FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 14-Nov-2011

Day Change Summary
	Previous	Current
	11-Nov-2011	14-Nov-2011	Change	Change %	Previous Week
Open	5,435.0	5,516.0	81.0	1.5%	5,417.0
High	5,501.5	5,530.5	29.0	0.5%	5,564.5
Low	5,416.0	5,443.0	27.0	0.5%	5,381.0
Close	5,498.5	5,472.5	-26.0	-0.5%	5,498.5
Range	85.5	87.5	2.0	2.3%	183.5
ATR	104.4	103.2	-1.2	-1.2%	0.0
Volume	64	79	15	23.4%	159

Daily Pivots for day following 14-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,744.5	5,696.0	5,520.5
R3	5,657.0	5,608.5	5,496.5
R2	5,569.5	5,569.5	5,488.5
R1	5,521.0	5,521.0	5,480.5	5,501.5
PP	5,482.0	5,482.0	5,482.0	5,472.0
S1	5,433.5	5,433.5	5,464.5	5,414.0
S2	5,394.5	5,394.5	5,456.5
S3	5,307.0	5,346.0	5,448.5
S4	5,219.5	5,258.5	5,424.5

Weekly Pivots for week ending 11-Nov-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,032.0	5,948.5	5,599.5
R3	5,848.5	5,765.0	5,549.0
R2	5,665.0	5,665.0	5,532.0
R1	5,581.5	5,581.5	5,515.5	5,623.0
PP	5,481.5	5,481.5	5,481.5	5,502.0
S1	5,398.0	5,398.0	5,481.5	5,440.0
S2	5,298.0	5,298.0	5,465.0
S3	5,114.5	5,214.5	5,448.0
S4	4,931.0	5,031.0	5,397.5

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%	63.0	1.1%	50%	False	False	40
10	5,564.5	5,299.5	265.0	4.8%	78.5	1.4%	65%	False	False	43
20	5,709.0	5,299.5	409.5	7.5%	77.0	1.4%	42%	False	False	76
40	5,709.0	4,887.5	821.5	15.0%	67.0	1.2%	71%	False	False	52
60	5,709.0	4,887.5	821.5	15.0%	46.5	0.8%	71%	False	False	37
80	5,829.0	4,887.5	941.5	17.2%	38.0	0.7%	62%	False	False	29
100	5,960.5	4,887.5	1,073.0	19.6%	31.0	0.6%	55%	False	False	25

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	9.8
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	5,902.5
2.618	5,759.5
1.618	5,672.0
1.000	5,618.0
0.618	5,584.5
HIGH	5,530.5
0.618	5,497.0
0.500	5,487.0
0.382	5,476.5
LOW	5,443.0
0.618	5,389.0
1.000	5,355.5
1.618	5,301.5
2.618	5,214.0
4.250	5,071.0

Fisher Pivots for day following 14-Nov-2011
Pivot	1 day	3 day
R1	5,487.0	5,467.0
PP	5,482.0	5,461.5
S1	5,477.0	5,456.0

Download as Excel Spreadsheet

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

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