FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 11-Mar-2010

Day Change Summary
	Previous	Current
	10-Mar-2010	11-Mar-2010	Change	Change %	Previous Week
Open	5,585.5	5,622.5	37.0	0.7%	5,391.5
High	5,641.5	5,639.0	-2.5	0.0%	5,612.0
Low	5,580.5	5,589.0	8.5	0.2%	5,340.5
Close	5,628.5	5,609.5	-19.0	-0.3%	5,587.0
Range	61.0	50.0	-11.0	-18.0%	271.5
ATR	81.8	79.5	-2.3	-2.8%	0.0
Volume	103,131	131,447	28,316	27.5%	622,242

Daily Pivots for day following 11-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,762.5	5,736.0	5,637.0
R3	5,712.5	5,686.0	5,623.0
R2	5,662.5	5,662.5	5,618.5
R1	5,636.0	5,636.0	5,614.0	5,624.0
PP	5,612.5	5,612.5	5,612.5	5,606.5
S1	5,586.0	5,586.0	5,605.0	5,574.0
S2	5,562.5	5,562.5	5,600.5
S3	5,512.5	5,536.0	5,596.0
S4	5,462.5	5,486.0	5,582.0

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	5,526.5	115.0	2.1%	61.5	1.1%	72%	False	False	108,159
10	5,641.5	5,287.5	354.0	6.3%	64.0	1.1%	91%	False	False	120,471
20	5,641.5	5,084.5	557.0	9.9%	73.5	1.3%	94%	False	False	113,799
40	5,641.5	4,975.0	666.5	11.9%	89.0	1.6%	95%	False	False	120,102
60	5,641.5	4,975.0	666.5	11.9%	81.0	1.4%	95%	False	False	107,229
80	5,641.5	4,975.0	666.5	11.9%	79.0	1.4%	95%	False	False	80,707
100	5,641.5	4,915.0	726.5	13.0%	77.0	1.4%	96%	False	False	64,711
120	5,641.5	4,884.5	757.0	13.5%	71.0	1.3%	96%	False	False	53,958

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	13.3
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,851.5
2.618	5,770.0
1.618	5,720.0
1.000	5,689.0
0.618	5,670.0
HIGH	5,639.0
0.618	5,620.0
0.500	5,614.0
0.382	5,608.0
LOW	5,589.0
0.618	5,558.0
1.000	5,539.0
1.618	5,508.0
2.618	5,458.0
4.250	5,376.5

Fisher Pivots for day following 11-Mar-2010
Pivot	1 day	3 day
R1	5,614.0	5,605.0
PP	5,612.5	5,600.5
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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