FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 19-Jan-2012
Day Change Summary
Previous Current
18-Jan-2012 19-Jan-2012 Change Change % Previous Week
Open 5,645.0 5,674.5 29.5 0.5% 5,587.5
High 5,677.5 5,706.5 29.0 0.5% 5,675.0
Low 5,605.0 5,650.0 45.0 0.8% 5,539.0
Close 5,673.0 5,702.5 29.5 0.5% 5,592.0
Range 72.5 56.5 -16.0 -22.1% 136.0
ATR 86.9 84.7 -2.2 -2.5% 0.0
Volume 107,633 112,427 4,794 4.5% 473,803
Daily Pivots for day following 19-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,856.0 5,835.5 5,733.5
R3 5,799.5 5,779.0 5,718.0
R2 5,743.0 5,743.0 5,713.0
R1 5,722.5 5,722.5 5,707.5 5,733.0
PP 5,686.5 5,686.5 5,686.5 5,691.5
S1 5,666.0 5,666.0 5,697.5 5,676.0
S2 5,630.0 5,630.0 5,692.0
S3 5,573.5 5,609.5 5,687.0
S4 5,517.0 5,553.0 5,671.5
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 5,706.5 5,539.0 167.5 2.9% 77.0 1.4% 98% True False 99,861
10 5,706.5 5,539.0 167.5 2.9% 73.5 1.3% 98% True False 93,737
20 5,706.5 5,289.0 417.5 7.3% 80.0 1.4% 99% True False 79,241
40 5,706.5 5,040.0 666.5 11.7% 92.5 1.6% 99% True False 64,672
60 5,709.0 5,040.0 669.0 11.7% 89.0 1.6% 99% False False 43,149
80 5,709.0 4,896.0 813.0 14.3% 80.5 1.4% 99% False False 32,373
100 5,709.0 4,887.5 821.5 14.4% 68.5 1.2% 99% False False 25,900
120 5,709.0 4,887.5 821.5 14.4% 60.0 1.1% 99% False False 21,584
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 19.9
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5,946.5
2.618 5,854.5
1.618 5,798.0
1.000 5,763.0
0.618 5,741.5
HIGH 5,706.5
0.618 5,685.0
0.500 5,678.0
0.382 5,671.5
LOW 5,650.0
0.618 5,615.0
1.000 5,593.5
1.618 5,558.5
2.618 5,502.0
4.250 5,410.0
Fisher Pivots for day following 19-Jan-2012
Pivot 1 day 3 day
R1 5,694.5 5,687.0
PP 5,686.5 5,671.5
S1 5,678.0 5,656.0

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

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