FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 22-Dec-2010
Day Change Summary
Previous Current
21-Dec-2010 22-Dec-2010 Change Change % Previous Week
Open 5,861.0 5,911.0 50.0 0.9% 5,792.0
High 5,920.0 5,962.0 42.0 0.7% 5,872.5
Low 5,857.0 5,897.5 40.5 0.7% 5,791.5
Close 5,907.0 5,951.0 44.0 0.7% 5,827.5
Range 63.0 64.5 1.5 2.4% 81.0
ATR 67.7 67.5 -0.2 -0.3% 0.0
Volume 48,234 43,720 -4,514 -9.4% 706,797
Daily Pivots for day following 22-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,130.5 6,105.0 5,986.5
R3 6,066.0 6,040.5 5,968.5
R2 6,001.5 6,001.5 5,963.0
R1 5,976.0 5,976.0 5,957.0 5,989.0
PP 5,937.0 5,937.0 5,937.0 5,943.0
S1 5,911.5 5,911.5 5,945.0 5,924.0
S2 5,872.5 5,872.5 5,939.0
S3 5,808.0 5,847.0 5,933.5
S4 5,743.5 5,782.5 5,915.5
Weekly Pivots for week ending 17-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,073.5 6,031.5 5,872.0
R3 5,992.5 5,950.5 5,850.0
R2 5,911.5 5,911.5 5,842.5
R1 5,869.5 5,869.5 5,835.0 5,890.5
PP 5,830.5 5,830.5 5,830.5 5,841.0
S1 5,788.5 5,788.5 5,820.0 5,809.5
S2 5,749.5 5,749.5 5,812.5
S3 5,668.5 5,707.5 5,805.0
S4 5,587.5 5,626.5 5,783.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,962.0 5,821.0 141.0 2.4% 55.5 0.9% 92% True False 72,696
10 5,962.0 5,757.0 205.0 3.4% 50.5 0.9% 95% True False 98,024
20 5,962.0 5,482.0 480.0 8.1% 69.0 1.2% 98% True False 52,215
40 5,962.0 5,482.0 480.0 8.1% 68.0 1.1% 98% True False 26,330
60 5,962.0 5,482.0 480.0 8.1% 60.0 1.0% 98% True False 17,600
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.9
Widest range in 11 trading days
Fibonacci Retracements and Extensions
4.250 6,236.0
2.618 6,131.0
1.618 6,066.5
1.000 6,026.5
0.618 6,002.0
HIGH 5,962.0
0.618 5,937.5
0.500 5,930.0
0.382 5,922.0
LOW 5,897.5
0.618 5,857.5
1.000 5,833.0
1.618 5,793.0
2.618 5,728.5
4.250 5,623.5
Fisher Pivots for day following 22-Dec-2010
Pivot 1 day 3 day
R1 5,944.0 5,932.0
PP 5,937.0 5,913.5
S1 5,930.0 5,894.5

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

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