FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 28-Dec-2011
Day Change Summary
Previous Current
23-Dec-2011 28-Dec-2011 Change Change % Previous Week
Open 5,444.0 5,478.0 34.0 0.6% 5,300.0
High 5,479.0 5,530.0 51.0 0.9% 5,479.0
Low 5,435.0 5,449.5 14.5 0.3% 5,281.5
Close 5,477.0 5,459.5 -17.5 -0.3% 5,477.0
Range 44.0 80.5 36.5 83.0% 197.5
ATR 104.1 102.4 -1.7 -1.6% 0.0
Volume 20,461 44,489 24,028 117.4% 338,275
Daily Pivots for day following 28-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,721.0 5,671.0 5,504.0
R3 5,640.5 5,590.5 5,481.5
R2 5,560.0 5,560.0 5,474.5
R1 5,510.0 5,510.0 5,467.0 5,495.0
PP 5,479.5 5,479.5 5,479.5 5,472.0
S1 5,429.5 5,429.5 5,452.0 5,414.0
S2 5,399.0 5,399.0 5,444.5
S3 5,318.5 5,349.0 5,437.5
S4 5,238.0 5,268.5 5,415.0
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 5,530.0 5,289.0 241.0 4.4% 91.0 1.7% 71% True False 60,593
10 5,530.0 5,281.5 248.5 4.6% 95.0 1.7% 72% True False 104,654
20 5,593.0 5,238.0 355.0 6.5% 105.5 1.9% 62% False False 64,540
40 5,593.0 5,040.0 553.0 10.1% 94.5 1.7% 76% False False 32,659
60 5,709.0 4,896.0 813.0 14.9% 86.5 1.6% 69% False False 21,796
80 5,709.0 4,887.5 821.5 15.0% 71.5 1.3% 70% False False 16,351
100 5,709.0 4,887.5 821.5 15.0% 60.5 1.1% 70% False False 13,082
120 5,832.5 4,887.5 945.0 17.3% 51.0 0.9% 61% False False 10,903
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 23.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,872.0
2.618 5,740.5
1.618 5,660.0
1.000 5,610.5
0.618 5,579.5
HIGH 5,530.0
0.618 5,499.0
0.500 5,490.0
0.382 5,480.5
LOW 5,449.5
0.618 5,400.0
1.000 5,369.0
1.618 5,319.5
2.618 5,239.0
4.250 5,107.5
Fisher Pivots for day following 28-Dec-2011
Pivot 1 day 3 day
R1 5,490.0 5,452.0
PP 5,479.5 5,445.0
S1 5,469.5 5,438.0

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

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