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

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

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