FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 14-Nov-2011
Day Change Summary
Previous Current
11-Nov-2011 14-Nov-2011 Change Change % Previous Week
Open 5,435.0 5,516.0 81.0 1.5% 5,417.0
High 5,501.5 5,530.5 29.0 0.5% 5,564.5
Low 5,416.0 5,443.0 27.0 0.5% 5,381.0
Close 5,498.5 5,472.5 -26.0 -0.5% 5,498.5
Range 85.5 87.5 2.0 2.3% 183.5
ATR 104.4 103.2 -1.2 -1.2% 0.0
Volume 64 79 15 23.4% 159
Daily Pivots for day following 14-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,744.5 5,696.0 5,520.5
R3 5,657.0 5,608.5 5,496.5
R2 5,569.5 5,569.5 5,488.5
R1 5,521.0 5,521.0 5,480.5 5,501.5
PP 5,482.0 5,482.0 5,482.0 5,472.0
S1 5,433.5 5,433.5 5,464.5 5,414.0
S2 5,394.5 5,394.5 5,456.5
S3 5,307.0 5,346.0 5,448.5
S4 5,219.5 5,258.5 5,424.5
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,032.0 5,948.5 5,599.5
R3 5,848.5 5,765.0 5,549.0
R2 5,665.0 5,665.0 5,532.0
R1 5,581.5 5,581.5 5,515.5 5,623.0
PP 5,481.5 5,481.5 5,481.5 5,502.0
S1 5,398.0 5,398.0 5,481.5 5,440.0
S2 5,298.0 5,298.0 5,465.0
S3 5,114.5 5,214.5 5,448.0
S4 4,931.0 5,031.0 5,397.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,564.5 5,381.0 183.5 3.4% 63.0 1.1% 50% False False 40
10 5,564.5 5,299.5 265.0 4.8% 78.5 1.4% 65% False False 43
20 5,709.0 5,299.5 409.5 7.5% 77.0 1.4% 42% False False 76
40 5,709.0 4,887.5 821.5 15.0% 67.0 1.2% 71% False False 52
60 5,709.0 4,887.5 821.5 15.0% 46.5 0.8% 71% False False 37
80 5,829.0 4,887.5 941.5 17.2% 38.0 0.7% 62% False False 29
100 5,960.5 4,887.5 1,073.0 19.6% 31.0 0.6% 55% False False 25
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 True
Bear Hook False
Bull Hook False
Stretch 9.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,902.5
2.618 5,759.5
1.618 5,672.0
1.000 5,618.0
0.618 5,584.5
HIGH 5,530.5
0.618 5,497.0
0.500 5,487.0
0.382 5,476.5
LOW 5,443.0
0.618 5,389.0
1.000 5,355.5
1.618 5,301.5
2.618 5,214.0
4.250 5,071.0
Fisher Pivots for day following 14-Nov-2011
Pivot 1 day 3 day
R1 5,487.0 5,467.0
PP 5,482.0 5,461.5
S1 5,477.0 5,456.0

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

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