FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 15-Feb-2012
Day Change Summary
Previous Current
14-Feb-2012 15-Feb-2012 Change Change % Previous Week
Open 5,863.0 5,860.0 -3.0 -0.1% 5,861.5
High 5,876.0 5,901.0 25.0 0.4% 5,872.5
Low 5,831.5 5,830.5 -1.0 0.0% 5,794.0
Close 5,865.0 5,839.0 -26.0 -0.4% 5,815.5
Range 44.5 70.5 26.0 58.4% 78.5
ATR 71.0 71.0 0.0 -0.1% 0.0
Volume 96,363 94,050 -2,313 -2.4% 425,781
Daily Pivots for day following 15-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,068.5 6,024.0 5,878.0
R3 5,998.0 5,953.5 5,858.5
R2 5,927.5 5,927.5 5,852.0
R1 5,883.0 5,883.0 5,845.5 5,870.0
PP 5,857.0 5,857.0 5,857.0 5,850.0
S1 5,812.5 5,812.5 5,832.5 5,799.5
S2 5,786.5 5,786.5 5,826.0
S3 5,716.0 5,742.0 5,819.5
S4 5,645.5 5,671.5 5,800.0
Weekly Pivots for week ending 10-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,063.0 6,017.5 5,858.5
R3 5,984.5 5,939.0 5,837.0
R2 5,906.0 5,906.0 5,830.0
R1 5,860.5 5,860.5 5,822.5 5,844.0
PP 5,827.5 5,827.5 5,827.5 5,819.0
S1 5,782.0 5,782.0 5,808.5 5,765.5
S2 5,749.0 5,749.0 5,801.0
S3 5,670.5 5,703.5 5,794.0
S4 5,592.0 5,625.0 5,772.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,901.0 5,794.0 107.0 1.8% 59.0 1.0% 42% True False 90,704
10 5,901.0 5,720.0 181.0 3.1% 63.0 1.1% 66% True False 88,994
20 5,901.0 5,609.5 291.5 5.0% 66.5 1.1% 79% True False 88,318
40 5,901.0 5,281.5 619.5 10.6% 74.0 1.3% 90% True False 82,963
60 5,901.0 5,040.0 861.0 14.7% 85.0 1.5% 93% True False 70,680
80 5,901.0 5,040.0 861.0 14.7% 83.5 1.4% 93% True False 53,038
100 5,901.0 4,896.0 1,005.0 17.2% 78.0 1.3% 94% True False 42,437
120 5,901.0 4,887.5 1,013.5 17.4% 68.0 1.2% 94% True False 35,366
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 15.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,200.5
2.618 6,085.5
1.618 6,015.0
1.000 5,971.5
0.618 5,944.5
HIGH 5,901.0
0.618 5,874.0
0.500 5,866.0
0.382 5,857.5
LOW 5,830.5
0.618 5,787.0
1.000 5,760.0
1.618 5,716.5
2.618 5,646.0
4.250 5,531.0
Fisher Pivots for day following 15-Feb-2012
Pivot 1 day 3 day
R1 5,866.0 5,858.0
PP 5,857.0 5,852.0
S1 5,848.0 5,845.5

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

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