FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 14-Mar-2011
Day Change Summary
Previous Current
11-Mar-2011 14-Mar-2011 Change Change % Previous Week
Open 5,799.0 5,786.0 -13.0 -0.2% 5,913.0
High 5,806.0 5,792.5 -13.5 -0.2% 5,987.0
Low 5,738.5 5,719.0 -19.5 -0.3% 5,738.5
Close 5,783.5 5,731.0 -52.5 -0.9% 5,783.5
Range 67.5 73.5 6.0 8.9% 248.5
ATR 76.5 76.3 -0.2 -0.3% 0.0
Volume 79,856 216,735 136,879 171.4% 189,887
Daily Pivots for day following 14-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,968.0 5,923.0 5,771.5
R3 5,894.5 5,849.5 5,751.0
R2 5,821.0 5,821.0 5,744.5
R1 5,776.0 5,776.0 5,737.5 5,762.0
PP 5,747.5 5,747.5 5,747.5 5,740.5
S1 5,702.5 5,702.5 5,724.5 5,688.0
S2 5,674.0 5,674.0 5,717.5
S3 5,600.5 5,629.0 5,711.0
S4 5,527.0 5,555.5 5,690.5
Weekly Pivots for week ending 11-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,582.0 6,431.0 5,920.0
R3 6,333.5 6,182.5 5,852.0
R2 6,085.0 6,085.0 5,829.0
R1 5,934.0 5,934.0 5,806.5 5,885.0
PP 5,836.5 5,836.5 5,836.5 5,812.0
S1 5,685.5 5,685.5 5,760.5 5,637.0
S2 5,588.0 5,588.0 5,738.0
S3 5,339.5 5,437.0 5,715.0
S4 5,091.0 5,188.5 5,647.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,942.0 5,719.0 223.0 3.9% 79.0 1.4% 5% False True 80,472
10 5,996.0 5,719.0 277.0 4.8% 93.0 1.6% 4% False True 43,584
20 6,042.0 5,719.0 323.0 5.6% 77.5 1.4% 4% False True 21,898
40 6,042.0 5,719.0 323.0 5.6% 55.5 1.0% 4% False True 10,995
60 6,042.0 5,719.0 323.0 5.6% 42.0 0.7% 4% False True 7,340
80 6,042.0 5,463.0 579.0 10.1% 37.5 0.7% 46% False False 5,518
100 6,042.0 5,463.0 579.0 10.1% 32.0 0.6% 46% False False 4,417
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 15.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,105.0
2.618 5,985.0
1.618 5,911.5
1.000 5,866.0
0.618 5,838.0
HIGH 5,792.5
0.618 5,764.5
0.500 5,756.0
0.382 5,747.0
LOW 5,719.0
0.618 5,673.5
1.000 5,645.5
1.618 5,600.0
2.618 5,526.5
4.250 5,406.5
Fisher Pivots for day following 14-Mar-2011
Pivot 1 day 3 day
R1 5,756.0 5,805.0
PP 5,747.5 5,780.5
S1 5,739.0 5,755.5

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

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