FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 24-Feb-2012
Day Change Summary
Previous Current
23-Feb-2012 24-Feb-2012 Change Change % Previous Week
Open 5,884.0 5,930.0 46.0 0.8% 5,930.0
High 5,932.5 5,944.0 11.5 0.2% 5,944.0
Low 5,877.5 5,900.0 22.5 0.4% 5,871.5
Close 5,923.0 5,908.5 -14.5 -0.2% 5,908.5
Range 55.0 44.0 -11.0 -20.0% 72.5
ATR 64.1 62.7 -1.4 -2.2% 0.0
Volume 105,764 72,949 -32,815 -31.0% 387,362
Daily Pivots for day following 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,049.5 6,023.0 5,932.5
R3 6,005.5 5,979.0 5,920.5
R2 5,961.5 5,961.5 5,916.5
R1 5,935.0 5,935.0 5,912.5 5,926.0
PP 5,917.5 5,917.5 5,917.5 5,913.0
S1 5,891.0 5,891.0 5,904.5 5,882.0
S2 5,873.5 5,873.5 5,900.5
S3 5,829.5 5,847.0 5,896.5
S4 5,785.5 5,803.0 5,884.5
Weekly Pivots for week ending 24-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,125.5 6,089.5 5,948.5
R3 6,053.0 6,017.0 5,928.5
R2 5,980.5 5,980.5 5,922.0
R1 5,944.5 5,944.5 5,915.0 5,926.0
PP 5,908.0 5,908.0 5,908.0 5,899.0
S1 5,872.0 5,872.0 5,902.0 5,854.0
S2 5,835.5 5,835.5 5,895.0
S3 5,763.0 5,799.5 5,888.5
S4 5,690.5 5,727.0 5,868.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,944.0 5,871.5 72.5 1.2% 46.5 0.8% 51% True False 77,472
10 5,944.0 5,805.5 138.5 2.3% 52.5 0.9% 74% True False 82,093
20 5,944.0 5,609.5 334.5 5.7% 61.0 1.0% 89% True False 81,677
40 5,944.0 5,492.0 452.0 7.6% 66.5 1.1% 92% True False 86,285
60 5,944.0 5,238.0 706.0 11.9% 80.0 1.4% 95% True False 79,653
80 5,944.0 5,040.0 904.0 15.3% 81.0 1.4% 96% True False 59,942
100 5,944.0 4,961.5 982.5 16.6% 79.5 1.3% 96% True False 47,968
120 5,944.0 4,887.5 1,056.5 17.9% 70.5 1.2% 97% True False 39,976
Crabel Price Patterns
NR True
NR4 True
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 16.7
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,131.0
2.618 6,059.0
1.618 6,015.0
1.000 5,988.0
0.618 5,971.0
HIGH 5,944.0
0.618 5,927.0
0.500 5,922.0
0.382 5,917.0
LOW 5,900.0
0.618 5,873.0
1.000 5,856.0
1.618 5,829.0
2.618 5,785.0
4.250 5,713.0
Fisher Pivots for day following 24-Feb-2012
Pivot 1 day 3 day
R1 5,922.0 5,908.0
PP 5,917.5 5,908.0
S1 5,913.0 5,908.0

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

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