FTSE 100 Index Future June 2011


Trading Metrics calculated at close of trading on 18-Mar-2011
Day Change Summary
Previous Current
17-Mar-2011 18-Mar-2011 Change Change % Previous Week
Open 5,532.0 5,653.5 121.5 2.2% 5,786.0
High 5,661.0 5,715.5 54.5 1.0% 5,792.5
Low 5,523.0 5,650.5 127.5 2.3% 5,458.5
Close 5,644.0 5,677.5 33.5 0.6% 5,677.5
Range 138.0 65.0 -73.0 -52.9% 334.0
ATR 97.7 95.8 -1.9 -1.9% 0.0
Volume 115,186 144,994 29,808 25.9% 863,091
Daily Pivots for day following 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 5,876.0 5,842.0 5,713.0
R3 5,811.0 5,777.0 5,695.5
R2 5,746.0 5,746.0 5,689.5
R1 5,712.0 5,712.0 5,683.5 5,729.0
PP 5,681.0 5,681.0 5,681.0 5,690.0
S1 5,647.0 5,647.0 5,671.5 5,664.0
S2 5,616.0 5,616.0 5,665.5
S3 5,551.0 5,582.0 5,659.5
S4 5,486.0 5,517.0 5,642.0
Weekly Pivots for week ending 18-Mar-2011
Classic Woodie Camarilla DeMark
R4 6,645.0 6,495.0 5,861.0
R3 6,311.0 6,161.0 5,769.5
R2 5,977.0 5,977.0 5,738.5
R1 5,827.0 5,827.0 5,708.0 5,735.0
PP 5,643.0 5,643.0 5,643.0 5,597.0
S1 5,493.0 5,493.0 5,647.0 5,401.0
S2 5,309.0 5,309.0 5,616.5
S3 4,975.0 5,159.0 5,585.5
S4 4,641.0 4,825.0 5,494.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,792.5 5,458.5 334.0 5.9% 136.0 2.4% 66% False False 172,618
10 5,987.0 5,458.5 528.5 9.3% 110.5 1.9% 41% False False 105,297
20 6,042.0 5,458.5 583.5 10.3% 102.0 1.8% 38% False False 54,191
40 6,042.0 5,458.5 583.5 10.3% 65.0 1.1% 38% False False 27,135
60 6,042.0 5,458.5 583.5 10.3% 51.5 0.9% 38% False False 18,110
80 6,042.0 5,458.5 583.5 10.3% 42.5 0.7% 38% False False 13,592
100 6,042.0 5,458.5 583.5 10.3% 37.5 0.7% 38% False False 10,880
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 10.6
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,992.0
2.618 5,885.5
1.618 5,820.5
1.000 5,780.5
0.618 5,755.5
HIGH 5,715.5
0.618 5,690.5
0.500 5,683.0
0.382 5,675.5
LOW 5,650.5
0.618 5,610.5
1.000 5,585.5
1.618 5,545.5
2.618 5,480.5
4.250 5,374.0
Fisher Pivots for day following 18-Mar-2011
Pivot 1 day 3 day
R1 5,683.0 5,647.5
PP 5,681.0 5,617.0
S1 5,679.5 5,587.0

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

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