FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 15-Oct-2010
Day Change Summary
Previous Current
14-Oct-2010 15-Oct-2010 Change Change % Previous Week
Open 5,705.0 5,686.5 -18.5 -0.3% 5,617.5
High 5,705.0 5,686.5 -18.5 -0.3% 5,705.0
Low 5,679.5 5,676.0 -3.5 -0.1% 5,541.0
Close 5,672.0 5,637.0 -35.0 -0.6% 5,637.0
Range 25.5 10.5 -15.0 -58.8% 164.0
ATR 46.9 44.6 -2.3 -4.9% 0.0
Volume 512 2 -510 -99.6% 553
Daily Pivots for day following 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 5,698.0 5,678.0 5,643.0
R3 5,687.5 5,667.5 5,640.0
R2 5,677.0 5,677.0 5,639.0
R1 5,657.0 5,657.0 5,638.0 5,662.0
PP 5,666.5 5,666.5 5,666.5 5,669.0
S1 5,646.5 5,646.5 5,636.0 5,651.0
S2 5,656.0 5,656.0 5,635.0
S3 5,645.5 5,636.0 5,634.0
S4 5,635.0 5,625.5 5,631.0
Weekly Pivots for week ending 15-Oct-2010
Classic Woodie Camarilla DeMark
R4 6,119.5 6,042.5 5,727.0
R3 5,955.5 5,878.5 5,682.0
R2 5,791.5 5,791.5 5,667.0
R1 5,714.5 5,714.5 5,652.0 5,753.0
PP 5,627.5 5,627.5 5,627.5 5,647.0
S1 5,550.5 5,550.5 5,622.0 5,589.0
S2 5,463.5 5,463.5 5,607.0
S3 5,299.5 5,386.5 5,592.0
S4 5,135.5 5,222.5 5,547.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,705.0 5,541.0 164.0 2.9% 34.5 0.6% 59% False False 110
10 5,705.0 5,492.0 213.0 3.8% 36.5 0.6% 68% False False 74
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 1.6
Narrowest range in 12 trading days
Fibonacci Retracements and Extensions
4.250 5,731.0
2.618 5,714.0
1.618 5,703.5
1.000 5,697.0
0.618 5,693.0
HIGH 5,686.5
0.618 5,682.5
0.500 5,681.0
0.382 5,680.0
LOW 5,676.0
0.618 5,669.5
1.000 5,665.5
1.618 5,659.0
2.618 5,648.5
4.250 5,631.5
Fisher Pivots for day following 15-Oct-2010
Pivot 1 day 3 day
R1 5,681.0 5,669.5
PP 5,666.5 5,658.5
S1 5,652.0 5,648.0

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

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