FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 23-Feb-2012
Day Change Summary
Previous Current
22-Feb-2012 23-Feb-2012 Change Change % Previous Week
Open 5,897.5 5,884.0 -13.5 -0.2% 5,819.5
High 5,916.5 5,932.5 16.0 0.3% 5,903.5
Low 5,871.5 5,877.5 6.0 0.1% 5,805.5
Close 5,891.0 5,923.0 32.0 0.5% 5,896.5
Range 45.0 55.0 10.0 22.2% 98.0
ATR 64.8 64.1 -0.7 -1.1% 0.0
Volume 84,321 105,764 21,443 25.4% 433,572
Daily Pivots for day following 23-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,076.0 6,054.5 5,953.0
R3 6,021.0 5,999.5 5,938.0
R2 5,966.0 5,966.0 5,933.0
R1 5,944.5 5,944.5 5,928.0 5,955.0
PP 5,911.0 5,911.0 5,911.0 5,916.5
S1 5,889.5 5,889.5 5,918.0 5,900.0
S2 5,856.0 5,856.0 5,913.0
S3 5,801.0 5,834.5 5,908.0
S4 5,746.0 5,779.5 5,893.0
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 5,871.5 71.5 1.2% 44.0 0.7% 72% False False 78,202
10 5,943.0 5,794.0 149.0 2.5% 55.5 0.9% 87% False False 84,160
20 5,943.0 5,609.5 333.5 5.6% 62.5 1.1% 94% False False 82,963
40 5,943.0 5,454.5 488.5 8.2% 68.0 1.1% 96% False False 85,402
60 5,943.0 5,238.0 705.0 11.9% 80.5 1.4% 97% False False 78,448
80 5,943.0 5,040.0 903.0 15.2% 81.5 1.4% 98% False False 59,031
100 5,943.0 4,896.0 1,047.0 17.7% 79.0 1.3% 98% False False 47,239
120 5,943.0 4,887.5 1,055.5 17.8% 70.5 1.2% 98% False False 39,368
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,166.0
2.618 6,076.5
1.618 6,021.5
1.000 5,987.5
0.618 5,966.5
HIGH 5,932.5
0.618 5,911.5
0.500 5,905.0
0.382 5,898.5
LOW 5,877.5
0.618 5,843.5
1.000 5,822.5
1.618 5,788.5
2.618 5,733.5
4.250 5,644.0
Fisher Pivots for day following 23-Feb-2012
Pivot 1 day 3 day
R1 5,917.0 5,916.5
PP 5,911.0 5,910.0
S1 5,905.0 5,903.0

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

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