FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 27-Oct-2011

Day Change Summary
	Previous	Current
	26-Oct-2011	27-Oct-2011	Change	Change %	Previous Week
Open	5,446.0	5,550.0	104.0	1.9%	5,451.0
High	5,520.0	5,682.5	162.5	2.9%	5,485.0
Low	5,446.0	5,541.5	95.5	1.8%	5,300.0
Close	5,488.0	5,653.5	165.5	3.0%	5,429.0
Range	74.0	141.0	67.0	90.5%	185.0
ATR	95.3	102.4	7.1	7.4%	0.0
Volume	114	552	438	384.2%	212

Daily Pivots for day following 27-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,049.0	5,992.0	5,731.0
R3	5,908.0	5,851.0	5,692.5
R2	5,767.0	5,767.0	5,679.5
R1	5,710.0	5,710.0	5,666.5	5,738.5
PP	5,626.0	5,626.0	5,626.0	5,640.0
S1	5,569.0	5,569.0	5,640.5	5,597.5
S2	5,485.0	5,485.0	5,627.5
S3	5,344.0	5,428.0	5,614.5
S4	5,203.0	5,287.0	5,576.0

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,959.5	5,879.5	5,531.0
R3	5,774.5	5,694.5	5,480.0
R2	5,589.5	5,589.5	5,463.0
R1	5,509.5	5,509.5	5,446.0	5,457.0
PP	5,404.5	5,404.5	5,404.5	5,378.5
S1	5,324.5	5,324.5	5,412.0	5,272.0
S2	5,219.5	5,219.5	5,395.0
S3	5,034.5	5,139.5	5,378.0
S4	4,849.5	4,954.5	5,327.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,682.5	5,352.0	330.5	5.8%	86.0	1.5%	91%	True	False	197
10	5,682.5	5,300.0	382.5	6.8%	84.5	1.5%	92%	True	False	111
20	5,682.5	4,896.0	786.5	13.9%	69.0	1.2%	96%	True	False	78
40	5,682.5	4,887.5	795.0	14.1%	45.5	0.8%	96%	True	False	43
60	5,682.5	4,887.5	795.0	14.1%	36.0	0.6%	96%	True	False	30
80	5,960.5	4,887.5	1,073.0	19.0%	27.5	0.5%	71%	False	False	25

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	8.3
Widest range in 8 trading days

Fibonacci Retracements and Extensions
4.250	6,282.0
2.618	6,051.5
1.618	5,910.5
1.000	5,823.5
0.618	5,769.5
HIGH	5,682.5
0.618	5,628.5
0.500	5,612.0
0.382	5,595.5
LOW	5,541.5
0.618	5,454.5
1.000	5,400.5
1.618	5,313.5
2.618	5,172.5
4.250	4,942.0

Fisher Pivots for day following 27-Oct-2011
Pivot	1 day	3 day
R1	5,639.5	5,620.5
PP	5,626.0	5,588.0
S1	5,612.0	5,555.0

Download as Excel Spreadsheet

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

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