FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 11-Jan-2012
Day Change Summary
Previous Current
10-Jan-2012 11-Jan-2012 Change Change % Previous Week
Open 5,600.0 5,644.5 44.5 0.8% 5,625.0
High 5,675.0 5,659.0 -16.0 -0.3% 5,681.0
Low 5,593.0 5,602.0 9.0 0.2% 5,570.0
Close 5,650.5 5,645.5 -5.0 -0.1% 5,602.5
Range 82.0 57.0 -25.0 -30.5% 111.0
ATR 93.7 91.1 -2.6 -2.8% 0.0
Volume 102,429 81,194 -21,235 -20.7% 359,848
Daily Pivots for day following 11-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,806.5 5,783.0 5,677.0
R3 5,749.5 5,726.0 5,661.0
R2 5,692.5 5,692.5 5,656.0
R1 5,669.0 5,669.0 5,650.5 5,681.0
PP 5,635.5 5,635.5 5,635.5 5,641.5
S1 5,612.0 5,612.0 5,640.5 5,624.0
S2 5,578.5 5,578.5 5,635.0
S3 5,521.5 5,555.0 5,630.0
S4 5,464.5 5,498.0 5,614.0
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 5,675.0 5,561.5 113.5 2.0% 72.5 1.3% 74% False False 87,062
10 5,681.0 5,449.5 231.5 4.1% 77.5 1.4% 85% False False 72,722
20 5,681.0 5,281.5 399.5 7.1% 89.0 1.6% 91% False False 92,851
40 5,681.0 5,040.0 641.0 11.4% 94.5 1.7% 94% False False 49,718
60 5,709.0 5,040.0 669.0 11.9% 89.5 1.6% 91% False False 33,170
80 5,709.0 4,887.5 821.5 14.6% 79.5 1.4% 92% False False 24,884
100 5,709.0 4,887.5 821.5 14.6% 64.5 1.1% 92% False False 19,909
120 5,829.5 4,887.5 942.0 16.7% 56.5 1.0% 80% False False 16,591
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.3
Narrowest range in 10 trading days
Fibonacci Retracements and Extensions
4.250 5,901.0
2.618 5,808.0
1.618 5,751.0
1.000 5,716.0
0.618 5,694.0
HIGH 5,659.0
0.618 5,637.0
0.500 5,630.5
0.382 5,624.0
LOW 5,602.0
0.618 5,567.0
1.000 5,545.0
1.618 5,510.0
2.618 5,453.0
4.250 5,360.0
Fisher Pivots for day following 11-Jan-2012
Pivot 1 day 3 day
R1 5,640.5 5,636.5
PP 5,635.5 5,627.5
S1 5,630.5 5,618.0

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

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