FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 12-Jan-2012
Day Change Summary
Previous Current
11-Jan-2012 12-Jan-2012 Change Change % Previous Week
Open 5,644.5 5,638.0 -6.5 -0.1% 5,625.0
High 5,659.0 5,658.5 -0.5 0.0% 5,681.0
Low 5,602.0 5,596.0 -6.0 -0.1% 5,570.0
Close 5,645.5 5,649.0 3.5 0.1% 5,602.5
Range 57.0 62.5 5.5 9.6% 111.0
ATR 91.1 89.0 -2.0 -2.2% 0.0
Volume 81,194 99,817 18,623 22.9% 359,848
Daily Pivots for day following 12-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,822.0 5,798.0 5,683.5
R3 5,759.5 5,735.5 5,666.0
R2 5,697.0 5,697.0 5,660.5
R1 5,673.0 5,673.0 5,654.5 5,685.0
PP 5,634.5 5,634.5 5,634.5 5,640.5
S1 5,610.5 5,610.5 5,643.5 5,622.5
S2 5,572.0 5,572.0 5,637.5
S3 5,509.5 5,548.0 5,632.0
S4 5,447.0 5,485.5 5,614.5
Weekly Pivots for week ending 06-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,951.0 5,887.5 5,663.5
R3 5,840.0 5,776.5 5,633.0
R2 5,729.0 5,729.0 5,623.0
R1 5,665.5 5,665.5 5,612.5 5,642.0
PP 5,618.0 5,618.0 5,618.0 5,606.0
S1 5,554.5 5,554.5 5,592.5 5,531.0
S2 5,507.0 5,507.0 5,582.0
S3 5,396.0 5,443.5 5,572.0
S4 5,285.0 5,332.5 5,541.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,675.0 5,561.5 113.5 2.0% 70.0 1.2% 77% False False 87,612
10 5,681.0 5,454.5 226.5 4.0% 75.5 1.3% 86% False False 78,255
20 5,681.0 5,281.5 399.5 7.1% 85.0 1.5% 92% False False 91,455
40 5,681.0 5,040.0 641.0 11.3% 94.0 1.7% 95% False False 52,212
60 5,709.0 5,040.0 669.0 11.8% 88.0 1.6% 91% False False 34,833
80 5,709.0 4,887.5 821.5 14.5% 80.5 1.4% 93% False False 26,132
100 5,709.0 4,887.5 821.5 14.5% 65.5 1.2% 93% False False 20,907
120 5,829.0 4,887.5 941.5 16.7% 57.0 1.0% 81% False False 17,423
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 True
3BNR True
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 18.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,924.0
2.618 5,822.0
1.618 5,759.5
1.000 5,721.0
0.618 5,697.0
HIGH 5,658.5
0.618 5,634.5
0.500 5,627.0
0.382 5,620.0
LOW 5,596.0
0.618 5,557.5
1.000 5,533.5
1.618 5,495.0
2.618 5,432.5
4.250 5,330.5
Fisher Pivots for day following 12-Jan-2012
Pivot 1 day 3 day
R1 5,642.0 5,644.0
PP 5,634.5 5,639.0
S1 5,627.0 5,634.0

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

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