FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 24-Jan-2012
Day Change Summary
Previous Current
23-Jan-2012 24-Jan-2012 Change Change % Previous Week
Open 5,700.0 5,740.0 40.0 0.7% 5,580.0
High 5,749.5 5,745.5 -4.0 -0.1% 5,713.0
Low 5,682.0 5,675.5 -6.5 -0.1% 5,559.5
Close 5,743.0 5,707.5 -35.5 -0.6% 5,713.0
Range 67.5 70.0 2.5 3.7% 153.5
ATR 80.1 79.4 -0.7 -0.9% 0.0
Volume 98,741 93,063 -5,678 -5.8% 482,646
Daily Pivots for day following 24-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,919.5 5,883.5 5,746.0
R3 5,849.5 5,813.5 5,727.0
R2 5,779.5 5,779.5 5,720.5
R1 5,743.5 5,743.5 5,714.0 5,726.5
PP 5,709.5 5,709.5 5,709.5 5,701.0
S1 5,673.5 5,673.5 5,701.0 5,656.5
S2 5,639.5 5,639.5 5,694.5
S3 5,569.5 5,603.5 5,688.0
S4 5,499.5 5,533.5 5,669.0
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,122.5 6,071.0 5,797.5
R3 5,969.0 5,917.5 5,755.0
R2 5,815.5 5,815.5 5,741.0
R1 5,764.0 5,764.0 5,727.0 5,790.0
PP 5,662.0 5,662.0 5,662.0 5,674.5
S1 5,610.5 5,610.5 5,699.0 5,636.0
S2 5,508.5 5,508.5 5,685.0
S3 5,355.0 5,457.0 5,671.0
S4 5,201.5 5,303.5 5,628.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,749.5 5,605.0 144.5 2.5% 60.0 1.1% 71% False False 101,546
10 5,749.5 5,539.0 210.5 3.7% 67.5 1.2% 80% False False 96,799
20 5,749.5 5,435.0 314.5 5.5% 72.0 1.3% 87% False False 81,724
40 5,749.5 5,040.0 709.5 12.4% 92.0 1.6% 94% False False 71,591
60 5,749.5 5,040.0 709.5 12.4% 87.0 1.5% 94% False False 47,932
80 5,749.5 4,896.0 853.5 15.0% 82.5 1.4% 95% False False 35,968
100 5,749.5 4,887.5 862.0 15.1% 70.5 1.2% 95% False False 28,776
120 5,749.5 4,887.5 862.0 15.1% 61.5 1.1% 95% False False 23,981
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 18.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,043.0
2.618 5,929.0
1.618 5,859.0
1.000 5,815.5
0.618 5,789.0
HIGH 5,745.5
0.618 5,719.0
0.500 5,710.5
0.382 5,702.0
LOW 5,675.5
0.618 5,632.0
1.000 5,605.5
1.618 5,562.0
2.618 5,492.0
4.250 5,378.0
Fisher Pivots for day following 24-Jan-2012
Pivot 1 day 3 day
R1 5,710.5 5,712.5
PP 5,709.5 5,711.0
S1 5,708.5 5,709.0

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

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