FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 01-Feb-2012
Day Change Summary
Previous Current
31-Jan-2012 01-Feb-2012 Change Change % Previous Week
Open 5,653.0 5,667.0 14.0 0.2% 5,700.0
High 5,689.5 5,760.5 71.0 1.2% 5,766.5
Low 5,638.0 5,643.0 5.0 0.1% 5,650.5
Close 5,661.0 5,740.0 79.0 1.4% 5,691.5
Range 51.5 117.5 66.0 128.2% 116.0
ATR 76.9 79.8 2.9 3.8% 0.0
Volume 0 100,099 100,099 477,780
Daily Pivots for day following 01-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,067.0 6,021.0 5,804.5
R3 5,949.5 5,903.5 5,772.5
R2 5,832.0 5,832.0 5,761.5
R1 5,786.0 5,786.0 5,751.0 5,809.0
PP 5,714.5 5,714.5 5,714.5 5,726.0
S1 5,668.5 5,668.5 5,729.0 5,691.5
S2 5,597.0 5,597.0 5,718.5
S3 5,479.5 5,551.0 5,707.5
S4 5,362.0 5,433.5 5,675.5
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 5,609.5 157.0 2.7% 77.0 1.3% 83% False False 77,164
10 5,766.5 5,609.5 157.0 2.7% 70.0 1.2% 83% False False 87,641
20 5,766.5 5,539.0 227.5 4.0% 73.0 1.3% 88% False False 89,921
40 5,766.5 5,281.5 485.0 8.4% 86.0 1.5% 95% False False 82,833
60 5,766.5 5,040.0 726.5 12.7% 86.5 1.5% 96% False False 55,867
80 5,766.5 5,040.0 726.5 12.7% 83.5 1.5% 96% False False 41,918
100 5,766.5 4,887.5 879.0 15.3% 75.0 1.3% 97% False False 33,539
120 5,766.5 4,887.5 879.0 15.3% 64.0 1.1% 97% False False 27,950
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.9
Widest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,260.0
2.618 6,068.0
1.618 5,950.5
1.000 5,878.0
0.618 5,833.0
HIGH 5,760.5
0.618 5,715.5
0.500 5,702.0
0.382 5,688.0
LOW 5,643.0
0.618 5,570.5
1.000 5,525.5
1.618 5,453.0
2.618 5,335.5
4.250 5,143.5
Fisher Pivots for day following 01-Feb-2012
Pivot 1 day 3 day
R1 5,727.0 5,721.5
PP 5,714.5 5,703.5
S1 5,702.0 5,685.0

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

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