FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 5,507.5 5,404.5 -103.0 -1.9% 5,545.0
High 5,508.0 5,490.5 -17.5 -0.3% 5,593.0
Low 5,369.0 5,377.0 8.0 0.1% 5,380.0
Close 5,402.5 5,400.5 -2.0 0.0% 5,512.0
Range 139.0 113.5 -25.5 -18.3% 213.0
ATR 112.9 113.0 0.0 0.0% 0.0
Volume 127,746 264,384 136,638 107.0% 93,178
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,763.0 5,695.5 5,463.0
R3 5,649.5 5,582.0 5,431.5
R2 5,536.0 5,536.0 5,421.5
R1 5,468.5 5,468.5 5,411.0 5,445.5
PP 5,422.5 5,422.5 5,422.5 5,411.0
S1 5,355.0 5,355.0 5,390.0 5,332.0
S2 5,309.0 5,309.0 5,379.5
S3 5,195.5 5,241.5 5,369.5
S4 5,082.0 5,128.0 5,338.0
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% 132.0 2.4% 14% False False 96,353
10 5,593.0 5,238.0 355.0 6.6% 121.5 2.2% 46% False False 50,801
20 5,593.0 5,040.0 553.0 10.2% 103.0 1.9% 65% False False 26,186
40 5,709.0 5,040.0 669.0 12.4% 89.5 1.7% 54% False False 13,132
60 5,709.0 4,887.5 821.5 15.2% 79.5 1.5% 62% False False 8,764
80 5,709.0 4,887.5 821.5 15.2% 61.0 1.1% 62% False False 6,574
100 5,829.0 4,887.5 941.5 17.4% 52.0 1.0% 54% False False 5,261
120 5,960.5 4,887.5 1,073.0 19.9% 44.0 0.8% 48% False False 4,386
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.4
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,973.0
2.618 5,787.5
1.618 5,674.0
1.000 5,604.0
0.618 5,560.5
HIGH 5,490.5
0.618 5,447.0
0.500 5,434.0
0.382 5,420.5
LOW 5,377.0
0.618 5,307.0
1.000 5,263.5
1.618 5,193.5
2.618 5,080.0
4.250 4,894.5
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 5,434.0 5,444.5
PP 5,422.5 5,430.0
S1 5,411.5 5,415.0

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

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