FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 03-Jan-2012

Day Change Summary
	Previous	Current
	30-Dec-2011	03-Jan-2012	Change	Change %	Previous Week
Open	5,543.0	5,625.0	82.0	1.5%	5,478.0
High	5,552.0	5,663.5	111.5	2.0%	5,557.0
Low	5,492.0	5,571.0	79.0	1.4%	5,449.5
Close	5,535.5	5,652.0	116.5	2.1%	5,535.5
Range	60.0	92.5	32.5	54.2%	107.5
ATR	99.4	101.4	2.0	2.1%	0.0
Volume	23,772	91,924	68,152	286.7%	105,920

Daily Pivots for day following 03-Jan-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,906.5	5,871.5	5,703.0
R3	5,814.0	5,779.0	5,677.5
R2	5,721.5	5,721.5	5,669.0
R1	5,686.5	5,686.5	5,660.5	5,704.0
PP	5,629.0	5,629.0	5,629.0	5,637.5
S1	5,594.0	5,594.0	5,643.5	5,611.5
S2	5,536.5	5,536.5	5,635.0
S3	5,444.0	5,501.5	5,626.5
S4	5,351.5	5,409.0	5,601.0

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	5,663.5	5,435.0	228.5	4.0%	76.0	1.3%	95%	True	False	43,661
10	5,663.5	5,281.5	382.0	6.8%	91.0	1.6%	97%	True	False	65,208
20	5,663.5	5,281.5	382.0	6.8%	99.0	1.7%	97%	True	False	71,230
40	5,663.5	5,040.0	623.5	11.0%	93.5	1.7%	98%	True	False	36,489
60	5,709.0	5,040.0	669.0	11.8%	87.5	1.5%	91%	False	False	24,352
80	5,709.0	4,887.5	821.5	14.5%	74.5	1.3%	93%	False	False	18,268
100	5,709.0	4,887.5	821.5	14.5%	61.5	1.1%	93%	False	False	14,615
120	5,829.5	4,887.5	942.0	16.7%	53.0	0.9%	81%	False	False	12,180

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
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	23.0
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,056.5
2.618	5,905.5
1.618	5,813.0
1.000	5,756.0
0.618	5,720.5
HIGH	5,663.5
0.618	5,628.0
0.500	5,617.0
0.382	5,606.5
LOW	5,571.0
0.618	5,514.0
1.000	5,478.5
1.618	5,421.5
2.618	5,329.0
4.250	5,178.0

Fisher Pivots for day following 03-Jan-2012
Pivot	1 day	3 day
R1	5,640.5	5,621.0
PP	5,629.0	5,590.0
S1	5,617.0	5,559.0

Download as Excel Spreadsheet

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

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