FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 10-Nov-2011

Day Change Summary
	Previous	Current
	09-Nov-2011	10-Nov-2011	Change	Change %	Previous Week
Open	5,427.5	5,414.0	-13.5	-0.2%	5,577.5
High	5,427.5	5,450.0	22.5	0.4%	5,582.0
Low	5,395.0	5,381.0	-14.0	-0.3%	5,299.5
Close	5,416.5	5,391.5	-25.0	-0.5%	5,496.5
Range	32.5	69.0	36.5	112.3%	282.5
ATR	106.7	104.0	-2.7	-2.5%	0.0
Volume	8	27	19	237.5%	210

Daily Pivots for day following 10-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,614.5	5,572.0	5,429.5
R3	5,545.5	5,503.0	5,410.5
R2	5,476.5	5,476.5	5,404.0
R1	5,434.0	5,434.0	5,398.0	5,421.0
PP	5,407.5	5,407.5	5,407.5	5,401.0
S1	5,365.0	5,365.0	5,385.0	5,352.0
S2	5,338.5	5,338.5	5,379.0
S3	5,269.5	5,296.0	5,372.5
S4	5,200.5	5,227.0	5,353.5

Weekly Pivots for week ending 04-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,307.0	6,184.0	5,652.0
R3	6,024.5	5,901.5	5,574.0
R2	5,742.0	5,742.0	5,548.5
R1	5,619.0	5,619.0	5,522.5	5,539.0
PP	5,459.5	5,459.5	5,459.5	5,419.5
S1	5,336.5	5,336.5	5,470.5	5,257.0
S2	5,177.0	5,177.0	5,444.5
S3	4,894.5	5,054.0	5,419.0
S4	4,612.0	4,771.5	5,341.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,564.5	5,381.0	183.5	3.4%	63.5	1.2%	6%	False	True	26
10	5,709.0	5,299.5	409.5	7.6%	73.0	1.4%	22%	False	False	32
20	5,709.0	5,299.5	409.5	7.6%	79.0	1.5%	22%	False	False	72
40	5,709.0	4,887.5	821.5	15.2%	63.0	1.2%	61%	False	False	50
60	5,709.0	4,887.5	821.5	15.2%	43.5	0.8%	61%	False	False	35
80	5,829.5	4,887.5	942.0	17.5%	36.0	0.7%	54%	False	False	27
100	5,960.5	4,887.5	1,073.0	19.9%	29.5	0.5%	47%	False	False	24

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	6.9
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,743.0
2.618	5,630.5
1.618	5,561.5
1.000	5,519.0
0.618	5,492.5
HIGH	5,450.0
0.618	5,423.5
0.500	5,415.5
0.382	5,407.5
LOW	5,381.0
0.618	5,338.5
1.000	5,312.0
1.618	5,269.5
2.618	5,200.5
4.250	5,088.0

Fisher Pivots for day following 10-Nov-2011
Pivot	1 day	3 day
R1	5,415.5	5,473.0
PP	5,407.5	5,445.5
S1	5,399.5	5,418.5

Download as Excel Spreadsheet

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

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