FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 14-Mar-2012
Day Change Summary
Previous Current
13-Mar-2012 14-Mar-2012 Change Change % Previous Week
Open 5,904.0 5,993.0 89.0 1.5% 5,899.0
High 5,997.0 5,994.0 -3.0 -0.1% 5,903.0
Low 5,903.5 5,932.0 28.5 0.5% 5,721.5
Close 5,993.0 5,936.5 -56.5 -0.9% 5,883.5
Range 93.5 62.0 -31.5 -33.7% 181.5
ATR 71.1 70.4 -0.6 -0.9% 0.0
Volume 276,362 218,660 -57,702 -20.9% 617,560
Daily Pivots for day following 14-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,140.0 6,100.5 5,970.5
R3 6,078.0 6,038.5 5,953.5
R2 6,016.0 6,016.0 5,948.0
R1 5,976.5 5,976.5 5,942.0 5,965.0
PP 5,954.0 5,954.0 5,954.0 5,948.5
S1 5,914.5 5,914.5 5,931.0 5,903.0
S2 5,892.0 5,892.0 5,925.0
S3 5,830.0 5,852.5 5,919.5
S4 5,768.0 5,790.5 5,902.5
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 5,997.0 5,781.5 215.5 3.6% 70.0 1.2% 72% False False 177,800
10 5,997.0 5,721.5 275.5 4.6% 77.0 1.3% 78% False False 144,042
20 5,997.0 5,721.5 275.5 4.6% 65.5 1.1% 78% False False 117,242
40 5,997.0 5,609.5 387.5 6.5% 66.0 1.1% 84% False False 102,780
60 5,997.0 5,281.5 715.5 12.1% 71.0 1.2% 92% False False 94,389
80 5,997.0 5,040.0 957.0 16.1% 80.0 1.3% 94% False False 82,320
100 5,997.0 5,040.0 957.0 16.1% 80.0 1.3% 94% False False 65,879
120 5,997.0 4,896.0 1,101.0 18.5% 76.0 1.3% 95% False False 54,905
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.0
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,257.5
2.618 6,156.5
1.618 6,094.5
1.000 6,056.0
0.618 6,032.5
HIGH 5,994.0
0.618 5,970.5
0.500 5,963.0
0.382 5,955.5
LOW 5,932.0
0.618 5,893.5
1.000 5,870.0
1.618 5,831.5
2.618 5,769.5
4.250 5,668.5
Fisher Pivots for day following 14-Mar-2012
Pivot 1 day 3 day
R1 5,963.0 5,933.0
PP 5,954.0 5,929.5
S1 5,945.5 5,926.0

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

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