FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 30-Jan-2012
Day Change Summary
Previous Current
27-Jan-2012 30-Jan-2012 Change Change % Previous Week
Open 5,727.0 5,683.0 -44.0 -0.8% 5,700.0
High 5,752.0 5,686.0 -66.0 -1.1% 5,766.5
Low 5,682.0 5,609.5 -72.5 -1.3% 5,650.5
Close 5,691.5 5,641.5 -50.0 -0.9% 5,691.5
Range 70.0 76.5 6.5 9.3% 116.0
ATR 78.6 78.9 0.2 0.3% 0.0
Volume 98,671 90,243 -8,428 -8.5% 477,780
Daily Pivots for day following 30-Jan-2012
Classic Woodie Camarilla DeMark
R4 5,875.0 5,835.0 5,683.5
R3 5,798.5 5,758.5 5,662.5
R2 5,722.0 5,722.0 5,655.5
R1 5,682.0 5,682.0 5,648.5 5,664.0
PP 5,645.5 5,645.5 5,645.5 5,636.5
S1 5,605.5 5,605.5 5,634.5 5,587.0
S2 5,569.0 5,569.0 5,627.5
S3 5,492.5 5,529.0 5,620.5
S4 5,416.0 5,452.5 5,599.5
Weekly Pivots for week ending 27-Jan-2012
Classic Woodie Camarilla DeMark
R4 6,051.0 5,987.0 5,755.5
R3 5,935.0 5,871.0 5,723.5
R2 5,819.0 5,819.0 5,713.0
R1 5,755.0 5,755.0 5,702.0 5,729.0
PP 5,703.0 5,703.0 5,703.0 5,690.0
S1 5,639.0 5,639.0 5,681.0 5,613.0
S2 5,587.0 5,587.0 5,670.0
S3 5,471.0 5,523.0 5,659.5
S4 5,355.0 5,407.0 5,627.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,766.5 5,609.5 157.0 2.8% 75.0 1.3% 20% False True 93,856
10 5,766.5 5,605.0 161.5 2.9% 67.0 1.2% 23% False False 98,740
20 5,766.5 5,539.0 227.5 4.0% 72.5 1.3% 45% False False 94,216
40 5,766.5 5,281.5 485.0 8.6% 85.0 1.5% 74% False False 80,493
60 5,766.5 5,040.0 726.5 12.9% 87.0 1.5% 83% False False 54,201
80 5,766.5 5,040.0 726.5 12.9% 84.0 1.5% 83% False False 40,669
100 5,766.5 4,887.5 879.0 15.6% 73.5 1.3% 86% False False 32,538
120 5,766.5 4,887.5 879.0 15.6% 64.0 1.1% 86% False False 27,116
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 16.4
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,011.0
2.618 5,886.5
1.618 5,810.0
1.000 5,762.5
0.618 5,733.5
HIGH 5,686.0
0.618 5,657.0
0.500 5,648.0
0.382 5,638.5
LOW 5,609.5
0.618 5,562.0
1.000 5,533.0
1.618 5,485.5
2.618 5,409.0
4.250 5,284.5
Fisher Pivots for day following 30-Jan-2012
Pivot 1 day 3 day
R1 5,648.0 5,688.0
PP 5,645.5 5,672.5
S1 5,643.5 5,657.0

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

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