FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 20-Mar-2012

Day Change Summary
	Previous	Current
	19-Mar-2012	20-Mar-2012	Change	Change %	Previous Week
Open	5,926.0	5,904.5	-21.5	-0.4%	5,822.5
High	5,929.5	5,907.0	-22.5	-0.4%	5,948.5
Low	5,876.5	5,824.5	-52.0	-0.9%	5,804.0
Close	5,904.5	5,848.0	-56.5	-1.0%	5,916.0
Range	53.0	82.5	29.5	55.7%	144.5
ATR	58.0	59.8	1.7	3.0%	0.0
Volume	76,959	96,840	19,881	25.8%	617,995

Daily Pivots for day following 20-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,107.5	6,060.0	5,893.5
R3	6,025.0	5,977.5	5,870.5
R2	5,942.5	5,942.5	5,863.0
R1	5,895.0	5,895.0	5,855.5	5,877.5
PP	5,860.0	5,860.0	5,860.0	5,851.0
S1	5,812.5	5,812.5	5,840.5	5,795.0
S2	5,777.5	5,777.5	5,833.0
S3	5,695.0	5,730.0	5,825.5
S4	5,612.5	5,647.5	5,802.5

Weekly Pivots for week ending 16-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,323.0	6,264.0	5,995.5
R3	6,178.5	6,119.5	5,955.5
R2	6,034.0	6,034.0	5,942.5
R1	5,975.0	5,975.0	5,929.0	6,004.5
PP	5,889.5	5,889.5	5,889.5	5,904.0
S1	5,830.5	5,830.5	5,903.0	5,860.0
S2	5,745.0	5,745.0	5,889.5
S3	5,600.5	5,686.0	5,876.5
S4	5,456.0	5,541.5	5,836.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,948.5	5,824.5	124.0	2.1%	58.0	1.0%	19%	False	True	108,656
10	5,948.5	5,682.0	266.5	4.6%	63.0	1.1%	62%	False	False	86,199
20	5,948.5	5,671.0	277.5	4.7%	59.0	1.0%	64%	False	False	43,542
40	5,948.5	5,563.0	385.5	6.6%	50.0	0.9%	74%	False	False	21,797
60	5,948.5	5,429.5	519.0	8.9%	38.0	0.6%	81%	False	False	14,536
80	5,948.5	5,118.0	830.5	14.2%	32.0	0.6%	88%	False	False	10,926
100	5,948.5	5,070.5	878.0	15.0%	27.0	0.5%	89%	False	False	8,746

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	11.5
Widest range in 5 trading days

Fibonacci Retracements and Extensions
4.250	6,257.5
2.618	6,123.0
1.618	6,040.5
1.000	5,989.5
0.618	5,958.0
HIGH	5,907.0
0.618	5,875.5
0.500	5,866.0
0.382	5,856.0
LOW	5,824.5
0.618	5,773.5
1.000	5,742.0
1.618	5,691.0
2.618	5,608.5
4.250	5,474.0

Fisher Pivots for day following 20-Mar-2012
Pivot	1 day	3 day
R1	5,866.0	5,877.0
PP	5,860.0	5,867.5
S1	5,854.0	5,857.5

Download as Excel Spreadsheet

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

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