FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 20-Jan-2012
Day Change Summary
Previous Current
19-Jan-2012 20-Jan-2012 Change Change % Previous Week
Open 5,674.5 5,698.0 23.5 0.4% 5,580.0
High 5,706.5 5,713.0 6.5 0.1% 5,713.0
Low 5,650.0 5,679.0 29.0 0.5% 5,559.5
Close 5,702.5 5,713.0 10.5 0.2% 5,713.0
Range 56.5 34.0 -22.5 -39.8% 153.5
ATR 84.7 81.1 -3.6 -4.3% 0.0
Volume 112,427 95,869 -16,558 -14.7% 482,646
Daily Pivots for day following 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,803.5 5,792.5 5,731.5
R3 5,769.5 5,758.5 5,722.5
R2 5,735.5 5,735.5 5,719.0
R1 5,724.5 5,724.5 5,716.0 5,730.0
PP 5,701.5 5,701.5 5,701.5 5,704.5
S1 5,690.5 5,690.5 5,710.0 5,696.0
S2 5,667.5 5,667.5 5,707.0
S3 5,633.5 5,656.5 5,703.5
S4 5,599.5 5,622.5 5,694.5
Weekly Pivots for week ending 20-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,122.5 6,071.0 5,797.5
R3 5,969.0 5,917.5 5,755.0
R2 5,815.5 5,815.5 5,741.0
R1 5,764.0 5,764.0 5,727.0 5,790.0
PP 5,662.0 5,662.0 5,662.0 5,674.5
S1 5,610.5 5,610.5 5,699.0 5,636.0
S2 5,508.5 5,508.5 5,685.0
S3 5,355.0 5,457.0 5,671.0
S4 5,201.5 5,303.5 5,628.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,713.0 5,559.5 153.5 2.7% 58.0 1.0% 100% True False 96,529
10 5,713.0 5,539.0 174.0 3.0% 69.5 1.2% 100% True False 95,644
20 5,713.0 5,328.0 385.0 6.7% 75.5 1.3% 100% True False 79,785
40 5,713.0 5,040.0 673.0 11.8% 91.5 1.6% 100% True False 66,974
60 5,713.0 5,040.0 673.0 11.8% 88.0 1.5% 100% True False 44,746
80 5,713.0 4,896.0 817.0 14.3% 81.0 1.4% 100% True False 33,571
100 5,713.0 4,887.5 825.5 14.4% 69.0 1.2% 100% True False 26,858
120 5,713.0 4,887.5 825.5 14.4% 60.5 1.1% 100% True False 22,383
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 True
3BNR False
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.0
Narrowest range in 49 trading days
Fibonacci Retracements and Extensions
4.250 5,857.5
2.618 5,802.0
1.618 5,768.0
1.000 5,747.0
0.618 5,734.0
HIGH 5,713.0
0.618 5,700.0
0.500 5,696.0
0.382 5,692.0
LOW 5,679.0
0.618 5,658.0
1.000 5,645.0
1.618 5,624.0
2.618 5,590.0
4.250 5,534.5
Fisher Pivots for day following 20-Jan-2012
Pivot 1 day 3 day
R1 5,707.5 5,695.0
PP 5,701.5 5,677.0
S1 5,696.0 5,659.0

Download as Excel Spreadsheet

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

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