FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 30-Dec-2011

Day Change Summary
	Previous	Current
	29-Dec-2011	30-Dec-2011	Change	Change %	Previous Week
Open	5,465.0	5,543.0	78.0	1.4%	5,478.0
High	5,557.0	5,552.0	-5.0	-0.1%	5,557.0
Low	5,454.5	5,492.0	37.5	0.7%	5,449.5
Close	5,544.5	5,535.5	-9.0	-0.2%	5,535.5
Range	102.5	60.0	-42.5	-41.5%	107.5
ATR	102.4	99.4	-3.0	-3.0%	0.0
Volume	37,659	23,772	-13,887	-36.9%	105,920

Daily Pivots for day following 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,706.5	5,681.0	5,568.5
R3	5,646.5	5,621.0	5,552.0
R2	5,586.5	5,586.5	5,546.5
R1	5,561.0	5,561.0	5,541.0	5,544.0
PP	5,526.5	5,526.5	5,526.5	5,518.0
S1	5,501.0	5,501.0	5,530.0	5,484.0
S2	5,466.5	5,466.5	5,524.5
S3	5,406.5	5,441.0	5,519.0
S4	5,346.5	5,381.0	5,502.5

Weekly Pivots for week ending 30-Dec-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,836.5	5,793.5	5,594.5
R3	5,729.0	5,686.0	5,565.0
R2	5,621.5	5,621.5	5,555.0
R1	5,578.5	5,578.5	5,545.5	5,600.0
PP	5,514.0	5,514.0	5,514.0	5,525.0
S1	5,471.0	5,471.0	5,525.5	5,492.5
S2	5,406.5	5,406.5	5,516.0
S3	5,299.0	5,363.5	5,506.0
S4	5,191.5	5,256.0	5,476.5

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	5,345.5	211.5	3.8%	77.0	1.4%	90%	False	False	36,133
10	5,557.0	5,281.5	275.5	5.0%	89.0	1.6%	92%	False	False	66,361
20	5,593.0	5,281.5	311.5	5.6%	97.5	1.8%	82%	False	False	66,770
40	5,593.0	5,040.0	553.0	10.0%	94.0	1.7%	90%	False	False	34,194
60	5,709.0	5,040.0	669.0	12.1%	87.5	1.6%	74%	False	False	22,820
80	5,709.0	4,887.5	821.5	14.8%	73.5	1.3%	79%	False	False	17,119
100	5,709.0	4,887.5	821.5	14.8%	62.0	1.1%	79%	False	False	13,696
120	5,829.5	4,887.5	942.0	17.0%	52.0	0.9%	69%	False	False	11,415

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	20.2
Narrowest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	5,807.0
2.618	5,709.0
1.618	5,649.0
1.000	5,612.0
0.618	5,589.0
HIGH	5,552.0
0.618	5,529.0
0.500	5,522.0
0.382	5,515.0
LOW	5,492.0
0.618	5,455.0
1.000	5,432.0
1.618	5,395.0
2.618	5,335.0
4.250	5,237.0

Fisher Pivots for day following 30-Dec-2011
Pivot	1 day	3 day
R1	5,531.0	5,525.0
PP	5,526.5	5,514.0
S1	5,522.0	5,503.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols