FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 27-Jan-2012
Day Change Summary
Previous Current
26-Jan-2012 27-Jan-2012 Change Change % Previous Week
Open 5,707.5 5,727.0 19.5 0.3% 5,700.0
High 5,766.5 5,752.0 -14.5 -0.3% 5,766.5
Low 5,696.5 5,682.0 -14.5 -0.3% 5,650.5
Close 5,736.0 5,691.5 -44.5 -0.8% 5,691.5
Range 70.0 70.0 0.0 0.0% 116.0
ATR 79.3 78.6 -0.7 -0.8% 0.0
Volume 96,811 98,671 1,860 1.9% 477,780
Daily Pivots for day following 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,918.5 5,875.0 5,730.0
R3 5,848.5 5,805.0 5,711.0
R2 5,778.5 5,778.5 5,704.5
R1 5,735.0 5,735.0 5,698.0 5,722.0
PP 5,708.5 5,708.5 5,708.5 5,702.0
S1 5,665.0 5,665.0 5,685.0 5,652.0
S2 5,638.5 5,638.5 5,678.5
S3 5,568.5 5,595.0 5,672.0
S4 5,498.5 5,525.0 5,653.0
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,051.0 5,987.0 5,755.5
R3 5,935.0 5,871.0 5,723.5
R2 5,819.0 5,819.0 5,713.0
R1 5,755.0 5,755.0 5,702.0 5,729.0
PP 5,703.0 5,703.0 5,703.0 5,690.0
S1 5,639.0 5,639.0 5,681.0 5,613.0
S2 5,587.0 5,587.0 5,670.0
S3 5,471.0 5,523.0 5,659.5
S4 5,355.0 5,407.0 5,627.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,766.5 5,650.5 116.0 2.0% 73.0 1.3% 35% False False 95,556
10 5,766.5 5,559.5 207.0 3.6% 65.5 1.1% 64% False False 96,042
20 5,766.5 5,492.0 274.5 4.8% 72.0 1.3% 73% False False 90,892
40 5,766.5 5,238.0 528.5 9.3% 89.5 1.6% 86% False False 78,642
60 5,766.5 5,040.0 726.5 12.8% 87.5 1.5% 90% False False 52,697
80 5,766.5 4,961.5 805.0 14.1% 84.0 1.5% 91% False False 39,541
100 5,766.5 4,887.5 879.0 15.4% 72.5 1.3% 91% False False 31,636
120 5,766.5 4,887.5 879.0 15.4% 63.5 1.1% 91% False False 26,364
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS False
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 18.2
Fibonacci Retracements and Extensions
4.250 6,049.5
2.618 5,935.5
1.618 5,865.5
1.000 5,822.0
0.618 5,795.5
HIGH 5,752.0
0.618 5,725.5
0.500 5,717.0
0.382 5,708.5
LOW 5,682.0
0.618 5,638.5
1.000 5,612.0
1.618 5,568.5
2.618 5,498.5
4.250 5,384.5
Fisher Pivots for day following 27-Jan-2012
Pivot 1 day 3 day
R1 5,717.0 5,708.5
PP 5,708.5 5,703.0
S1 5,700.0 5,697.0

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

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