FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 30-Nov-2011
Day Change Summary
Previous Current
29-Nov-2011 30-Nov-2011 Change Change % Previous Week
Open 5,290.0 5,250.5 -39.5 -0.7% 5,286.5
High 5,305.5 5,501.0 195.5 3.7% 5,286.5
Low 5,241.5 5,238.0 -3.5 -0.1% 5,040.0
Close 5,290.0 5,455.0 165.0 3.1% 5,127.5
Range 64.0 263.0 199.0 310.9% 246.5
ATR 102.0 113.5 11.5 11.3% 0.0
Volume 626 16,197 15,571 2,487.4% 10,952
Daily Pivots for day following 30-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,187.0 6,084.0 5,599.5
R3 5,924.0 5,821.0 5,527.5
R2 5,661.0 5,661.0 5,503.0
R1 5,558.0 5,558.0 5,479.0 5,609.5
PP 5,398.0 5,398.0 5,398.0 5,424.0
S1 5,295.0 5,295.0 5,431.0 5,346.5
S2 5,135.0 5,135.0 5,407.0
S3 4,872.0 5,032.0 5,382.5
S4 4,609.0 4,769.0 5,310.5
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,891.0 5,755.5 5,263.0
R3 5,644.5 5,509.0 5,195.5
R2 5,398.0 5,398.0 5,172.5
R1 5,262.5 5,262.5 5,150.0 5,207.0
PP 5,151.5 5,151.5 5,151.5 5,123.5
S1 5,016.0 5,016.0 5,105.0 4,960.5
S2 4,905.0 4,905.0 5,082.5
S3 4,658.5 4,769.5 5,059.5
S4 4,412.0 4,523.0 4,992.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,501.0 5,040.0 461.0 8.5% 131.0 2.4% 90% True False 4,030
10 5,501.0 5,040.0 461.0 8.5% 103.0 1.9% 90% True False 3,133
20 5,564.5 5,040.0 524.5 9.6% 91.0 1.7% 79% False False 1,618
40 5,709.0 5,040.0 669.0 12.3% 82.5 1.5% 62% False False 845
60 5,709.0 4,887.5 821.5 15.1% 65.5 1.2% 69% False False 569
80 5,709.0 4,887.5 821.5 15.1% 53.5 1.0% 69% False False 428
100 5,829.5 4,887.5 942.0 17.3% 43.0 0.8% 60% False False 343
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.2
Widest range in 116 trading days
Fibonacci Retracements and Extensions
4.250 6,619.0
2.618 6,189.5
1.618 5,926.5
1.000 5,764.0
0.618 5,663.5
HIGH 5,501.0
0.618 5,400.5
0.500 5,369.5
0.382 5,338.5
LOW 5,238.0
0.618 5,075.5
1.000 4,975.0
1.618 4,812.5
2.618 4,549.5
4.250 4,120.0
Fisher Pivots for day following 30-Nov-2011
Pivot 1 day 3 day
R1 5,426.5 5,414.0
PP 5,398.0 5,372.5
S1 5,369.5 5,331.0

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

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