FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 19-Dec-2011
Day Change Summary
Previous Current
16-Dec-2011 19-Dec-2011 Change Change % Previous Week
Open 5,388.5 5,300.0 -88.5 -1.6% 5,507.5
High 5,416.0 5,374.0 -42.0 -0.8% 5,508.0
Low 5,311.5 5,281.5 -30.0 -0.6% 5,311.5
Close 5,327.5 5,287.5 -40.0 -0.8% 5,327.5
Range 104.5 92.5 -12.0 -11.5% 196.5
ATR 109.5 108.2 -1.2 -1.1% 0.0
Volume 115,965 79,796 -36,169 -31.2% 791,530
Daily Pivots for day following 19-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,592.0 5,532.0 5,338.5
R3 5,499.5 5,439.5 5,313.0
R2 5,407.0 5,407.0 5,304.5
R1 5,347.0 5,347.0 5,296.0 5,331.0
PP 5,314.5 5,314.5 5,314.5 5,306.0
S1 5,254.5 5,254.5 5,279.0 5,238.0
S2 5,222.0 5,222.0 5,270.5
S3 5,129.5 5,162.0 5,262.0
S4 5,037.0 5,069.5 5,236.5
Weekly Pivots for week ending 16-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,972.0 5,846.0 5,435.5
R3 5,775.5 5,649.5 5,381.5
R2 5,579.0 5,579.0 5,363.5
R1 5,453.0 5,453.0 5,345.5 5,418.0
PP 5,382.5 5,382.5 5,382.5 5,364.5
S1 5,256.5 5,256.5 5,309.5 5,221.0
S2 5,186.0 5,186.0 5,291.5
S3 4,989.5 5,060.0 5,273.5
S4 4,793.0 4,863.5 5,219.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,490.5 5,281.5 209.0 4.0% 98.5 1.9% 3% False True 148,716
10 5,593.0 5,281.5 311.5 5.9% 112.5 2.1% 2% False True 96,245
20 5,593.0 5,040.0 553.0 10.5% 105.0 2.0% 45% False False 50,102
40 5,709.0 5,040.0 669.0 12.7% 93.5 1.8% 37% False False 25,103
60 5,709.0 4,896.0 813.0 15.4% 80.5 1.5% 48% False False 16,750
80 5,709.0 4,887.5 821.5 15.5% 66.0 1.2% 49% False False 12,564
100 5,709.0 4,887.5 821.5 15.5% 56.0 1.1% 49% False False 10,052
120 5,960.5 4,887.5 1,073.0 20.3% 47.0 0.9% 37% False False 8,378
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,767.0
2.618 5,616.0
1.618 5,523.5
1.000 5,466.5
0.618 5,431.0
HIGH 5,374.0
0.618 5,338.5
0.500 5,328.0
0.382 5,317.0
LOW 5,281.5
0.618 5,224.5
1.000 5,189.0
1.618 5,132.0
2.618 5,039.5
4.250 4,888.5
Fisher Pivots for day following 19-Dec-2011
Pivot 1 day 3 day
R1 5,328.0 5,349.0
PP 5,314.5 5,328.5
S1 5,301.0 5,308.0

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

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