FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 05-Jan-2012
Day Change Summary
Previous Current
04-Jan-2012 05-Jan-2012 Change Change % Previous Week
Open 5,649.0 5,648.0 -1.0 0.0% 5,478.0
High 5,681.0 5,650.5 -30.5 -0.5% 5,557.0
Low 5,605.5 5,574.5 -31.0 -0.6% 5,449.5
Close 5,650.0 5,604.5 -45.5 -0.8% 5,535.5
Range 75.5 76.0 0.5 0.7% 107.5
ATR 99.6 97.9 -1.7 -1.7% 0.0
Volume 94,069 97,065 2,996 3.2% 105,920
Daily Pivots for day following 05-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,838.0 5,797.0 5,646.5
R3 5,762.0 5,721.0 5,625.5
R2 5,686.0 5,686.0 5,618.5
R1 5,645.0 5,645.0 5,611.5 5,627.5
PP 5,610.0 5,610.0 5,610.0 5,601.0
S1 5,569.0 5,569.0 5,597.5 5,551.5
S2 5,534.0 5,534.0 5,590.5
S3 5,458.0 5,493.0 5,583.5
S4 5,382.0 5,417.0 5,562.5
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 5,454.5 226.5 4.0% 81.5 1.5% 66% False False 68,897
10 5,681.0 5,289.0 392.0 7.0% 86.0 1.5% 80% False False 64,745
20 5,681.0 5,281.5 399.5 7.1% 99.5 1.8% 81% False False 80,495
40 5,681.0 5,040.0 641.0 11.4% 93.0 1.7% 88% False False 41,265
60 5,709.0 5,040.0 669.0 11.9% 87.5 1.6% 84% False False 27,534
80 5,709.0 4,887.5 821.5 14.7% 76.5 1.4% 87% False False 20,657
100 5,709.0 4,887.5 821.5 14.7% 63.0 1.1% 87% False False 16,527
120 5,829.5 4,887.5 942.0 16.8% 54.0 1.0% 76% False False 13,773
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 21.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,973.5
2.618 5,849.5
1.618 5,773.5
1.000 5,726.5
0.618 5,697.5
HIGH 5,650.5
0.618 5,621.5
0.500 5,612.5
0.382 5,603.5
LOW 5,574.5
0.618 5,527.5
1.000 5,498.5
1.618 5,451.5
2.618 5,375.5
4.250 5,251.5
Fisher Pivots for day following 05-Jan-2012
Pivot 1 day 3 day
R1 5,612.5 5,626.0
PP 5,610.0 5,619.0
S1 5,607.0 5,611.5

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

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