FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 08-Feb-2012

Day Change Summary
	Previous	Current
	07-Feb-2012	08-Feb-2012	Change	Change %	Previous Week
Open	5,858.0	5,849.0	-9.0	-0.2%	5,683.0
High	5,863.0	5,872.0	9.0	0.2%	5,878.5
Low	5,806.5	5,826.5	20.0	0.3%	5,609.5
Close	5,842.5	5,858.0	15.5	0.3%	5,877.0
Range	56.5	45.5	-11.0	-19.5%	269.0
ATR	78.7	76.3	-2.4	-3.0%	0.0
Volume	91,034	74,401	-16,633	-18.3%	386,841

Daily Pivots for day following 08-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,988.5	5,969.0	5,883.0
R3	5,943.0	5,923.5	5,870.5
R2	5,897.5	5,897.5	5,866.5
R1	5,878.0	5,878.0	5,862.0	5,888.0
PP	5,852.0	5,852.0	5,852.0	5,857.0
S1	5,832.5	5,832.5	5,854.0	5,842.0
S2	5,806.5	5,806.5	5,849.5
S3	5,761.0	5,787.0	5,845.5
S4	5,715.5	5,741.5	5,833.0

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	5,720.0	158.5	2.7%	67.0	1.1%	87%	False	False	87,283
10	5,878.5	5,609.5	269.0	4.6%	72.0	1.2%	92%	False	False	82,224
20	5,878.5	5,539.0	339.5	5.8%	71.5	1.2%	94%	False	False	89,976
40	5,878.5	5,281.5	597.0	10.2%	80.0	1.4%	97%	False	False	91,414
60	5,878.5	5,040.0	838.5	14.3%	87.0	1.5%	98%	False	False	63,138
80	5,878.5	5,040.0	838.5	14.3%	85.0	1.5%	98%	False	False	47,372
100	5,878.5	4,887.5	991.0	16.9%	78.0	1.3%	98%	False	False	37,903
120	5,878.5	4,887.5	991.0	16.9%	66.0	1.1%	98%	False	False	31,587

Crabel Price Patterns
NR	True
NR4	False
NR5	False
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	True
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.3
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,065.5
2.618	5,991.0
1.618	5,945.5
1.000	5,917.5
0.618	5,900.0
HIGH	5,872.0
0.618	5,854.5
0.500	5,849.0
0.382	5,844.0
LOW	5,826.5
0.618	5,798.5
1.000	5,781.0
1.618	5,753.0
2.618	5,707.5
4.250	5,633.0

Fisher Pivots for day following 08-Feb-2012
Pivot	1 day	3 day
R1	5,855.0	5,852.0
PP	5,852.0	5,845.5
S1	5,849.0	5,839.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols