FTSE 100 Index Future March 2012

Trading Metrics calculated at close of trading on 16-Mar-2012

Day Change Summary
	Previous	Current
	15-Mar-2012	16-Mar-2012	Change	Change %	Previous Week
Open	5,936.5	5,944.0	7.5	0.1%	5,874.0
High	5,963.0	5,975.0	12.0	0.2%	5,997.0
Low	5,919.5	5,935.0	15.5	0.3%	5,855.0
Close	5,944.0	5,969.0	25.0	0.4%	5,969.0
Range	43.5	40.0	-3.5	-8.0%	142.0
ATR	68.5	66.5	-2.0	-3.0%	0.0
Volume	177,655	11,283	-166,372	-93.6%	810,817

Daily Pivots for day following 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,079.5	6,064.5	5,991.0
R3	6,039.5	6,024.5	5,980.0
R2	5,999.5	5,999.5	5,976.5
R1	5,984.5	5,984.5	5,972.5	5,992.0
PP	5,959.5	5,959.5	5,959.5	5,963.5
S1	5,944.5	5,944.5	5,965.5	5,952.0
S2	5,919.5	5,919.5	5,961.5
S3	5,879.5	5,904.5	5,958.0
S4	5,839.5	5,864.5	5,947.0

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,366.5	6,309.5	6,047.0
R3	6,224.5	6,167.5	6,008.0
R2	6,082.5	6,082.5	5,995.0
R1	6,025.5	6,025.5	5,982.0	6,054.0
PP	5,940.5	5,940.5	5,940.5	5,954.5
S1	5,883.5	5,883.5	5,956.0	5,912.0
S2	5,798.5	5,798.5	5,943.0
S3	5,656.5	5,741.5	5,930.0
S4	5,514.5	5,599.5	5,891.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,997.0	5,855.0	142.0	2.4%	57.0	1.0%	80%	False	False	162,163
10	5,997.0	5,721.5	275.5	4.6%	71.0	1.2%	90%	False	False	142,837
20	5,997.0	5,721.5	275.5	4.6%	63.5	1.1%	90%	False	False	118,393
40	5,997.0	5,609.5	387.5	6.5%	66.0	1.1%	93%	False	False	102,296
60	5,997.0	5,328.0	669.0	11.2%	69.0	1.2%	96%	False	False	94,792
80	5,997.0	5,040.0	957.0	16.0%	78.5	1.3%	97%	False	False	84,635
100	5,997.0	5,040.0	957.0	16.0%	79.5	1.3%	97%	False	False	67,766
120	5,997.0	4,896.0	1,101.0	18.4%	76.0	1.3%	97%	False	False	56,479

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	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	7.5
Narrowest range in 13 trading days

Fibonacci Retracements and Extensions
4.250	6,145.0
2.618	6,079.5
1.618	6,039.5
1.000	6,015.0
0.618	5,999.5
HIGH	5,975.0
0.618	5,959.5
0.500	5,955.0
0.382	5,950.5
LOW	5,935.0
0.618	5,910.5
1.000	5,895.0
1.618	5,870.5
2.618	5,830.5
4.250	5,765.0

Fisher Pivots for day following 16-Mar-2012
Pivot	1 day	3 day
R1	5,964.5	5,965.0
PP	5,959.5	5,961.0
S1	5,955.0	5,957.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols