FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 12-Mar-2012
Day Change Summary
Previous Current
09-Mar-2012 12-Mar-2012 Change Change % Previous Week
Open 5,846.0 5,874.0 28.0 0.5% 5,899.0
High 5,895.5 5,901.5 6.0 0.1% 5,903.0
Low 5,837.0 5,855.0 18.0 0.3% 5,721.5
Close 5,883.5 5,891.5 8.0 0.1% 5,883.5
Range 58.5 46.5 -12.0 -20.5% 181.5
ATR 70.1 68.4 -1.7 -2.4% 0.0
Volume 150,293 126,857 -23,436 -15.6% 617,560
Daily Pivots for day following 12-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,022.0 6,003.5 5,917.0
R3 5,975.5 5,957.0 5,904.5
R2 5,929.0 5,929.0 5,900.0
R1 5,910.5 5,910.5 5,896.0 5,920.0
PP 5,882.5 5,882.5 5,882.5 5,887.5
S1 5,864.0 5,864.0 5,887.0 5,873.0
S2 5,836.0 5,836.0 5,883.0
S3 5,789.5 5,817.5 5,878.5
S4 5,743.0 5,771.0 5,866.0
Weekly Pivots for week ending 09-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,380.5 6,313.5 5,983.5
R3 6,199.0 6,132.0 5,933.5
R2 6,017.5 6,017.5 5,917.0
R1 5,950.5 5,950.5 5,900.0 5,893.0
PP 5,836.0 5,836.0 5,836.0 5,807.5
S1 5,769.0 5,769.0 5,867.0 5,712.0
S2 5,654.5 5,654.5 5,850.0
S3 5,473.0 5,587.5 5,833.5
S4 5,291.5 5,406.0 5,783.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,901.5 5,721.5 180.0 3.1% 83.0 1.4% 94% True False 129,436
10 5,931.0 5,721.5 209.5 3.6% 74.0 1.3% 81% False False 119,692
20 5,944.0 5,721.5 222.5 3.8% 63.5 1.1% 76% False False 102,011
40 5,944.0 5,605.0 339.0 5.8% 65.5 1.1% 85% False False 95,681
60 5,944.0 5,281.5 662.5 11.2% 71.5 1.2% 92% False False 89,796
80 5,944.0 5,040.0 904.0 15.3% 79.5 1.4% 94% False False 76,136
100 5,944.0 5,040.0 904.0 15.3% 80.0 1.4% 94% False False 60,930
120 5,944.0 4,887.5 1,056.5 17.9% 76.5 1.3% 95% False False 50,780
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 11.9
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,099.0
2.618 6,023.0
1.618 5,976.5
1.000 5,948.0
0.618 5,930.0
HIGH 5,901.5
0.618 5,883.5
0.500 5,878.0
0.382 5,873.0
LOW 5,855.0
0.618 5,826.5
1.000 5,808.5
1.618 5,780.0
2.618 5,733.5
4.250 5,657.5
Fisher Pivots for day following 12-Mar-2012
Pivot 1 day 3 day
R1 5,887.0 5,875.0
PP 5,882.5 5,858.0
S1 5,878.0 5,841.5

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

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