FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 21-Feb-2012
Day Change Summary
Previous Current
20-Feb-2012 21-Feb-2012 Change Change % Previous Week
Open 5,930.0 5,908.5 -21.5 -0.4% 5,819.5
High 5,943.0 5,935.0 -8.0 -0.1% 5,903.5
Low 5,906.0 5,884.0 -22.0 -0.4% 5,805.5
Close 5,919.0 5,893.0 -26.0 -0.4% 5,896.5
Range 37.0 51.0 14.0 37.8% 98.0
ATR 67.5 66.3 -1.2 -1.7% 0.0
Volume 42,233 82,095 39,862 94.4% 433,572
Daily Pivots for day following 21-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,057.0 6,026.0 5,921.0
R3 6,006.0 5,975.0 5,907.0
R2 5,955.0 5,955.0 5,902.5
R1 5,924.0 5,924.0 5,897.5 5,914.0
PP 5,904.0 5,904.0 5,904.0 5,899.0
S1 5,873.0 5,873.0 5,888.5 5,863.0
S2 5,853.0 5,853.0 5,883.5
S3 5,802.0 5,822.0 5,879.0
S4 5,751.0 5,771.0 5,865.0
Weekly Pivots for week ending 17-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,162.5 6,127.5 5,950.5
R3 6,064.5 6,029.5 5,923.5
R2 5,966.5 5,966.5 5,914.5
R1 5,931.5 5,931.5 5,905.5 5,949.0
PP 5,868.5 5,868.5 5,868.5 5,877.0
S1 5,833.5 5,833.5 5,887.5 5,851.0
S2 5,770.5 5,770.5 5,878.5
S3 5,672.5 5,735.5 5,869.5
S4 5,574.5 5,637.5 5,842.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,943.0 5,805.5 137.5 2.3% 55.0 0.9% 64% False False 76,857
10 5,943.0 5,794.0 149.0 2.5% 54.5 0.9% 66% False False 81,816
20 5,943.0 5,609.5 333.5 5.7% 65.5 1.1% 85% False False 82,824
40 5,943.0 5,435.0 508.0 8.6% 68.5 1.2% 90% False False 82,274
60 5,943.0 5,040.0 903.0 15.3% 83.0 1.4% 94% False False 75,335
80 5,943.0 5,040.0 903.0 15.3% 81.5 1.4% 94% False False 56,655
100 5,943.0 4,896.0 1,047.0 17.8% 79.0 1.3% 95% False False 45,339
120 5,943.0 4,887.5 1,055.5 17.9% 69.5 1.2% 95% False False 37,784
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 18.7
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,152.0
2.618 6,068.5
1.618 6,017.5
1.000 5,986.0
0.618 5,966.5
HIGH 5,935.0
0.618 5,915.5
0.500 5,909.5
0.382 5,903.5
LOW 5,884.0
0.618 5,852.5
1.000 5,833.0
1.618 5,801.5
2.618 5,750.5
4.250 5,667.0
Fisher Pivots for day following 21-Feb-2012
Pivot 1 day 3 day
R1 5,909.5 5,908.0
PP 5,904.0 5,903.0
S1 5,898.5 5,898.0

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

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