FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 29-Dec-2011
Day Change Summary
Previous Current
28-Dec-2011 29-Dec-2011 Change Change % Previous Week
Open 5,478.0 5,465.0 -13.0 -0.2% 5,300.0
High 5,530.0 5,557.0 27.0 0.5% 5,479.0
Low 5,449.5 5,454.5 5.0 0.1% 5,281.5
Close 5,459.5 5,544.5 85.0 1.6% 5,477.0
Range 80.5 102.5 22.0 27.3% 197.5
ATR 102.4 102.4 0.0 0.0% 0.0
Volume 44,489 37,659 -6,830 -15.4% 338,275
Daily Pivots for day following 29-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,826.0 5,788.0 5,601.0
R3 5,723.5 5,685.5 5,572.5
R2 5,621.0 5,621.0 5,563.5
R1 5,583.0 5,583.0 5,554.0 5,602.0
PP 5,518.5 5,518.5 5,518.5 5,528.0
S1 5,480.5 5,480.5 5,535.0 5,499.5
S2 5,416.0 5,416.0 5,525.5
S3 5,313.5 5,378.0 5,516.5
S4 5,211.0 5,275.5 5,488.0
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,005.0 5,938.5 5,585.5
R3 5,807.5 5,741.0 5,531.5
R2 5,610.0 5,610.0 5,513.0
R1 5,543.5 5,543.5 5,495.0 5,577.0
PP 5,412.5 5,412.5 5,412.5 5,429.0
S1 5,346.0 5,346.0 5,459.0 5,379.0
S2 5,215.0 5,215.0 5,441.0
S3 5,017.5 5,148.5 5,422.5
S4 4,820.0 4,951.0 5,368.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,557.0 5,328.0 229.0 4.1% 88.0 1.6% 95% True False 51,127
10 5,557.0 5,281.5 275.5 5.0% 93.5 1.7% 95% True False 81,982
20 5,593.0 5,238.0 355.0 6.4% 107.5 1.9% 86% False False 66,391
40 5,593.0 5,040.0 553.0 10.0% 95.0 1.7% 91% False False 33,600
60 5,709.0 4,961.5 747.5 13.5% 88.0 1.6% 78% False False 22,424
80 5,709.0 4,887.5 821.5 14.8% 72.5 1.3% 80% False False 16,822
100 5,709.0 4,887.5 821.5 14.8% 61.5 1.1% 80% False False 13,459
120 5,829.5 4,887.5 942.0 17.0% 51.5 0.9% 70% False False 11,217
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 22.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,992.5
2.618 5,825.5
1.618 5,723.0
1.000 5,659.5
0.618 5,620.5
HIGH 5,557.0
0.618 5,518.0
0.500 5,506.0
0.382 5,493.5
LOW 5,454.5
0.618 5,391.0
1.000 5,352.0
1.618 5,288.5
2.618 5,186.0
4.250 5,019.0
Fisher Pivots for day following 29-Dec-2011
Pivot 1 day 3 day
R1 5,531.5 5,528.5
PP 5,518.5 5,512.0
S1 5,506.0 5,496.0

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

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