FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 14-Feb-2012

Day Change Summary
	Previous	Current
	13-Feb-2012	14-Feb-2012	Change	Change %	Previous Week
Open	5,819.5	5,863.0	43.5	0.7%	5,861.5
High	5,876.5	5,876.0	-0.5	0.0%	5,872.5
Low	5,815.5	5,831.5	16.0	0.3%	5,794.0
Close	5,867.5	5,865.0	-2.5	0.0%	5,815.5
Range	61.0	44.5	-16.5	-27.0%	78.5
ATR	73.1	71.0	-2.0	-2.8%	0.0
Volume	77,249	96,363	19,114	24.7%	425,781

Daily Pivots for day following 14-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,991.0	5,972.5	5,889.5
R3	5,946.5	5,928.0	5,877.0
R2	5,902.0	5,902.0	5,873.0
R1	5,883.5	5,883.5	5,869.0	5,893.0
PP	5,857.5	5,857.5	5,857.5	5,862.0
S1	5,839.0	5,839.0	5,861.0	5,848.0
S2	5,813.0	5,813.0	5,857.0
S3	5,768.5	5,794.5	5,853.0
S4	5,724.0	5,750.0	5,840.5

Weekly Pivots for week ending 10-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,063.0	6,017.5	5,858.5
R3	5,984.5	5,939.0	5,837.0
R2	5,906.0	5,906.0	5,830.0
R1	5,860.5	5,860.5	5,822.5	5,844.0
PP	5,827.5	5,827.5	5,827.5	5,819.0
S1	5,782.0	5,782.0	5,808.5	5,765.5
S2	5,749.0	5,749.0	5,801.0
S3	5,670.5	5,703.5	5,794.0
S4	5,592.0	5,625.0	5,772.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,876.5	5,794.0	82.5	1.4%	54.0	0.9%	86%	False	False	86,775
10	5,878.5	5,643.0	235.5	4.0%	67.5	1.2%	94%	False	False	89,599
20	5,878.5	5,605.0	273.5	4.7%	66.5	1.1%	95%	False	False	88,997
40	5,878.5	5,281.5	597.0	10.2%	75.0	1.3%	98%	False	False	83,511
60	5,878.5	5,040.0	838.5	14.3%	84.5	1.4%	98%	False	False	69,116
80	5,878.5	5,040.0	838.5	14.3%	83.5	1.4%	98%	False	False	51,864
100	5,878.5	4,887.5	991.0	16.9%	78.5	1.3%	99%	False	False	41,497
120	5,878.5	4,887.5	991.0	16.9%	67.5	1.1%	99%	False	False	34,582

Crabel Price Patterns
NR	True
NR4	True
NR5	True
NR7	False
WS	False
WS4	False
WS5	False
WS7	False
ID	True
OD	False
IDnr4	True
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	15.3
Narrowest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,065.0
2.618	5,992.5
1.618	5,948.0
1.000	5,920.5
0.618	5,903.5
HIGH	5,876.0
0.618	5,859.0
0.500	5,854.0
0.382	5,848.5
LOW	5,831.5
0.618	5,804.0
1.000	5,787.0
1.618	5,759.5
2.618	5,715.0
4.250	5,642.5

Fisher Pivots for day following 14-Feb-2012
Pivot	1 day	3 day
R1	5,861.0	5,855.0
PP	5,857.5	5,845.0
S1	5,854.0	5,835.0

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