FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 12-Dec-2011
Day Change Summary
Previous Current
09-Dec-2011 12-Dec-2011 Change Change % Previous Week
Open 5,401.5 5,507.5 106.0 2.0% 5,545.0
High 5,520.0 5,508.0 -12.0 -0.2% 5,593.0
Low 5,380.0 5,369.0 -11.0 -0.2% 5,380.0
Close 5,512.0 5,402.5 -109.5 -2.0% 5,512.0
Range 140.0 139.0 -1.0 -0.7% 213.0
ATR 110.6 112.9 2.3 2.1% 0.0
Volume 51,440 127,746 76,306 148.3% 93,178
Daily Pivots for day following 12-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,843.5 5,762.0 5,479.0
R3 5,704.5 5,623.0 5,440.5
R2 5,565.5 5,565.5 5,428.0
R1 5,484.0 5,484.0 5,415.0 5,455.0
PP 5,426.5 5,426.5 5,426.5 5,412.0
S1 5,345.0 5,345.0 5,390.0 5,316.0
S2 5,287.5 5,287.5 5,377.0
S3 5,148.5 5,206.0 5,364.5
S4 5,009.5 5,067.0 5,326.0
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,134.0 6,036.0 5,629.0
R3 5,921.0 5,823.0 5,570.5
R2 5,708.0 5,708.0 5,551.0
R1 5,610.0 5,610.0 5,531.5 5,552.5
PP 5,495.0 5,495.0 5,495.0 5,466.0
S1 5,397.0 5,397.0 5,492.5 5,339.5
S2 5,282.0 5,282.0 5,473.0
S3 5,069.0 5,184.0 5,453.5
S4 4,856.0 4,971.0 5,395.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,593.0 5,369.0 224.0 4.1% 126.5 2.3% 15% False True 43,774
10 5,593.0 5,238.0 355.0 6.6% 116.5 2.2% 46% False False 24,425
20 5,593.0 5,040.0 553.0 10.2% 102.5 1.9% 66% False False 12,969
40 5,709.0 5,040.0 669.0 12.4% 89.5 1.7% 54% False False 6,523
60 5,709.0 4,887.5 821.5 15.2% 79.0 1.5% 63% False False 4,358
80 5,709.0 4,887.5 821.5 15.2% 60.5 1.1% 63% False False 3,270
100 5,829.0 4,887.5 941.5 17.4% 51.0 0.9% 55% False False 2,617
120 5,960.5 4,887.5 1,073.0 19.9% 43.0 0.8% 48% False False 2,182
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 12.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,099.0
2.618 5,872.0
1.618 5,733.0
1.000 5,647.0
0.618 5,594.0
HIGH 5,508.0
0.618 5,455.0
0.500 5,438.5
0.382 5,422.0
LOW 5,369.0
0.618 5,283.0
1.000 5,230.0
1.618 5,144.0
2.618 5,005.0
4.250 4,778.0
Fisher Pivots for day following 12-Dec-2011
Pivot 1 day 3 day
R1 5,438.5 5,465.0
PP 5,426.5 5,444.0
S1 5,414.5 5,423.0

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

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