FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 16-Dec-2011
Day Change Summary
Previous Current
15-Dec-2011 16-Dec-2011 Change Change % Previous Week
Open 5,334.0 5,388.5 54.5 1.0% 5,507.5
High 5,397.5 5,416.0 18.5 0.3% 5,508.0
Low 5,323.0 5,311.5 -11.5 -0.2% 5,311.5
Close 5,356.5 5,327.5 -29.0 -0.5% 5,327.5
Range 74.5 104.5 30.0 40.3% 196.5
ATR 109.8 109.5 -0.4 -0.3% 0.0
Volume 103,454 115,965 12,511 12.1% 791,530
Daily Pivots for day following 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,665.0 5,601.0 5,385.0
R3 5,560.5 5,496.5 5,356.0
R2 5,456.0 5,456.0 5,346.5
R1 5,392.0 5,392.0 5,337.0 5,372.0
PP 5,351.5 5,351.5 5,351.5 5,341.5
S1 5,287.5 5,287.5 5,318.0 5,267.0
S2 5,247.0 5,247.0 5,308.5
S3 5,142.5 5,183.0 5,299.0
S4 5,038.0 5,078.5 5,270.0
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,972.0 5,846.0 5,435.5
R3 5,775.5 5,649.5 5,381.5
R2 5,579.0 5,579.0 5,363.5
R1 5,453.0 5,453.0 5,345.5 5,418.0
PP 5,382.5 5,382.5 5,382.5 5,364.5
S1 5,256.5 5,256.5 5,309.5 5,221.0
S2 5,186.0 5,186.0 5,291.5
S3 4,989.5 5,060.0 5,273.5
S4 4,793.0 4,863.5 5,219.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,508.0 5,311.5 196.5 3.7% 107.5 2.0% 8% False True 158,306
10 5,593.0 5,311.5 281.5 5.3% 109.5 2.1% 6% False True 88,470
20 5,593.0 5,040.0 553.0 10.4% 106.5 2.0% 52% False False 46,113
40 5,709.0 5,040.0 669.0 12.6% 93.0 1.7% 43% False False 23,113
60 5,709.0 4,896.0 813.0 15.3% 80.5 1.5% 53% False False 15,420
80 5,709.0 4,887.5 821.5 15.4% 64.5 1.2% 54% False False 11,567
100 5,723.0 4,887.5 835.5 15.7% 55.0 1.0% 53% False False 9,255
120 5,960.5 4,887.5 1,073.0 20.1% 46.0 0.9% 41% False False 7,714
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,860.0
2.618 5,689.5
1.618 5,585.0
1.000 5,520.5
0.618 5,480.5
HIGH 5,416.0
0.618 5,376.0
0.500 5,364.0
0.382 5,351.5
LOW 5,311.5
0.618 5,247.0
1.000 5,207.0
1.618 5,142.5
2.618 5,038.0
4.250 4,867.5
Fisher Pivots for day following 16-Dec-2011
Pivot 1 day 3 day
R1 5,364.0 5,373.0
PP 5,351.5 5,358.0
S1 5,339.5 5,343.0

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

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