FTSE 100 Index Future March 2010

Trading Metrics calculated at close of trading on 16-Mar-2010

Day Change Summary
	Previous	Current
	15-Mar-2010	16-Mar-2010	Change	Change %	Previous Week
Open	5,617.0	5,618.0	1.0	0.0%	5,603.0
High	5,623.0	5,633.5	10.5	0.2%	5,650.0
Low	5,582.5	5,592.5	10.0	0.2%	5,550.5
Close	5,586.0	5,625.0	39.0	0.7%	5,626.5
Range	40.5	41.0	0.5	1.2%	99.5
ATR	74.5	72.6	-1.9	-2.6%	0.0
Volume	168,403	264,945	96,542	57.3%	631,699

Daily Pivots for day following 16-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,740.0	5,723.5	5,647.5
R3	5,699.0	5,682.5	5,636.5
R2	5,658.0	5,658.0	5,632.5
R1	5,641.5	5,641.5	5,629.0	5,650.0
PP	5,617.0	5,617.0	5,617.0	5,621.0
S1	5,600.5	5,600.5	5,621.0	5,609.0
S2	5,576.0	5,576.0	5,617.5
S3	5,535.0	5,559.5	5,613.5
S4	5,494.0	5,518.5	5,602.5

Weekly Pivots for week ending 12-Mar-2010
	Classic	Woodie	Camarilla	DeMark
R4	5,907.5	5,866.5	5,681.0
R3	5,808.0	5,767.0	5,654.0
R2	5,708.5	5,708.5	5,644.5
R1	5,667.5	5,667.5	5,635.5	5,688.0
PP	5,609.0	5,609.0	5,609.0	5,619.0
S1	5,568.0	5,568.0	5,617.5	5,588.5
S2	5,509.5	5,509.5	5,608.5
S3	5,410.0	5,468.5	5,599.0
S4	5,310.5	5,369.0	5,572.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,650.0	5,580.5	69.5	1.2%	47.0	0.8%	64%	False	False	172,003
10	5,650.0	5,451.5	198.5	3.5%	55.0	1.0%	87%	False	False	141,200
20	5,650.0	5,241.0	409.0	7.3%	65.5	1.2%	94%	False	False	128,401
40	5,650.0	4,975.0	675.0	12.0%	86.5	1.5%	96%	False	False	129,319
60	5,650.0	4,975.0	675.0	12.0%	80.0	1.4%	96%	False	False	116,620
80	5,650.0	4,975.0	675.0	12.0%	79.0	1.4%	96%	False	False	88,494
100	5,650.0	4,915.0	735.0	13.1%	76.5	1.4%	97%	False	False	70,961
120	5,650.0	4,884.5	765.5	13.6%	71.5	1.3%	97%	False	False	59,168

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	True
3BNR	True
4BNR	True
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	12.1
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	5,808.0
2.618	5,741.0
1.618	5,700.0
1.000	5,674.5
0.618	5,659.0
HIGH	5,633.5
0.618	5,618.0
0.500	5,613.0
0.382	5,608.0
LOW	5,592.5
0.618	5,567.0
1.000	5,551.5
1.618	5,526.0
2.618	5,485.0
4.250	5,418.0

Fisher Pivots for day following 16-Mar-2010
Pivot	1 day	3 day
R1	5,621.0	5,622.0
PP	5,617.0	5,619.0
S1	5,613.0	5,616.0

Download as Excel Spreadsheet

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

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