FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 22-Nov-2011
Day Change Summary
Previous Current
21-Nov-2011 22-Nov-2011 Change Change % Previous Week
Open 5,286.5 5,220.0 -66.5 -1.3% 5,516.0
High 5,286.5 5,240.0 -46.5 -0.9% 5,530.5
Low 5,168.0 5,173.0 5.0 0.1% 5,310.0
Close 5,192.5 5,174.0 -18.5 -0.4% 5,335.0
Range 118.5 67.0 -51.5 -43.5% 220.5
ATR 105.1 102.4 -2.7 -2.6% 0.0
Volume 9 3,792 3,783 42,033.3% 980
Daily Pivots for day following 22-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,396.5 5,352.5 5,211.0
R3 5,329.5 5,285.5 5,192.5
R2 5,262.5 5,262.5 5,186.5
R1 5,218.5 5,218.5 5,180.0 5,207.0
PP 5,195.5 5,195.5 5,195.5 5,190.0
S1 5,151.5 5,151.5 5,168.0 5,140.0
S2 5,128.5 5,128.5 5,161.5
S3 5,061.5 5,084.5 5,155.5
S4 4,994.5 5,017.5 5,137.0
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,053.5 5,914.5 5,456.5
R3 5,833.0 5,694.0 5,395.5
R2 5,612.5 5,612.5 5,375.5
R1 5,473.5 5,473.5 5,355.0 5,433.0
PP 5,392.0 5,392.0 5,392.0 5,371.5
S1 5,253.0 5,253.0 5,315.0 5,212.0
S2 5,171.5 5,171.5 5,294.5
S3 4,951.0 5,032.5 5,274.5
S4 4,730.5 4,812.0 5,213.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,525.0 5,168.0 357.0 6.9% 80.0 1.6% 2% False False 932
10 5,530.5 5,168.0 362.5 7.0% 78.5 1.5% 2% False False 488
20 5,709.0 5,168.0 541.0 10.5% 81.5 1.6% 1% False False 291
40 5,709.0 4,896.0 813.0 15.7% 70.0 1.4% 34% False False 168
60 5,709.0 4,887.5 821.5 15.9% 53.5 1.0% 35% False False 115
80 5,709.0 4,887.5 821.5 15.9% 44.5 0.9% 35% False False 87
100 5,960.5 4,887.5 1,073.0 20.7% 36.0 0.7% 27% False False 71
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.5
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,525.0
2.618 5,415.5
1.618 5,348.5
1.000 5,307.0
0.618 5,281.5
HIGH 5,240.0
0.618 5,214.5
0.500 5,206.5
0.382 5,198.5
LOW 5,173.0
0.618 5,131.5
1.000 5,106.0
1.618 5,064.5
2.618 4,997.5
4.250 4,888.0
Fisher Pivots for day following 22-Nov-2011
Pivot 1 day 3 day
R1 5,206.5 5,264.5
PP 5,195.5 5,234.5
S1 5,185.0 5,204.0

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

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