FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 06-Mar-2012
Day Change Summary
Previous Current
05-Mar-2012 06-Mar-2012 Change Change % Previous Week
Open 5,899.0 5,870.0 -29.0 -0.5% 5,900.0
High 5,903.0 5,871.5 -31.5 -0.5% 5,931.0
Low 5,848.0 5,721.5 -126.5 -2.2% 5,837.0
Close 5,870.0 5,725.5 -144.5 -2.5% 5,892.5
Range 55.0 150.0 95.0 172.7% 94.0
ATR 63.4 69.6 6.2 9.8% 0.0
Volume 97,235 142,714 45,479 46.8% 552,132
Daily Pivots for day following 06-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,223.0 6,124.0 5,808.0
R3 6,073.0 5,974.0 5,767.0
R2 5,923.0 5,923.0 5,753.0
R1 5,824.0 5,824.0 5,739.0 5,798.5
PP 5,773.0 5,773.0 5,773.0 5,760.0
S1 5,674.0 5,674.0 5,712.0 5,648.5
S2 5,623.0 5,623.0 5,698.0
S3 5,473.0 5,524.0 5,684.0
S4 5,323.0 5,374.0 5,643.0
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,169.0 6,124.5 5,944.0
R3 6,075.0 6,030.5 5,918.5
R2 5,981.0 5,981.0 5,909.5
R1 5,936.5 5,936.5 5,901.0 5,912.0
PP 5,887.0 5,887.0 5,887.0 5,874.5
S1 5,842.5 5,842.5 5,884.0 5,818.0
S2 5,793.0 5,793.0 5,875.5
S3 5,699.0 5,748.5 5,866.5
S4 5,605.0 5,654.5 5,841.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,931.0 5,721.5 209.5 3.7% 87.0 1.5% 2% False True 121,405
10 5,944.0 5,721.5 222.5 3.9% 68.0 1.2% 2% False True 105,511
20 5,944.0 5,721.5 222.5 3.9% 61.5 1.1% 2% False True 93,663
40 5,944.0 5,539.0 405.0 7.1% 66.5 1.2% 46% False False 91,990
60 5,944.0 5,281.5 662.5 11.6% 75.5 1.3% 67% False False 91,781
80 5,944.0 5,040.0 904.0 15.8% 81.0 1.4% 76% False False 69,840
100 5,944.0 5,040.0 904.0 15.8% 80.5 1.4% 76% False False 55,886
120 5,944.0 4,887.5 1,056.5 18.5% 75.0 1.3% 79% False False 46,577
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Widest range in 66 trading days
Fibonacci Retracements and Extensions
4.250 6,509.0
2.618 6,264.0
1.618 6,114.0
1.000 6,021.5
0.618 5,964.0
HIGH 5,871.5
0.618 5,814.0
0.500 5,796.5
0.382 5,779.0
LOW 5,721.5
0.618 5,629.0
1.000 5,571.5
1.618 5,479.0
2.618 5,329.0
4.250 5,084.0
Fisher Pivots for day following 06-Mar-2012
Pivot 1 day 3 day
R1 5,796.5 5,826.0
PP 5,773.0 5,792.5
S1 5,749.0 5,759.0

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

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