FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 04-Jan-2012
Day Change Summary
Previous Current
03-Jan-2012 04-Jan-2012 Change Change % Previous Week
Open 5,625.0 5,649.0 24.0 0.4% 5,478.0
High 5,663.5 5,681.0 17.5 0.3% 5,557.0
Low 5,571.0 5,605.5 34.5 0.6% 5,449.5
Close 5,652.0 5,650.0 -2.0 0.0% 5,535.5
Range 92.5 75.5 -17.0 -18.4% 107.5
ATR 101.4 99.6 -1.9 -1.8% 0.0
Volume 91,924 94,069 2,145 2.3% 105,920
Daily Pivots for day following 04-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,872.0 5,836.5 5,691.5
R3 5,796.5 5,761.0 5,671.0
R2 5,721.0 5,721.0 5,664.0
R1 5,685.5 5,685.5 5,657.0 5,703.0
PP 5,645.5 5,645.5 5,645.5 5,654.5
S1 5,610.0 5,610.0 5,643.0 5,628.0
S2 5,570.0 5,570.0 5,636.0
S3 5,494.5 5,534.5 5,629.0
S4 5,419.0 5,459.0 5,608.5
Weekly Pivots for week ending 30-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,836.5 5,793.5 5,594.5
R3 5,729.0 5,686.0 5,565.0
R2 5,621.5 5,621.5 5,555.0
R1 5,578.5 5,578.5 5,545.5 5,600.0
PP 5,514.0 5,514.0 5,514.0 5,525.0
S1 5,471.0 5,471.0 5,525.5 5,492.5
S2 5,406.5 5,406.5 5,516.0
S3 5,299.0 5,363.5 5,506.0
S4 5,191.5 5,256.0 5,476.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,681.0 5,449.5 231.5 4.1% 82.0 1.5% 87% True False 58,382
10 5,681.0 5,281.5 399.5 7.1% 88.0 1.6% 92% True False 63,018
20 5,681.0 5,281.5 399.5 7.1% 99.0 1.7% 92% True False 75,744
40 5,681.0 5,040.0 641.0 11.3% 93.5 1.7% 95% True False 38,839
60 5,709.0 5,040.0 669.0 11.8% 87.0 1.5% 91% False False 25,918
80 5,709.0 4,887.5 821.5 14.5% 75.5 1.3% 93% False False 19,444
100 5,709.0 4,887.5 821.5 14.5% 62.0 1.1% 93% False False 15,556
120 5,829.5 4,887.5 942.0 16.7% 53.5 0.9% 81% False False 12,964
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 23.4
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,002.0
2.618 5,878.5
1.618 5,803.0
1.000 5,756.5
0.618 5,727.5
HIGH 5,681.0
0.618 5,652.0
0.500 5,643.0
0.382 5,634.5
LOW 5,605.5
0.618 5,559.0
1.000 5,530.0
1.618 5,483.5
2.618 5,408.0
4.250 5,284.5
Fisher Pivots for day following 04-Jan-2012
Pivot 1 day 3 day
R1 5,648.0 5,629.0
PP 5,645.5 5,607.5
S1 5,643.0 5,586.5

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

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