FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 03-Feb-2012
Day Change Summary
Previous Current
02-Feb-2012 03-Feb-2012 Change Change % Previous Week
Open 5,745.0 5,762.0 17.0 0.3% 5,683.0
High 5,773.5 5,878.5 105.0 1.8% 5,878.5
Low 5,720.0 5,741.0 21.0 0.4% 5,609.5
Close 5,756.0 5,877.0 121.0 2.1% 5,877.0
Range 53.5 137.5 84.0 157.0% 269.0
ATR 77.9 82.2 4.3 5.5% 0.0
Volume 91,456 105,043 13,587 14.9% 386,841
Daily Pivots for day following 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,244.5 6,198.5 5,952.5
R3 6,107.0 6,061.0 5,915.0
R2 5,969.5 5,969.5 5,902.0
R1 5,923.5 5,923.5 5,889.5 5,946.5
PP 5,832.0 5,832.0 5,832.0 5,844.0
S1 5,786.0 5,786.0 5,864.5 5,809.0
S2 5,694.5 5,694.5 5,852.0
S3 5,557.0 5,648.5 5,839.0
S4 5,419.5 5,511.0 5,801.5
Weekly Pivots for week ending 03-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,595.5 6,505.0 6,025.0
R3 6,326.5 6,236.0 5,951.0
R2 6,057.5 6,057.5 5,926.5
R1 5,967.0 5,967.0 5,901.5 6,012.0
PP 5,788.5 5,788.5 5,788.5 5,811.0
S1 5,698.0 5,698.0 5,852.5 5,743.0
S2 5,519.5 5,519.5 5,827.5
S3 5,250.5 5,429.0 5,803.0
S4 4,981.5 5,160.0 5,729.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,878.5 5,609.5 269.0 4.6% 87.5 1.5% 99% True False 77,368
10 5,878.5 5,609.5 269.0 4.6% 80.0 1.4% 99% True False 86,462
20 5,878.5 5,539.0 339.5 5.8% 75.0 1.3% 100% True False 91,053
40 5,878.5 5,281.5 597.0 10.2% 87.0 1.5% 100% True False 87,657
60 5,878.5 5,040.0 838.5 14.3% 87.5 1.5% 100% True False 59,141
80 5,878.5 5,040.0 838.5 14.3% 85.0 1.4% 100% True False 44,373
100 5,878.5 4,887.5 991.0 16.9% 76.5 1.3% 100% True False 35,504
120 5,878.5 4,887.5 991.0 16.9% 65.5 1.1% 100% True False 29,587
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 16.6
Widest range in 36 trading days
Fibonacci Retracements and Extensions
4.250 6,463.0
2.618 6,238.5
1.618 6,101.0
1.000 6,016.0
0.618 5,963.5
HIGH 5,878.5
0.618 5,826.0
0.500 5,810.0
0.382 5,793.5
LOW 5,741.0
0.618 5,656.0
1.000 5,603.5
1.618 5,518.5
2.618 5,381.0
4.250 5,156.5
Fisher Pivots for day following 03-Feb-2012
Pivot 1 day 3 day
R1 5,854.5 5,838.0
PP 5,832.0 5,799.5
S1 5,810.0 5,761.0

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

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