FTSE 100 Index Future March 2011

Trading Metrics calculated at close of trading on 21-Feb-2011

Day Change Summary
	Previous	Current
	18-Feb-2011	21-Feb-2011	Change	Change %	Previous Week
Open	6,060.5	6,045.0	-15.5	-0.3%	6,052.0
High	6,077.0	6,086.5	9.5	0.2%	6,080.0
Low	6,027.0	5,978.5	-48.5	-0.8%	6,001.0
Close	6,053.0	5,997.0	-56.0	-0.9%	6,053.0
Range	50.0	108.0	58.0	116.0%	79.0
ATR	69.1	71.9	2.8	4.0%	0.0
Volume	82,013	79,675	-2,338	-2.9%	397,695

Daily Pivots for day following 21-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,344.5	6,279.0	6,056.5
R3	6,236.5	6,171.0	6,026.5
R2	6,128.5	6,128.5	6,017.0
R1	6,063.0	6,063.0	6,007.0	6,042.0
PP	6,020.5	6,020.5	6,020.5	6,010.0
S1	5,955.0	5,955.0	5,987.0	5,934.0
S2	5,912.5	5,912.5	5,977.0
S3	5,804.5	5,847.0	5,967.5
S4	5,696.5	5,739.0	5,937.5

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,281.5	6,246.5	6,096.5
R3	6,202.5	6,167.5	6,074.5
R2	6,123.5	6,123.5	6,067.5
R1	6,088.5	6,088.5	6,060.0	6,106.0
PP	6,044.5	6,044.5	6,044.5	6,053.5
S1	6,009.5	6,009.5	6,046.0	6,027.0
S2	5,965.5	5,965.5	6,038.5
S3	5,886.5	5,930.5	6,031.5
S4	5,807.5	5,851.5	6,009.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,086.5	5,978.5	108.0	1.8%	65.5	1.1%	17%	True	True	80,204
10	6,086.5	5,952.5	134.0	2.2%	69.0	1.2%	33%	True	False	82,946
20	6,086.5	5,777.0	309.5	5.2%	70.5	1.2%	71%	True	False	89,241
40	6,086.5	5,777.0	309.5	5.2%	70.5	1.2%	71%	True	False	87,456
60	6,086.5	5,482.0	604.5	10.1%	70.0	1.2%	85%	True	False	75,709
80	6,086.5	5,482.0	604.5	10.1%	69.0	1.2%	85%	True	False	56,893
100	6,086.5	5,482.0	604.5	10.1%	64.0	1.1%	85%	True	False	45,543

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	18.5
Widest range in 14 trading days

Fibonacci Retracements and Extensions
4.250	6,545.5
2.618	6,369.0
1.618	6,261.0
1.000	6,194.5
0.618	6,153.0
HIGH	6,086.5
0.618	6,045.0
0.500	6,032.5
0.382	6,020.0
LOW	5,978.5
0.618	5,912.0
1.000	5,870.5
1.618	5,804.0
2.618	5,696.0
4.250	5,519.5

Fisher Pivots for day following 21-Feb-2011
Pivot	1 day	3 day
R1	6,032.5	6,032.5
PP	6,020.5	6,020.5
S1	6,009.0	6,009.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols