FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 27-Feb-2012
Day Change Summary
Previous Current
24-Feb-2012 27-Feb-2012 Change Change % Previous Week
Open 5,930.0 5,900.0 -30.0 -0.5% 5,930.0
High 5,944.0 5,908.0 -36.0 -0.6% 5,944.0
Low 5,900.0 5,843.0 -57.0 -1.0% 5,871.5
Close 5,908.5 5,891.5 -17.0 -0.3% 5,908.5
Range 44.0 65.0 21.0 47.7% 72.5
ATR 62.7 62.9 0.2 0.3% 0.0
Volume 72,949 99,624 26,675 36.6% 387,362
Daily Pivots for day following 27-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,076.0 6,048.5 5,927.0
R3 6,011.0 5,983.5 5,909.5
R2 5,946.0 5,946.0 5,903.5
R1 5,918.5 5,918.5 5,897.5 5,900.0
PP 5,881.0 5,881.0 5,881.0 5,871.5
S1 5,853.5 5,853.5 5,885.5 5,835.0
S2 5,816.0 5,816.0 5,879.5
S3 5,751.0 5,788.5 5,873.5
S4 5,686.0 5,723.5 5,856.0
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 5,843.0 101.0 1.7% 52.0 0.9% 48% False True 88,950
10 5,944.0 5,805.5 138.5 2.4% 53.0 0.9% 62% False False 84,330
20 5,944.0 5,638.0 306.0 5.2% 60.5 1.0% 83% False False 82,146
40 5,944.0 5,539.0 405.0 6.9% 66.5 1.1% 87% False False 88,181
60 5,944.0 5,281.5 662.5 11.2% 77.0 1.3% 92% False False 81,044
80 5,944.0 5,040.0 904.0 15.3% 80.5 1.4% 94% False False 61,187
100 5,944.0 5,040.0 904.0 15.3% 79.0 1.3% 94% False False 48,964
120 5,944.0 4,887.5 1,056.5 17.9% 71.0 1.2% 95% False False 40,806
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 17.1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,184.0
2.618 6,078.0
1.618 6,013.0
1.000 5,973.0
0.618 5,948.0
HIGH 5,908.0
0.618 5,883.0
0.500 5,875.5
0.382 5,868.0
LOW 5,843.0
0.618 5,803.0
1.000 5,778.0
1.618 5,738.0
2.618 5,673.0
4.250 5,567.0
Fisher Pivots for day following 27-Feb-2012
Pivot 1 day 3 day
R1 5,886.0 5,893.5
PP 5,881.0 5,893.0
S1 5,875.5 5,892.0

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

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