FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 11-Mar-2011
Day Change Summary
Previous Current
10-Mar-2011 11-Mar-2011 Change Change % Previous Week
Open 5,932.0 5,841.5 -90.5 -1.5% 5,970.0
High 5,932.0 5,845.0 -87.0 -1.5% 6,029.0
Low 5,816.0 5,780.5 -35.5 -0.6% 5,780.5
Close 5,839.0 5,826.0 -13.0 -0.2% 5,826.0
Range 116.0 64.5 -51.5 -44.4% 248.5
ATR 90.3 88.5 -1.8 -2.0% 0.0
Volume 184,515 180,948 -3,567 -1.9% 712,826
Daily Pivots for day following 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,010.5 5,983.0 5,861.5
R3 5,946.0 5,918.5 5,843.5
R2 5,881.5 5,881.5 5,838.0
R1 5,854.0 5,854.0 5,832.0 5,835.5
PP 5,817.0 5,817.0 5,817.0 5,808.0
S1 5,789.5 5,789.5 5,820.0 5,771.0
S2 5,752.5 5,752.5 5,814.0
S3 5,688.0 5,725.0 5,808.5
S4 5,623.5 5,660.5 5,790.5
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,624.0 6,473.5 5,962.5
R3 6,375.5 6,225.0 5,894.5
R2 6,127.0 6,127.0 5,871.5
R1 5,976.5 5,976.5 5,849.0 5,927.5
PP 5,878.5 5,878.5 5,878.5 5,854.0
S1 5,728.0 5,728.0 5,803.0 5,679.0
S2 5,630.0 5,630.0 5,780.5
S3 5,381.5 5,479.5 5,757.5
S4 5,133.0 5,231.0 5,689.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 6,029.0 5,780.5 248.5 4.3% 91.5 1.6% 18% False True 142,565
10 6,037.5 5,780.5 257.0 4.4% 96.5 1.7% 18% False True 131,718
20 6,086.5 5,780.5 306.0 5.3% 88.0 1.5% 15% False True 112,165
40 6,086.5 5,777.0 309.5 5.3% 82.5 1.4% 16% False False 104,209
60 6,086.5 5,777.0 309.5 5.3% 75.5 1.3% 16% False False 96,597
80 6,086.5 5,482.0 604.5 10.4% 75.5 1.3% 57% False False 78,937
100 6,086.5 5,482.0 604.5 10.4% 72.0 1.2% 57% False False 63,193
120 6,086.5 5,410.0 676.5 11.6% 67.0 1.2% 61% False False 52,671
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 20.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,119.0
2.618 6,014.0
1.618 5,949.5
1.000 5,909.5
0.618 5,885.0
HIGH 5,845.0
0.618 5,820.5
0.500 5,813.0
0.382 5,805.0
LOW 5,780.5
0.618 5,740.5
1.000 5,716.0
1.618 5,676.0
2.618 5,611.5
4.250 5,506.5
Fisher Pivots for day following 11-Mar-2011
Pivot 1 day 3 day
R1 5,821.5 5,877.0
PP 5,817.0 5,860.0
S1 5,813.0 5,843.0

Download as Excel Spreadsheet

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

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