FTSE 100 Index Future June 2012

Trading Metrics calculated at close of trading on 29-Mar-2012

Day Change Summary
	Previous	Current
	28-Mar-2012	29-Mar-2012	Change	Change %	Previous Week
Open	5,811.0	5,752.0	-59.0	-1.0%	5,926.0
High	5,833.0	5,767.0	-66.0	-1.1%	5,929.5
Low	5,726.5	5,679.0	-47.5	-0.8%	5,752.5
Close	5,747.5	5,715.5	-32.0	-0.6%	5,826.0
Range	106.5	88.0	-18.5	-17.4%	177.0
ATR	65.9	67.5	1.6	2.4%	0.0
Volume	110,734	135,226	24,492	22.1%	479,960

Daily Pivots for day following 29-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	5,984.5	5,938.0	5,764.0
R3	5,896.5	5,850.0	5,739.5
R2	5,808.5	5,808.5	5,731.5
R1	5,762.0	5,762.0	5,723.5	5,741.0
PP	5,720.5	5,720.5	5,720.5	5,710.0
S1	5,674.0	5,674.0	5,707.5	5,653.0
S2	5,632.5	5,632.5	5,699.5
S3	5,544.5	5,586.0	5,691.5
S4	5,456.5	5,498.0	5,667.0

Weekly Pivots for week ending 23-Mar-2012
	Classic	Woodie	Camarilla	DeMark
R4	6,367.0	6,273.5	5,923.5
R3	6,190.0	6,096.5	5,874.5
R2	6,013.0	6,013.0	5,858.5
R1	5,919.5	5,919.5	5,842.0	5,878.0
PP	5,836.0	5,836.0	5,836.0	5,815.0
S1	5,742.5	5,742.5	5,810.0	5,701.0
S2	5,659.0	5,659.0	5,793.5
S3	5,482.0	5,565.5	5,777.5
S4	5,305.0	5,388.5	5,728.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,894.5	5,679.0	215.5	3.8%	83.5	1.5%	17%	False	True	106,016
10	5,929.5	5,679.0	250.5	4.4%	71.5	1.3%	15%	False	True	101,789
20	5,948.5	5,671.0	277.5	4.9%	68.5	1.2%	16%	False	False	80,074
40	5,948.5	5,671.0	277.5	4.9%	55.5	1.0%	16%	False	False	40,112
60	5,948.5	5,523.5	425.0	7.4%	46.5	0.8%	45%	False	False	26,750
80	5,948.5	5,277.5	671.0	11.7%	37.5	0.7%	65%	False	False	20,086
100	5,948.5	5,070.5	878.0	15.4%	31.5	0.6%	73%	False	False	16,072
120	5,948.5	5,070.5	878.0	15.4%	28.0	0.5%	73%	False	False	13,401

Crabel Price Patterns
NR	True
NR4	False
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	12.8
Narrowest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,141.0
2.618	5,997.5
1.618	5,909.5
1.000	5,855.0
0.618	5,821.5
HIGH	5,767.0
0.618	5,733.5
0.500	5,723.0
0.382	5,712.5
LOW	5,679.0
0.618	5,624.5
1.000	5,591.0
1.618	5,536.5
2.618	5,448.5
4.250	5,305.0

Fisher Pivots for day following 29-Mar-2012
Pivot	1 day	3 day
R1	5,723.0	5,787.0
PP	5,720.5	5,763.0
S1	5,718.0	5,739.0

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