FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 23-Jan-2012
Day Change Summary
Previous Current
20-Jan-2012 23-Jan-2012 Change Change % Previous Week
Open 5,698.0 5,700.0 2.0 0.0% 5,580.0
High 5,713.0 5,749.5 36.5 0.6% 5,713.0
Low 5,679.0 5,682.0 3.0 0.1% 5,559.5
Close 5,713.0 5,743.0 30.0 0.5% 5,713.0
Range 34.0 67.5 33.5 98.5% 153.5
ATR 81.1 80.1 -1.0 -1.2% 0.0
Volume 95,869 98,741 2,872 3.0% 482,646
Daily Pivots for day following 23-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,927.5 5,902.5 5,780.0
R3 5,860.0 5,835.0 5,761.5
R2 5,792.5 5,792.5 5,755.5
R1 5,767.5 5,767.5 5,749.0 5,780.0
PP 5,725.0 5,725.0 5,725.0 5,731.0
S1 5,700.0 5,700.0 5,737.0 5,712.5
S2 5,657.5 5,657.5 5,730.5
S3 5,590.0 5,632.5 5,724.5
S4 5,522.5 5,565.0 5,706.0
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 5,749.5 5,605.0 144.5 2.5% 59.0 1.0% 96% True False 103,623
10 5,749.5 5,539.0 210.5 3.7% 69.0 1.2% 97% True False 97,735
20 5,749.5 5,345.5 404.0 7.0% 73.5 1.3% 98% True False 79,785
40 5,749.5 5,040.0 709.5 12.4% 92.0 1.6% 99% True False 69,265
60 5,749.5 5,040.0 709.5 12.4% 88.0 1.5% 99% True False 46,390
80 5,749.5 4,896.0 853.5 14.9% 81.5 1.4% 99% True False 34,805
100 5,749.5 4,887.5 862.0 15.0% 69.5 1.2% 99% True False 27,846
120 5,749.5 4,887.5 862.0 15.0% 61.0 1.1% 99% True False 23,206
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 18.2
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,036.5
2.618 5,926.0
1.618 5,858.5
1.000 5,817.0
0.618 5,791.0
HIGH 5,749.5
0.618 5,723.5
0.500 5,716.0
0.382 5,708.0
LOW 5,682.0
0.618 5,640.5
1.000 5,614.5
1.618 5,573.0
2.618 5,505.5
4.250 5,395.0
Fisher Pivots for day following 23-Jan-2012
Pivot 1 day 3 day
R1 5,734.0 5,728.5
PP 5,725.0 5,714.0
S1 5,716.0 5,700.0

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

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