FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 5,545.0 5,486.0 -59.0 -1.1% 5,189.0
High 5,563.5 5,565.0 1.5 0.0% 5,551.5
Low 5,499.0 5,480.0 -19.0 -0.3% 5,161.5
Close 5,499.0 5,546.0 47.0 0.9% 5,511.5
Range 64.5 85.0 20.5 31.8% 390.0
ATR 105.7 104.2 -1.5 -1.4% 0.0
Volume 2,052 1,487 -565 -27.5% 26,612
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,785.5 5,750.5 5,593.0
R3 5,700.5 5,665.5 5,569.5
R2 5,615.5 5,615.5 5,561.5
R1 5,580.5 5,580.5 5,554.0 5,598.0
PP 5,530.5 5,530.5 5,530.5 5,539.0
S1 5,495.5 5,495.5 5,538.0 5,513.0
S2 5,445.5 5,445.5 5,530.5
S3 5,360.5 5,410.5 5,522.5
S4 5,275.5 5,325.5 5,499.0
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,578.0 6,435.0 5,726.0
R3 6,188.0 6,045.0 5,619.0
R2 5,798.0 5,798.0 5,583.0
R1 5,655.0 5,655.0 5,547.0 5,726.5
PP 5,408.0 5,408.0 5,408.0 5,444.0
S1 5,265.0 5,265.0 5,476.0 5,336.5
S2 5,018.0 5,018.0 5,440.0
S3 4,628.0 4,875.0 5,404.0
S4 4,238.0 4,485.0 5,297.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,565.0 5,238.0 327.0 5.9% 110.5 2.0% 94% True False 5,248
10 5,565.0 5,040.0 525.0 9.5% 99.5 1.8% 96% True False 3,730
20 5,565.0 5,040.0 525.0 9.5% 89.0 1.6% 96% True False 2,109
40 5,709.0 5,040.0 669.0 12.1% 83.0 1.5% 76% False False 1,090
60 5,709.0 4,887.5 821.5 14.8% 70.0 1.3% 80% False False 736
80 5,709.0 4,887.5 821.5 14.8% 54.5 1.0% 80% False False 553
100 5,829.5 4,887.5 942.0 17.0% 46.0 0.8% 70% False False 444
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,926.0
2.618 5,787.5
1.618 5,702.5
1.000 5,650.0
0.618 5,617.5
HIGH 5,565.0
0.618 5,532.5
0.500 5,522.5
0.382 5,512.5
LOW 5,480.0
0.618 5,427.5
1.000 5,395.0
1.618 5,342.5
2.618 5,257.5
4.250 5,119.0
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 5,538.0 5,537.5
PP 5,530.5 5,529.0
S1 5,522.5 5,520.5

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

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