FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 28-Feb-2012
Day Change Summary
Previous Current
27-Feb-2012 28-Feb-2012 Change Change % Previous Week
Open 5,900.0 5,896.5 -3.5 -0.1% 5,930.0
High 5,908.0 5,914.5 6.5 0.1% 5,944.0
Low 5,843.0 5,876.0 33.0 0.6% 5,871.5
Close 5,891.5 5,910.0 18.5 0.3% 5,908.5
Range 65.0 38.5 -26.5 -40.8% 72.5
ATR 62.9 61.1 -1.7 -2.8% 0.0
Volume 99,624 85,429 -14,195 -14.2% 387,362
Daily Pivots for day following 28-Feb-2012
Classic Woodie Camarilla DeMark
R4 6,015.5 6,001.5 5,931.0
R3 5,977.0 5,963.0 5,920.5
R2 5,938.5 5,938.5 5,917.0
R1 5,924.5 5,924.5 5,913.5 5,931.5
PP 5,900.0 5,900.0 5,900.0 5,904.0
S1 5,886.0 5,886.0 5,906.5 5,893.0
S2 5,861.5 5,861.5 5,903.0
S3 5,823.0 5,847.5 5,899.5
S4 5,784.5 5,809.0 5,889.0
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% 49.5 0.8% 66% False False 89,617
10 5,944.0 5,805.5 138.5 2.3% 52.5 0.9% 75% False False 83,237
20 5,944.0 5,643.0 301.0 5.1% 60.0 1.0% 89% False False 86,418
40 5,944.0 5,539.0 405.0 6.9% 65.5 1.1% 92% False False 88,019
60 5,944.0 5,281.5 662.5 11.2% 76.5 1.3% 95% False False 82,422
80 5,944.0 5,040.0 904.0 15.3% 79.5 1.3% 96% False False 62,254
100 5,944.0 5,040.0 904.0 15.3% 78.5 1.3% 96% False False 49,818
120 5,944.0 4,887.5 1,056.5 17.9% 71.5 1.2% 97% False False 41,518
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR True
Bear Hook False
Bull Hook False
Stretch 17.6
Narrowest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,078.0
2.618 6,015.5
1.618 5,977.0
1.000 5,953.0
0.618 5,938.5
HIGH 5,914.5
0.618 5,900.0
0.500 5,895.0
0.382 5,890.5
LOW 5,876.0
0.618 5,852.0
1.000 5,837.5
1.618 5,813.5
2.618 5,775.0
4.250 5,712.5
Fisher Pivots for day following 28-Feb-2012
Pivot 1 day 3 day
R1 5,905.0 5,904.5
PP 5,900.0 5,899.0
S1 5,895.0 5,893.5

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

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