FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 02-Feb-2012
Day Change Summary
Previous Current
01-Feb-2012 02-Feb-2012 Change Change % Previous Week
Open 5,667.0 5,745.0 78.0 1.4% 5,700.0
High 5,760.5 5,773.5 13.0 0.2% 5,766.5
Low 5,643.0 5,720.0 77.0 1.4% 5,650.5
Close 5,740.0 5,756.0 16.0 0.3% 5,691.5
Range 117.5 53.5 -64.0 -54.5% 116.0
ATR 79.8 77.9 -1.9 -2.4% 0.0
Volume 100,099 91,456 -8,643 -8.6% 477,780
Daily Pivots for day following 02-Feb-2012
Classic Woodie Camarilla DeMark
R4 5,910.5 5,886.5 5,785.5
R3 5,857.0 5,833.0 5,770.5
R2 5,803.5 5,803.5 5,766.0
R1 5,779.5 5,779.5 5,761.0 5,791.5
PP 5,750.0 5,750.0 5,750.0 5,756.0
S1 5,726.0 5,726.0 5,751.0 5,738.0
S2 5,696.5 5,696.5 5,746.0
S3 5,643.0 5,672.5 5,741.5
S4 5,589.5 5,619.0 5,726.5
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 5,773.5 5,609.5 164.0 2.8% 74.0 1.3% 89% True False 76,093
10 5,773.5 5,609.5 164.0 2.8% 70.0 1.2% 89% True False 85,544
20 5,773.5 5,539.0 234.5 4.1% 71.5 1.2% 93% True False 89,640
40 5,773.5 5,281.5 492.0 8.5% 85.5 1.5% 96% True False 85,068
60 5,773.5 5,040.0 733.5 12.7% 86.0 1.5% 98% True False 57,390
80 5,773.5 5,040.0 733.5 12.7% 83.5 1.4% 98% True False 43,061
100 5,773.5 4,887.5 886.0 15.4% 75.5 1.3% 98% True False 34,454
120 5,773.5 4,887.5 886.0 15.4% 64.0 1.1% 98% True False 28,712
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
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 16.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,001.0
2.618 5,913.5
1.618 5,860.0
1.000 5,827.0
0.618 5,806.5
HIGH 5,773.5
0.618 5,753.0
0.500 5,747.0
0.382 5,740.5
LOW 5,720.0
0.618 5,687.0
1.000 5,666.5
1.618 5,633.5
2.618 5,580.0
4.250 5,492.5
Fisher Pivots for day following 02-Feb-2012
Pivot 1 day 3 day
R1 5,753.0 5,739.0
PP 5,750.0 5,722.5
S1 5,747.0 5,706.0

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

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