FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 10-Jan-2012
Day Change Summary
Previous Current
09-Jan-2012 10-Jan-2012 Change Change % Previous Week
Open 5,587.5 5,600.0 12.5 0.2% 5,625.0
High 5,635.0 5,675.0 40.0 0.7% 5,681.0
Low 5,561.5 5,593.0 31.5 0.6% 5,570.0
Close 5,596.0 5,650.5 54.5 1.0% 5,602.5
Range 73.5 82.0 8.5 11.6% 111.0
ATR 94.6 93.7 -0.9 -1.0% 0.0
Volume 77,834 102,429 24,595 31.6% 359,848
Daily Pivots for day following 10-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,885.5 5,850.0 5,695.5
R3 5,803.5 5,768.0 5,673.0
R2 5,721.5 5,721.5 5,665.5
R1 5,686.0 5,686.0 5,658.0 5,704.0
PP 5,639.5 5,639.5 5,639.5 5,648.5
S1 5,604.0 5,604.0 5,643.0 5,622.0
S2 5,557.5 5,557.5 5,635.5
S3 5,475.5 5,522.0 5,628.0
S4 5,393.5 5,440.0 5,605.5
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,951.0 5,887.5 5,663.5
R3 5,840.0 5,776.5 5,633.0
R2 5,729.0 5,729.0 5,623.0
R1 5,665.5 5,665.5 5,612.5 5,642.0
PP 5,618.0 5,618.0 5,618.0 5,606.0
S1 5,554.5 5,554.5 5,592.5 5,531.0
S2 5,507.0 5,507.0 5,582.0
S3 5,396.0 5,443.5 5,572.0
S4 5,285.0 5,332.5 5,541.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,681.0 5,561.5 119.5 2.1% 76.5 1.4% 74% False False 89,637
10 5,681.0 5,435.0 246.0 4.4% 76.0 1.3% 88% False False 66,649
20 5,681.0 5,281.5 399.5 7.1% 93.0 1.6% 92% False False 91,363
40 5,681.0 5,040.0 641.0 11.3% 95.0 1.7% 95% False False 47,690
60 5,709.0 5,040.0 669.0 11.8% 90.0 1.6% 91% False False 31,817
80 5,709.0 4,887.5 821.5 14.5% 79.0 1.4% 93% False False 23,870
100 5,709.0 4,887.5 821.5 14.5% 64.0 1.1% 93% False False 19,097
120 5,829.5 4,887.5 942.0 16.7% 56.0 1.0% 81% False False 15,915
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.7
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,023.5
2.618 5,889.5
1.618 5,807.5
1.000 5,757.0
0.618 5,725.5
HIGH 5,675.0
0.618 5,643.5
0.500 5,634.0
0.382 5,624.5
LOW 5,593.0
0.618 5,542.5
1.000 5,511.0
1.618 5,460.5
2.618 5,378.5
4.250 5,244.5
Fisher Pivots for day following 10-Jan-2012
Pivot 1 day 3 day
R1 5,645.0 5,640.0
PP 5,639.5 5,629.0
S1 5,634.0 5,618.0

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

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