FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 29-Dec-2010
Day Change Summary
Previous Current
24-Dec-2010 29-Dec-2010 Change Change % Previous Week
Open 5,945.0 5,942.5 -2.5 0.0% 5,838.5
High 5,964.0 5,983.5 19.5 0.3% 5,967.5
Low 5,937.5 5,937.0 -0.5 0.0% 5,827.0
Close 5,954.5 5,960.0 5.5 0.1% 5,954.5
Range 26.5 46.5 20.0 75.5% 140.5
ATR 61.6 60.6 -1.1 -1.8% 0.0
Volume 4,545 46,117 41,572 914.7% 197,196
Daily Pivots for day following 29-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,099.5 6,076.5 5,985.5
R3 6,053.0 6,030.0 5,973.0
R2 6,006.5 6,006.5 5,968.5
R1 5,983.5 5,983.5 5,964.5 5,995.0
PP 5,960.0 5,960.0 5,960.0 5,966.0
S1 5,937.0 5,937.0 5,955.5 5,948.5
S2 5,913.5 5,913.5 5,951.5
S3 5,867.0 5,890.5 5,947.0
S4 5,820.5 5,844.0 5,934.5
Weekly Pivots for week ending 24-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,338.0 6,286.5 6,032.0
R3 6,197.5 6,146.0 5,993.0
R2 6,057.0 6,057.0 5,980.5
R1 6,005.5 6,005.5 5,967.5 6,031.0
PP 5,916.5 5,916.5 5,916.5 5,929.0
S1 5,865.0 5,865.0 5,941.5 5,891.0
S2 5,776.0 5,776.0 5,928.5
S3 5,635.5 5,724.5 5,916.0
S4 5,495.0 5,584.0 5,877.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,983.5 5,857.0 126.5 2.1% 45.0 0.8% 81% True False 35,057
10 5,983.5 5,810.5 173.0 2.9% 47.0 0.8% 86% True False 82,625
20 5,983.5 5,482.0 501.5 8.4% 58.5 1.0% 95% True False 56,298
40 5,983.5 5,482.0 501.5 8.4% 66.0 1.1% 95% True False 28,394
60 5,983.5 5,482.0 501.5 8.4% 58.5 1.0% 95% True False 18,987
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,181.0
2.618 6,105.0
1.618 6,058.5
1.000 6,030.0
0.618 6,012.0
HIGH 5,983.5
0.618 5,965.5
0.500 5,960.0
0.382 5,955.0
LOW 5,937.0
0.618 5,908.5
1.000 5,890.5
1.618 5,862.0
2.618 5,815.5
4.250 5,739.5
Fisher Pivots for day following 29-Dec-2010
Pivot 1 day 3 day
R1 5,960.0 5,960.0
PP 5,960.0 5,960.0
S1 5,960.0 5,960.0

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

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