FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 04-Jan-2011
Day Change Summary
Previous Current
31-Dec-2010 04-Jan-2011 Change Change % Previous Week
Open 5,923.0 5,908.5 -14.5 -0.2% 5,942.5
High 5,948.0 6,010.5 62.5 1.1% 5,983.5
Low 5,875.0 5,908.0 33.0 0.6% 5,875.0
Close 5,893.0 5,959.0 66.0 1.1% 5,893.0
Range 73.0 102.5 29.5 40.4% 108.5
ATR 61.1 65.1 4.0 6.6% 0.0
Volume 21,986 120,557 98,571 448.3% 111,509
Daily Pivots for day following 04-Jan-2011
Classic Woodie Camarilla DeMark
R4 6,266.5 6,215.5 6,015.5
R3 6,164.0 6,113.0 5,987.0
R2 6,061.5 6,061.5 5,978.0
R1 6,010.5 6,010.5 5,968.5 6,036.0
PP 5,959.0 5,959.0 5,959.0 5,972.0
S1 5,908.0 5,908.0 5,949.5 5,933.5
S2 5,856.5 5,856.5 5,940.0
S3 5,754.0 5,805.5 5,931.0
S4 5,651.5 5,703.0 5,902.5
Weekly Pivots for week ending 31-Dec-2010
Classic Woodie Camarilla DeMark
R4 6,242.5 6,176.5 5,952.5
R3 6,134.0 6,068.0 5,923.0
R2 6,025.5 6,025.5 5,913.0
R1 5,959.5 5,959.5 5,903.0 5,938.0
PP 5,917.0 5,917.0 5,917.0 5,906.5
S1 5,851.0 5,851.0 5,883.0 5,830.0
S2 5,808.5 5,808.5 5,873.0
S3 5,700.0 5,742.5 5,863.0
S4 5,591.5 5,634.0 5,833.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,010.5 5,875.0 135.5 2.3% 61.0 1.0% 62% True False 47,322
10 6,010.5 5,821.0 189.5 3.2% 55.5 0.9% 73% True False 52,492
20 6,010.5 5,686.0 324.5 5.4% 54.5 0.9% 84% True False 65,024
40 6,010.5 5,482.0 528.5 8.9% 67.5 1.1% 90% True False 33,025
60 6,010.5 5,482.0 528.5 8.9% 61.0 1.0% 90% True False 22,083
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 12.1
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6,446.0
2.618 6,279.0
1.618 6,176.5
1.000 6,113.0
0.618 6,074.0
HIGH 6,010.5
0.618 5,971.5
0.500 5,959.0
0.382 5,947.0
LOW 5,908.0
0.618 5,844.5
1.000 5,805.5
1.618 5,742.0
2.618 5,639.5
4.250 5,472.5
Fisher Pivots for day following 04-Jan-2011
Pivot 1 day 3 day
R1 5,959.0 5,953.5
PP 5,959.0 5,948.0
S1 5,959.0 5,943.0

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

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