FTSE 100 Index Future March 2011

Trading Metrics calculated at close of trading on 22-Feb-2011

Day Change Summary
	Previous	Current
	21-Feb-2011	22-Feb-2011	Change	Change %	Previous Week
Open	6,045.0	5,975.0	-70.0	-1.2%	6,052.0
High	6,086.5	6,008.0	-78.5	-1.3%	6,080.0
Low	5,978.5	5,902.5	-76.0	-1.3%	6,001.0
Close	5,997.0	5,978.5	-18.5	-0.3%	6,053.0
Range	108.0	105.5	-2.5	-2.3%	79.0
ATR	71.9	74.3	2.4	3.3%	0.0
Volume	79,675	123,576	43,901	55.1%	397,695

Daily Pivots for day following 22-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,279.5	6,234.5	6,036.5
R3	6,174.0	6,129.0	6,007.5
R2	6,068.5	6,068.5	5,998.0
R1	6,023.5	6,023.5	5,988.0	6,046.0
PP	5,963.0	5,963.0	5,963.0	5,974.0
S1	5,918.0	5,918.0	5,969.0	5,940.5
S2	5,857.5	5,857.5	5,959.0
S3	5,752.0	5,812.5	5,949.5
S4	5,646.5	5,707.0	5,920.5

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	5,902.5	184.0	3.1%	76.0	1.3%	41%	False	True	90,302
10	6,086.5	5,902.5	184.0	3.1%	72.0	1.2%	41%	False	True	86,345
20	6,086.5	5,777.0	309.5	5.2%	72.5	1.2%	65%	False	False	90,548
40	6,086.5	5,777.0	309.5	5.2%	72.5	1.2%	65%	False	False	89,729
60	6,086.5	5,482.0	604.5	10.1%	71.0	1.2%	82%	False	False	77,760
80	6,086.5	5,482.0	604.5	10.1%	70.0	1.2%	82%	False	False	58,436
100	6,086.5	5,482.0	604.5	10.1%	64.5	1.1%	82%	False	False	46,778

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	19.5
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,456.5
2.618	6,284.0
1.618	6,178.5
1.000	6,113.5
0.618	6,073.0
HIGH	6,008.0
0.618	5,967.5
0.500	5,955.0
0.382	5,943.0
LOW	5,902.5
0.618	5,837.5
1.000	5,797.0
1.618	5,732.0
2.618	5,626.5
4.250	5,454.0

Fisher Pivots for day following 22-Feb-2011
Pivot	1 day	3 day
R1	5,971.0	5,994.5
PP	5,963.0	5,989.0
S1	5,955.0	5,984.0

Download as Excel Spreadsheet

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

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