FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 09-Mar-2012
Day Change Summary
Previous Current
08-Mar-2012 09-Mar-2012 Change Change % Previous Week
Open 5,784.0 5,846.0 62.0 1.1% 5,899.0
High 5,870.0 5,895.5 25.5 0.4% 5,903.0
Low 5,781.5 5,837.0 55.5 1.0% 5,721.5
Close 5,854.0 5,883.5 29.5 0.5% 5,883.5
Range 88.5 58.5 -30.0 -33.9% 181.5
ATR 71.0 70.1 -0.9 -1.3% 0.0
Volume 116,830 150,293 33,463 28.6% 617,560
Daily Pivots for day following 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,047.5 6,024.0 5,915.5
R3 5,989.0 5,965.5 5,899.5
R2 5,930.5 5,930.5 5,894.0
R1 5,907.0 5,907.0 5,889.0 5,919.0
PP 5,872.0 5,872.0 5,872.0 5,878.0
S1 5,848.5 5,848.5 5,878.0 5,860.0
S2 5,813.5 5,813.5 5,873.0
S3 5,755.0 5,790.0 5,867.5
S4 5,696.5 5,731.5 5,851.5
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,380.5 6,313.5 5,983.5
R3 6,199.0 6,132.0 5,933.5
R2 6,017.5 6,017.5 5,917.0
R1 5,950.5 5,950.5 5,900.0 5,893.0
PP 5,836.0 5,836.0 5,836.0 5,807.5
S1 5,769.0 5,769.0 5,867.0 5,712.0
S2 5,654.5 5,654.5 5,850.0
S3 5,473.0 5,587.5 5,833.5
S4 5,291.5 5,406.0 5,783.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,903.0 5,721.5 181.5 3.1% 84.5 1.4% 89% False False 123,512
10 5,931.0 5,721.5 209.5 3.6% 75.5 1.3% 77% False False 116,969
20 5,944.0 5,721.5 222.5 3.8% 64.0 1.1% 73% False False 99,531
40 5,944.0 5,559.5 384.5 6.5% 66.0 1.1% 84% False False 94,091
60 5,944.0 5,281.5 662.5 11.3% 72.5 1.2% 91% False False 90,682
80 5,944.0 5,040.0 904.0 15.4% 80.0 1.4% 93% False False 74,558
100 5,944.0 5,040.0 904.0 15.4% 79.5 1.3% 93% False False 59,662
120 5,944.0 4,887.5 1,056.5 18.0% 76.0 1.3% 94% False False 49,723
Crabel Price Patterns
NR True
NR4 True
NR5 False
NR7 False
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 10.8
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,144.0
2.618 6,048.5
1.618 5,990.0
1.000 5,954.0
0.618 5,931.5
HIGH 5,895.5
0.618 5,873.0
0.500 5,866.0
0.382 5,859.5
LOW 5,837.0
0.618 5,801.0
1.000 5,778.5
1.618 5,742.5
2.618 5,684.0
4.250 5,588.5
Fisher Pivots for day following 09-Mar-2012
Pivot 1 day 3 day
R1 5,878.0 5,859.0
PP 5,872.0 5,835.0
S1 5,866.0 5,810.5

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

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