FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 04-Feb-2011
Day Change Summary
Previous Current
03-Feb-2011 04-Feb-2011 Change Change % Previous Week
Open 5,964.5 5,965.0 0.5 0.0% 5,800.0
High 5,974.5 5,993.0 18.5 0.3% 5,993.0
Low 5,918.0 5,953.0 35.0 0.6% 5,777.0
Close 5,950.5 5,957.5 7.0 0.1% 5,957.5
Range 56.5 40.0 -16.5 -29.2% 216.0
ATR 77.8 75.2 -2.5 -3.2% 0.0
Volume 77,891 70,099 -7,792 -10.0% 476,234
Daily Pivots for day following 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 6,088.0 6,062.5 5,979.5
R3 6,048.0 6,022.5 5,968.5
R2 6,008.0 6,008.0 5,965.0
R1 5,982.5 5,982.5 5,961.0 5,975.0
PP 5,968.0 5,968.0 5,968.0 5,964.0
S1 5,942.5 5,942.5 5,954.0 5,935.0
S2 5,928.0 5,928.0 5,950.0
S3 5,888.0 5,902.5 5,946.5
S4 5,848.0 5,862.5 5,935.5
Weekly Pivots for week ending 04-Feb-2011
Classic Woodie Camarilla DeMark
R4 6,557.0 6,473.5 6,076.5
R3 6,341.0 6,257.5 6,017.0
R2 6,125.0 6,125.0 5,997.0
R1 6,041.5 6,041.5 5,977.5 6,083.0
PP 5,909.0 5,909.0 5,909.0 5,930.0
S1 5,825.5 5,825.5 5,937.5 5,867.0
S2 5,693.0 5,693.0 5,918.0
S3 5,477.0 5,609.5 5,898.0
S4 5,261.0 5,393.5 5,838.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,993.0 5,777.0 216.0 3.6% 66.5 1.1% 84% True False 95,246
10 5,993.0 5,777.0 216.0 3.6% 73.0 1.2% 84% True False 96,446
20 6,042.5 5,777.0 265.5 4.5% 74.5 1.2% 68% False False 99,411
40 6,050.0 5,730.0 320.0 5.4% 66.0 1.1% 71% False False 89,739
60 6,050.0 5,482.0 568.0 9.5% 72.0 1.2% 84% False False 60,703
80 6,050.0 5,482.0 568.0 9.5% 65.5 1.1% 84% False False 45,578
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 True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.4
Narrowest range in 27 trading days
Fibonacci Retracements and Extensions
4.250 6,163.0
2.618 6,097.5
1.618 6,057.5
1.000 6,033.0
0.618 6,017.5
HIGH 5,993.0
0.618 5,977.5
0.500 5,973.0
0.382 5,968.5
LOW 5,953.0
0.618 5,928.5
1.000 5,913.0
1.618 5,888.5
2.618 5,848.5
4.250 5,783.0
Fisher Pivots for day following 04-Feb-2011
Pivot 1 day 3 day
R1 5,973.0 5,957.0
PP 5,968.0 5,956.0
S1 5,962.5 5,955.5

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

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