-1.6	-1.9%	0.0
Volume	101,222	103,131	1,909	1.9%	622,242

Daily Pivots for day following 10-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,800.0	5,775.0	5,662.0
R3	5,739.0	5,714.0	5,645.5
R2	5,678.0	5,678.0	5,639.5
R1	5,653.0	5,653.0	5,634.0	5,665.5
PP	5,617.0	5,617.0	5,617.0	5,623.0
S1	5,592.0	5,592.0	5,623.0	5,604.5
S2	5,556.0	5,556.0	5,617.5
S3	5,495.0	5,531.0	5,611.5
S4	5,434.0	5,470.0	5,595.0

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	5,641.5	5,489.5	152.0	2.7%	60.0	1.1%	91%	True	False	106,513
10	5,641.5	5,241.5	400.0	7.1%	70.5	1.3%	97%	True	False	117,574
20	5,641.5	5,077.0	564.5	10.0%	75.0	1.3%	98%	True	False	113,616
40	5,641.5	4,975.0	666.5	11.8%	90.0	1.6%	98%	True	False	118,840
60	5,641.5	4,975.0	666.5	11.8%	82.5	1.5%	98%	True	False	105,076
80	5,641.5	4,975.0	666.5	11.8%	78.5	1.4%	98%	True	False	79,080
100	5,641.5	4,915.0	726.5	12.9%	77.0	1.4%	98%	True	False	63,396
120	5,641.5	4,884.5	757.0	13.4%	71.0	1.3%	98%	True	False	52,862

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.2
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,901.0
2.618	5,801.0
1.618	5,740.0
1.000	5,702.5
0.618	5,679.0
HIGH	5,641.5
0.618	5,618.0
0.500	5,611.0
0.382	5,604.0
LOW	5,580.5
0.618	5,543.0
1.000	5,519.5
1.618	5,482.0
2.618	5,421.0
4.250	5,321.0

Fisher Pivots for day following 10-Mar-2010
Pivot	1 day	3 day
R1	5,622.5	5,617.5
PP	5,617.0	5,607.0
S1	5,611.0	5,596.0

Download as Excel Spreadsheet

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

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