FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 09-Dec-2011
Day Change Summary
Previous Current
08-Dec-2011 09-Dec-2011 Change Change % Previous Week
Open 5,550.0 5,401.5 -148.5 -2.7% 5,545.0
High 5,560.5 5,520.0 -40.5 -0.7% 5,593.0
Low 5,426.5 5,380.0 -46.5 -0.9% 5,380.0
Close 5,435.5 5,512.0 76.5 1.4% 5,512.0
Range 134.0 140.0 6.0 4.5% 213.0
ATR 108.4 110.6 2.3 2.1% 0.0
Volume 18,481 51,440 32,959 178.3% 93,178
Daily Pivots for day following 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,890.5 5,841.5 5,589.0
R3 5,750.5 5,701.5 5,550.5
R2 5,610.5 5,610.5 5,537.5
R1 5,561.5 5,561.5 5,525.0 5,586.0
PP 5,470.5 5,470.5 5,470.5 5,483.0
S1 5,421.5 5,421.5 5,499.0 5,446.0
S2 5,330.5 5,330.5 5,486.5
S3 5,190.5 5,281.5 5,473.5
S4 5,050.5 5,141.5 5,435.0
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,134.0 6,036.0 5,629.0
R3 5,921.0 5,823.0 5,570.5
R2 5,708.0 5,708.0 5,551.0
R1 5,610.0 5,610.0 5,531.5 5,552.5
PP 5,495.0 5,495.0 5,495.0 5,466.0
S1 5,397.0 5,397.0 5,492.5 5,339.5
S2 5,282.0 5,282.0 5,473.0
S3 5,069.0 5,184.0 5,453.5
S4 4,856.0 4,971.0 5,395.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,593.0 5,380.0 213.0 3.9% 111.5 2.0% 62% False True 18,635
10 5,593.0 5,161.5 431.5 7.8% 115.5 2.1% 81% False False 11,979
20 5,593.0 5,040.0 553.0 10.0% 100.0 1.8% 85% False False 6,586
40 5,709.0 5,040.0 669.0 12.1% 90.0 1.6% 71% False False 3,330
60 5,709.0 4,887.5 821.5 14.9% 76.5 1.4% 76% False False 2,229
80 5,709.0 4,887.5 821.5 14.9% 58.5 1.1% 76% False False 1,673
100 5,829.5 4,887.5 942.0 17.1% 49.5 0.9% 66% False False 1,340
120 5,960.5 4,887.5 1,073.0 19.5% 42.0 0.8% 58% False False 1,118
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.9
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,115.0
2.618 5,886.5
1.618 5,746.5
1.000 5,660.0
0.618 5,606.5
HIGH 5,520.0
0.618 5,466.5
0.500 5,450.0
0.382 5,433.5
LOW 5,380.0
0.618 5,293.5
1.000 5,240.0
1.618 5,153.5
2.618 5,013.5
4.250 4,785.0
Fisher Pivots for day following 09-Dec-2011
Pivot 1 day 3 day
R1 5,491.5 5,503.5
PP 5,470.5 5,495.0
S1 5,450.0 5,486.5

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

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