FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 23-Dec-2011
Day Change Summary
Previous Current
22-Dec-2011 23-Dec-2011 Change Change % Previous Week
Open 5,369.0 5,444.0 75.0 1.4% 5,300.0
High 5,444.5 5,479.0 34.5 0.6% 5,479.0
Low 5,345.5 5,435.0 89.5 1.7% 5,281.5
Close 5,438.5 5,477.0 38.5 0.7% 5,477.0
Range 99.0 44.0 -55.0 -55.6% 197.5
ATR 108.7 104.1 -4.6 -4.3% 0.0
Volume 54,285 20,461 -33,824 -62.3% 338,275
Daily Pivots for day following 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,595.5 5,580.5 5,501.0
R3 5,551.5 5,536.5 5,489.0
R2 5,507.5 5,507.5 5,485.0
R1 5,492.5 5,492.5 5,481.0 5,500.0
PP 5,463.5 5,463.5 5,463.5 5,467.5
S1 5,448.5 5,448.5 5,473.0 5,456.0
S2 5,419.5 5,419.5 5,469.0
S3 5,375.5 5,404.5 5,465.0
S4 5,331.5 5,360.5 5,453.0
Weekly Pivots for week ending 23-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,005.0 5,938.5 5,585.5
R3 5,807.5 5,741.0 5,531.5
R2 5,610.0 5,610.0 5,513.0
R1 5,543.5 5,543.5 5,495.0 5,577.0
PP 5,412.5 5,412.5 5,412.5 5,429.0
S1 5,346.0 5,346.0 5,459.0 5,379.0
S2 5,215.0 5,215.0 5,441.0
S3 5,017.5 5,148.5 5,422.5
S4 4,820.0 4,951.0 5,368.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,479.0 5,281.5 197.5 3.6% 93.5 1.7% 99% True False 67,655
10 5,508.0 5,281.5 226.5 4.1% 100.5 1.8% 86% False False 112,980
20 5,593.0 5,161.5 431.5 7.9% 108.0 2.0% 73% False False 62,479
40 5,593.0 5,040.0 553.0 10.1% 93.5 1.7% 79% False False 31,547
60 5,709.0 4,896.0 813.0 14.8% 86.0 1.6% 71% False False 21,055
80 5,709.0 4,887.5 821.5 15.0% 70.5 1.3% 72% False False 15,795
100 5,709.0 4,887.5 821.5 15.0% 60.0 1.1% 72% False False 12,637
120 5,895.5 4,887.5 1,008.0 18.4% 50.0 0.9% 58% False False 10,532
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 21.0
Narrowest range in 32 trading days
Fibonacci Retracements and Extensions
4.250 5,666.0
2.618 5,594.0
1.618 5,550.0
1.000 5,523.0
0.618 5,506.0
HIGH 5,479.0
0.618 5,462.0
0.500 5,457.0
0.382 5,452.0
LOW 5,435.0
0.618 5,408.0
1.000 5,391.0
1.618 5,364.0
2.618 5,320.0
4.250 5,248.0
Fisher Pivots for day following 23-Dec-2011
Pivot 1 day 3 day
R1 5,470.5 5,452.5
PP 5,463.5 5,428.0
S1 5,457.0 5,403.5

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

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