FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 17-Jan-2012
Day Change Summary
Previous Current
16-Jan-2012 17-Jan-2012 Change Change % Previous Week
Open 5,580.0 5,630.5 50.5 0.9% 5,587.5
High 5,621.0 5,684.0 63.0 1.1% 5,675.0
Low 5,559.5 5,619.0 59.5 1.1% 5,539.0
Close 5,618.5 5,626.0 7.5 0.1% 5,592.0
Range 61.5 65.0 3.5 5.7% 136.0
ATR 89.7 88.0 -1.7 -1.9% 0.0
Volume 63,269 103,448 40,179 63.5% 473,803
Daily Pivots for day following 17-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,838.0 5,797.0 5,662.0
R3 5,773.0 5,732.0 5,644.0
R2 5,708.0 5,708.0 5,638.0
R1 5,667.0 5,667.0 5,632.0 5,655.0
PP 5,643.0 5,643.0 5,643.0 5,637.0
S1 5,602.0 5,602.0 5,620.0 5,590.0
S2 5,578.0 5,578.0 5,614.0
S3 5,513.0 5,537.0 5,608.0
S4 5,448.0 5,472.0 5,590.0
Weekly Pivots for week ending 13-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,010.0 5,937.0 5,667.0
R3 5,874.0 5,801.0 5,629.5
R2 5,738.0 5,738.0 5,617.0
R1 5,665.0 5,665.0 5,604.5 5,701.5
PP 5,602.0 5,602.0 5,602.0 5,620.0
S1 5,529.0 5,529.0 5,579.5 5,565.5
S2 5,466.0 5,466.0 5,567.0
S3 5,330.0 5,393.0 5,554.5
S4 5,194.0 5,257.0 5,517.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,684.0 5,539.0 145.0 2.6% 75.0 1.3% 60% True False 92,051
10 5,684.0 5,539.0 145.0 2.6% 75.5 1.3% 60% True False 90,844
20 5,684.0 5,281.5 402.5 7.2% 83.0 1.5% 86% True False 78,026
40 5,684.0 5,040.0 644.0 11.4% 93.5 1.7% 91% True False 59,175
60 5,709.0 5,040.0 669.0 11.9% 89.0 1.6% 88% False False 39,486
80 5,709.0 4,887.5 821.5 14.6% 81.0 1.4% 90% False False 29,622
100 5,709.0 4,887.5 821.5 14.6% 67.5 1.2% 90% False False 23,699
120 5,772.5 4,887.5 885.0 15.7% 59.0 1.0% 83% False False 19,750
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 17.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,960.0
2.618 5,854.0
1.618 5,789.0
1.000 5,749.0
0.618 5,724.0
HIGH 5,684.0
0.618 5,659.0
0.500 5,651.5
0.382 5,644.0
LOW 5,619.0
0.618 5,579.0
1.000 5,554.0
1.618 5,514.0
2.618 5,449.0
4.250 5,343.0
Fisher Pivots for day following 17-Jan-2012
Pivot 1 day 3 day
R1 5,651.5 5,621.0
PP 5,643.0 5,616.5
S1 5,634.5 5,611.5

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

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