FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 20-Dec-2011
Day Change Summary
Previous Current
19-Dec-2011 20-Dec-2011 Change Change % Previous Week
Open 5,300.0 5,319.5 19.5 0.4% 5,507.5
High 5,374.0 5,407.5 33.5 0.6% 5,508.0
Low 5,281.5 5,289.0 7.5 0.1% 5,311.5
Close 5,287.5 5,399.0 111.5 2.1% 5,327.5
Range 92.5 118.5 26.0 28.1% 196.5
ATR 108.2 109.1 0.8 0.8% 0.0
Volume 79,796 84,988 5,192 6.5% 791,530
Daily Pivots for day following 20-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,720.5 5,678.5 5,464.0
R3 5,602.0 5,560.0 5,431.5
R2 5,483.5 5,483.5 5,420.5
R1 5,441.5 5,441.5 5,410.0 5,462.5
PP 5,365.0 5,365.0 5,365.0 5,376.0
S1 5,323.0 5,323.0 5,388.0 5,344.0
S2 5,246.5 5,246.5 5,377.5
S3 5,128.0 5,204.5 5,366.5
S4 5,009.5 5,086.0 5,334.0
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 5,435.0 5,281.5 153.5 2.8% 99.5 1.8% 77% False False 112,836
10 5,593.0 5,281.5 311.5 5.8% 116.0 2.1% 38% False False 104,595
20 5,593.0 5,040.0 553.0 10.2% 107.5 2.0% 65% False False 54,162
40 5,709.0 5,040.0 669.0 12.4% 94.5 1.8% 54% False False 27,227
60 5,709.0 4,896.0 813.0 15.1% 82.5 1.5% 62% False False 18,166
80 5,709.0 4,887.5 821.5 15.2% 67.0 1.2% 62% False False 13,627
100 5,709.0 4,887.5 821.5 15.2% 57.0 1.1% 62% False False 10,902
120 5,960.5 4,887.5 1,073.0 19.9% 48.0 0.9% 48% False False 9,087
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.9
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 5,911.0
2.618 5,717.5
1.618 5,599.0
1.000 5,526.0
0.618 5,480.5
HIGH 5,407.5
0.618 5,362.0
0.500 5,348.0
0.382 5,334.5
LOW 5,289.0
0.618 5,216.0
1.000 5,170.5
1.618 5,097.5
2.618 4,979.0
4.250 4,785.5
Fisher Pivots for day following 20-Dec-2011
Pivot 1 day 3 day
R1 5,382.0 5,382.0
PP 5,365.0 5,365.5
S1 5,348.0 5,349.0

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

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