FTSE 100 Index Future June 2011

Trading Metrics calculated at close of trading on 23-Feb-2011

Day Change Summary
	Previous	Current
	22-Feb-2011	23-Feb-2011	Change	Change %	Previous Week
Open	5,913.0	5,901.5	-11.5	-0.2%	6,022.5
High	5,950.0	5,920.0	-30.0	-0.5%	6,030.0
Low	5,870.0	5,820.0	-50.0	-0.9%	5,981.0
Close	5,935.5	5,871.5	-64.0	-1.1%	6,010.0
Range	80.0	100.0	20.0	25.0%	49.0
ATR	52.6	57.1	4.5	8.5%	0.0
Volume	100	704	604	604.0%	492

Daily Pivots for day following 23-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,170.5	6,121.0	5,926.5
R3	6,070.5	6,021.0	5,899.0
R2	5,970.5	5,970.5	5,890.0
R1	5,921.0	5,921.0	5,880.5	5,896.0
PP	5,870.5	5,870.5	5,870.5	5,858.0
S1	5,821.0	5,821.0	5,862.5	5,796.0
S2	5,770.5	5,770.5	5,853.0
S3	5,670.5	5,721.0	5,844.0
S4	5,570.5	5,621.0	5,816.5

Weekly Pivots for week ending 18-Feb-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,154.0	6,131.0	6,037.0
R3	6,105.0	6,082.0	6,023.5
R2	6,056.0	6,056.0	6,019.0
R1	6,033.0	6,033.0	6,014.5	6,020.0
PP	6,007.0	6,007.0	6,007.0	6,000.5
S1	5,984.0	5,984.0	6,005.5	5,971.0
S2	5,958.0	5,958.0	6,001.0
S3	5,909.0	5,935.0	5,996.5
S4	5,860.0	5,886.0	5,983.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	6,042.0	5,820.0	222.0	3.8%	65.5	1.1%	23%	False	True	282
10	6,042.0	5,820.0	222.0	3.8%	53.5	0.9%	23%	False	True	175
20	6,042.0	5,790.0	252.0	4.3%	38.5	0.7%	32%	False	False	121
40	6,042.0	5,787.5	254.5	4.3%	33.5	0.6%	33%	False	False	94
60	6,042.0	5,463.0	579.0	9.9%	26.5	0.4%	71%	False	False	72
80	6,042.0	5,463.0	579.0	9.9%	25.0	0.4%	71%	False	False	64

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	14.2
Widest range in 100 trading days

Fibonacci Retracements and Extensions
4.250	6,345.0
2.618	6,182.0
1.618	6,082.0
1.000	6,020.0
0.618	5,982.0
HIGH	5,920.0
0.618	5,882.0
0.500	5,870.0
0.382	5,858.0
LOW	5,820.0
0.618	5,758.0
1.000	5,720.0
1.618	5,658.0
2.618	5,558.0
4.250	5,395.0

Fisher Pivots for day following 23-Feb-2011
Pivot	1 day	3 day
R1	5,871.0	5,931.0
PP	5,870.5	5,911.0
S1	5,870.0	5,891.5

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