FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 15-Feb-2012

Day Change Summary
	Previous	Current
	14-Feb-2012	15-Feb-2012	Change	Change %	Previous Week
Open	5,863.0	5,860.0	-3.0	-0.1%	5,861.5
High	5,876.0	5,901.0	25.0	0.4%	5,872.5
Low	5,831.5	5,830.5	-1.0	0.0%	5,794.0
Close	5,865.0	5,839.0	-26.0	-0.4%	5,815.5
Range	44.5	70.5	26.0	58.4%	78.5
ATR	71.0	71.0	0.0	-0.1%	0.0
Volume	96,363	94,050	-2,313	-2.4%	425,781

Daily Pivots for day following 15-Feb-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,068.5	6,024.0	5,878.0
R3	5,998.0	5,953.5	5,858.5
R2	5,927.5	5,927.5	5,852.0
R1	5,883.0	5,883.0	5,845.5	5,870.0
PP	5,857.0	5,857.0	5,857.0	5,850.0
S1	5,812.5	5,812.5	5,832.5	5,799.5
S2	5,786.5	5,786.5	5,826.0
S3	5,716.0	5,742.0	5,819.5
S4	5,645.5	5,671.5	5,800.0

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	5,901.0	5,794.0	107.0	1.8%	59.0	1.0%	42%	True	False	90,704
10	5,901.0	5,720.0	181.0	3.1%	63.0	1.1%	66%	True	False	88,994
20	5,901.0	5,609.5	291.5	5.0%	66.5	1.1%	79%	True	False	88,318
40	5,901.0	5,281.5	619.5	10.6%	74.0	1.3%	90%	True	False	82,963
60	5,901.0	5,040.0	861.0	14.7%	85.0	1.5%	93%	True	False	70,680
80	5,901.0	5,040.0	861.0	14.7%	83.5	1.4%	93%	True	False	53,038
100	5,901.0	4,896.0	1,005.0	17.2%	78.0	1.3%	94%	True	False	42,437
120	5,901.0	4,887.5	1,013.5	17.4%	68.0	1.2%	94%	True	False	35,366

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	True
Bear Hook	False
Bull Hook	False
Stretch	15.8
Widest range in 3 trading days

Fibonacci Retracements and Extensions
4.250	6,200.5
2.618	6,085.5
1.618	6,015.0
1.000	5,971.5
0.618	5,944.5
HIGH	5,901.0
0.618	5,874.0
0.500	5,866.0
0.382	5,857.5
LOW	5,830.5
0.618	5,787.0
1.000	5,760.0
1.618	5,716.5
2.618	5,646.0
4.250	5,531.0

Fisher Pivots for day following 15-Feb-2012
Pivot	1 day	3 day
R1	5,866.0	5,858.0
PP	5,857.0	5,852.0
S1	5,848.0	5,845.5

Download as Excel Spreadsheet

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

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