FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 17-Feb-2012
Day Change Summary
Previous Current
16-Feb-2012 17-Feb-2012 Change Change % Previous Week
Open 5,833.5 5,888.0 54.5 0.9% 5,819.5
High 5,891.5 5,903.5 12.0 0.2% 5,903.5
Low 5,805.5 5,872.5 67.0 1.2% 5,805.5
Close 5,885.0 5,896.5 11.5 0.2% 5,896.5
Range 86.0 31.0 -55.0 -64.0% 98.0
ATR 72.1 69.1 -2.9 -4.1% 0.0
Volume 89,309 76,601 -12,708 -14.2% 433,572
Daily Pivots for day following 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 5,984.0 5,971.0 5,913.5
R3 5,953.0 5,940.0 5,905.0
R2 5,922.0 5,922.0 5,902.0
R1 5,909.0 5,909.0 5,899.5 5,915.5
PP 5,891.0 5,891.0 5,891.0 5,894.0
S1 5,878.0 5,878.0 5,893.5 5,884.5
S2 5,860.0 5,860.0 5,891.0
S3 5,829.0 5,847.0 5,888.0
S4 5,798.0 5,816.0 5,879.5
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,162.5 6,127.5 5,950.5
R3 6,064.5 6,029.5 5,923.5
R2 5,966.5 5,966.5 5,914.5
R1 5,931.5 5,931.5 5,905.5 5,949.0
PP 5,868.5 5,868.5 5,868.5 5,877.0
S1 5,833.5 5,833.5 5,887.5 5,851.0
S2 5,770.5 5,770.5 5,878.5
S3 5,672.5 5,735.5 5,869.5
S4 5,574.5 5,637.5 5,842.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,903.5 5,805.5 98.0 1.7% 58.5 1.0% 93% True False 86,714
10 5,903.5 5,794.0 109.5 1.9% 55.5 0.9% 94% True False 85,935
20 5,903.5 5,609.5 294.0 5.0% 68.0 1.2% 98% True False 86,198
40 5,903.5 5,328.0 575.5 9.8% 72.0 1.2% 99% True False 82,992
60 5,903.5 5,040.0 863.5 14.6% 83.5 1.4% 99% True False 73,382
80 5,903.5 5,040.0 863.5 14.6% 83.0 1.4% 99% True False 55,109
100 5,903.5 4,896.0 1,007.5 17.1% 78.5 1.3% 99% True False 44,096
120 5,903.5 4,887.5 1,016.0 17.2% 68.5 1.2% 99% True False 36,748
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.6
Narrowest range in 84 trading days
Fibonacci Retracements and Extensions
4.250 6,035.0
2.618 5,984.5
1.618 5,953.5
1.000 5,934.5
0.618 5,922.5
HIGH 5,903.5
0.618 5,891.5
0.500 5,888.0
0.382 5,884.5
LOW 5,872.5
0.618 5,853.5
1.000 5,841.5
1.618 5,822.5
2.618 5,791.5
4.250 5,741.0
Fisher Pivots for day following 17-Feb-2012
Pivot 1 day 3 day
R1 5,893.5 5,882.5
PP 5,891.0 5,868.5
S1 5,888.0 5,854.5

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

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