FTSE 100 Index Future March 2011


Trading Metrics calculated at close of trading on 15-Mar-2011
Day Change Summary
Previous Current
14-Mar-2011 15-Mar-2011 Change Change % Previous Week
Open 5,830.5 5,764.0 -66.5 -1.1% 5,970.0
High 5,837.0 5,764.0 -73.0 -1.3% 6,029.0
Low 5,762.0 5,584.5 -177.5 -3.1% 5,780.5
Close 5,774.5 5,694.5 -80.0 -1.4% 5,826.0
Range 75.0 179.5 104.5 139.3% 248.5
ATR 87.5 94.8 7.3 8.4% 0.0
Volume 326,799 366,764 39,965 12.2% 712,826
Daily Pivots for day following 15-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,219.5 6,136.5 5,793.0
R3 6,040.0 5,957.0 5,744.0
R2 5,860.5 5,860.5 5,727.5
R1 5,777.5 5,777.5 5,711.0 5,729.0
PP 5,681.0 5,681.0 5,681.0 5,657.0
S1 5,598.0 5,598.0 5,678.0 5,550.0
S2 5,501.5 5,501.5 5,661.5
S3 5,322.0 5,418.5 5,645.0
S4 5,142.5 5,239.0 5,596.0
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 5,973.0 5,584.5 388.5 6.8% 98.5 1.7% 28% False True 233,601
10 6,037.5 5,584.5 453.0 8.0% 102.0 1.8% 24% False True 177,763
20 6,086.5 5,584.5 502.0 8.8% 95.0 1.7% 22% False True 139,371
40 6,086.5 5,584.5 502.0 8.8% 85.5 1.5% 22% False True 117,574
60 6,086.5 5,584.5 502.0 8.8% 78.0 1.4% 22% False True 103,556
80 6,086.5 5,482.0 604.5 10.6% 77.5 1.4% 35% False False 87,603
100 6,086.5 5,482.0 604.5 10.6% 74.0 1.3% 35% False False 70,111
120 6,086.5 5,442.0 644.5 11.3% 68.0 1.2% 39% False False 58,449
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.4
Widest range in 124 trading days
Fibonacci Retracements and Extensions
4.250 6,527.0
2.618 6,234.0
1.618 6,054.5
1.000 5,943.5
0.618 5,875.0
HIGH 5,764.0
0.618 5,695.5
0.500 5,674.0
0.382 5,653.0
LOW 5,584.5
0.618 5,473.5
1.000 5,405.0
1.618 5,294.0
2.618 5,114.5
4.250 4,821.5
Fisher Pivots for day following 15-Mar-2011
Pivot 1 day 3 day
R1 5,688.0 5,715.0
PP 5,681.0 5,708.0
S1 5,674.0 5,701.0

Download as Excel Spreadsheet

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

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