FTSE 100 Index Future March 2011

Trading Metrics calculated at close of trading on 11-Feb-2011

Day Change Summary
	Previous	Current
	10-Feb-2011	11-Feb-2011	Change	Change %	Previous Week
Open	6,042.0	6,004.0	-38.0	-0.6%	5,985.0
High	6,049.5	6,059.5	10.0	0.2%	6,077.0
Low	5,966.0	5,952.5	-13.5	-0.2%	5,952.5
Close	6,004.0	6,043.5	39.5	0.7%	6,043.5
Range	83.5	107.0	23.5	28.1%	124.5
ATR	73.5	75.9	2.4	3.3%	0.0
Volume	96,193	88,044	-8,149	-8.5%	430,331

Daily Pivots for day following 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,339.5	6,298.5	6,102.5
R3	6,232.5	6,191.5	6,073.0
R2	6,125.5	6,125.5	6,063.0
R1	6,084.5	6,084.5	6,053.5	6,105.0
PP	6,018.5	6,018.5	6,018.5	6,029.0
S1	5,977.5	5,977.5	6,033.5	5,998.0
S2	5,911.5	5,911.5	6,024.0
S3	5,804.5	5,870.5	6,014.0
S4	5,697.5	5,763.5	5,984.5

Weekly Pivots for week ending 11-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,398.0	6,345.0	6,112.0
R3	6,273.5	6,220.5	6,077.5
R2	6,149.0	6,149.0	6,066.5
R1	6,096.0	6,096.0	6,055.0	6,122.5
PP	6,024.5	6,024.5	6,024.5	6,037.5
S1	5,971.5	5,971.5	6,032.0	5,998.0
S2	5,900.0	5,900.0	6,020.5
S3	5,775.5	5,847.0	6,009.5
S4	5,651.0	5,722.5	5,975.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,077.0	5,952.5	124.5	2.1%	74.5	1.2%	73%	False	True	86,066
10	6,077.0	5,777.0	300.0	5.0%	70.5	1.2%	89%	False	False	90,656
20	6,077.0	5,777.0	300.0	5.0%	77.5	1.3%	89%	False	False	96,254
40	6,077.0	5,777.0	300.0	5.0%	69.0	1.1%	89%	False	False	88,813
60	6,077.0	5,482.0	595.0	9.8%	71.5	1.2%	94%	False	False	67,861
80	6,077.0	5,482.0	595.0	9.8%	68.0	1.1%	94%	False	False	50,950
100	6,077.0	5,410.0	667.0	11.0%	63.0	1.0%	95%	False	False	40,772

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	True
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	17.4
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,514.0
2.618	6,339.5
1.618	6,232.5
1.000	6,166.5
0.618	6,125.5
HIGH	6,059.5
0.618	6,018.5
0.500	6,006.0
0.382	5,993.5
LOW	5,952.5
0.618	5,886.5
1.000	5,845.5
1.618	5,779.5
2.618	5,672.5
4.250	5,498.0

Fisher Pivots for day following 11-Feb-2011
Pivot	1 day	3 day
R1	6,031.0	6,033.5
PP	6,018.5	6,024.0
S1	6,006.0	6,014.0

Download as Excel Spreadsheet

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

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