FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 20-Feb-2012
Day Change Summary
Previous Current
17-Feb-2012 20-Feb-2012 Change Change % Previous Week
Open 5,888.0 5,930.0 42.0 0.7% 5,819.5
High 5,903.5 5,943.0 39.5 0.7% 5,903.5
Low 5,872.5 5,906.0 33.5 0.6% 5,805.5
Close 5,896.5 5,919.0 22.5 0.4% 5,896.5
Range 31.0 37.0 6.0 19.4% 98.0
ATR 69.1 67.5 -1.6 -2.3% 0.0
Volume 76,601 42,233 -34,368 -44.9% 433,572
Daily Pivots for day following 20-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,033.5 6,013.5 5,939.5
R3 5,996.5 5,976.5 5,929.0
R2 5,959.5 5,959.5 5,926.0
R1 5,939.5 5,939.5 5,922.5 5,931.0
PP 5,922.5 5,922.5 5,922.5 5,918.5
S1 5,902.5 5,902.5 5,915.5 5,894.0
S2 5,885.5 5,885.5 5,912.0
S3 5,848.5 5,865.5 5,909.0
S4 5,811.5 5,828.5 5,898.5
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 5,943.0 5,805.5 137.5 2.3% 54.0 0.9% 83% True False 79,711
10 5,943.0 5,794.0 149.0 2.5% 55.0 0.9% 84% True False 82,710
20 5,943.0 5,609.5 333.5 5.6% 66.5 1.1% 93% True False 83,373
40 5,943.0 5,345.5 597.5 10.1% 70.0 1.2% 96% True False 81,579
60 5,943.0 5,040.0 903.0 15.3% 83.5 1.4% 97% True False 73,967
80 5,943.0 5,040.0 903.0 15.3% 82.5 1.4% 97% True False 55,636
100 5,943.0 4,896.0 1,047.0 17.7% 78.5 1.3% 98% True False 44,519
120 5,943.0 4,887.5 1,055.5 17.8% 69.0 1.2% 98% True False 37,100
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 16.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,100.0
2.618 6,040.0
1.618 6,003.0
1.000 5,980.0
0.618 5,966.0
HIGH 5,943.0
0.618 5,929.0
0.500 5,924.5
0.382 5,920.0
LOW 5,906.0
0.618 5,883.0
1.000 5,869.0
1.618 5,846.0
2.618 5,809.0
4.250 5,749.0
Fisher Pivots for day following 20-Feb-2012
Pivot 1 day 3 day
R1 5,924.5 5,904.0
PP 5,922.5 5,889.0
S1 5,921.0 5,874.0

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

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