FTSE 100 Index Future March 2012


Trading Metrics calculated at close of trading on 16-Mar-2012
Day Change Summary
Previous Current
15-Mar-2012 16-Mar-2012 Change Change % Previous Week
Open 5,936.5 5,944.0 7.5 0.1% 5,874.0
High 5,963.0 5,975.0 12.0 0.2% 5,997.0
Low 5,919.5 5,935.0 15.5 0.3% 5,855.0
Close 5,944.0 5,969.0 25.0 0.4% 5,969.0
Range 43.5 40.0 -3.5 -8.0% 142.0
ATR 68.5 66.5 -2.0 -3.0% 0.0
Volume 177,655 11,283 -166,372 -93.6% 810,817
Daily Pivots for day following 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,079.5 6,064.5 5,991.0
R3 6,039.5 6,024.5 5,980.0
R2 5,999.5 5,999.5 5,976.5
R1 5,984.5 5,984.5 5,972.5 5,992.0
PP 5,959.5 5,959.5 5,959.5 5,963.5
S1 5,944.5 5,944.5 5,965.5 5,952.0
S2 5,919.5 5,919.5 5,961.5
S3 5,879.5 5,904.5 5,958.0
S4 5,839.5 5,864.5 5,947.0
Weekly Pivots for week ending 16-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,366.5 6,309.5 6,047.0
R3 6,224.5 6,167.5 6,008.0
R2 6,082.5 6,082.5 5,995.0
R1 6,025.5 6,025.5 5,982.0 6,054.0
PP 5,940.5 5,940.5 5,940.5 5,954.5
S1 5,883.5 5,883.5 5,956.0 5,912.0
S2 5,798.5 5,798.5 5,943.0
S3 5,656.5 5,741.5 5,930.0
S4 5,514.5 5,599.5 5,891.0
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 5,855.0 142.0 2.4% 57.0 1.0% 80% False False 162,163
10 5,997.0 5,721.5 275.5 4.6% 71.0 1.2% 90% False False 142,837
20 5,997.0 5,721.5 275.5 4.6% 63.5 1.1% 90% False False 118,393
40 5,997.0 5,609.5 387.5 6.5% 66.0 1.1% 93% False False 102,296
60 5,997.0 5,328.0 669.0 11.2% 69.0 1.2% 96% False False 94,792
80 5,997.0 5,040.0 957.0 16.0% 78.5 1.3% 97% False False 84,635
100 5,997.0 5,040.0 957.0 16.0% 79.5 1.3% 97% False False 67,766
120 5,997.0 4,896.0 1,101.0 18.4% 76.0 1.3% 97% False False 56,479
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 7.5
Narrowest range in 13 trading days
Fibonacci Retracements and Extensions
4.250 6,145.0
2.618 6,079.5
1.618 6,039.5
1.000 6,015.0
0.618 5,999.5
HIGH 5,975.0
0.618 5,959.5
0.500 5,955.0
0.382 5,950.5
LOW 5,935.0
0.618 5,910.5
1.000 5,895.0
1.618 5,870.5
2.618 5,830.5
4.250 5,765.0
Fisher Pivots for day following 16-Mar-2012
Pivot 1 day 3 day
R1 5,964.5 5,965.0
PP 5,959.5 5,961.0
S1 5,955.0 5,957.0

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

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