FTSE 100 Index Future June 2012


Trading Metrics calculated at close of trading on 02-Mar-2012
Day Change Summary
Previous Current
01-Mar-2012 02-Mar-2012 Change Change % Previous Week
Open 5,793.0 5,864.0 71.0 1.2% 5,845.0
High 5,875.0 5,864.5 -10.5 -0.2% 5,878.5
Low 5,792.0 5,839.0 47.0 0.8% 5,792.0
Close 5,863.0 5,846.5 -16.5 -0.3% 5,846.5
Range 83.0 25.5 -57.5 -69.3% 86.5
ATR 51.5 49.6 -1.9 -3.6% 0.0
Volume 1,419 3,235 1,816 128.0% 5,107
Daily Pivots for day following 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 5,926.5 5,912.0 5,860.5
R3 5,901.0 5,886.5 5,853.5
R2 5,875.5 5,875.5 5,851.0
R1 5,861.0 5,861.0 5,849.0 5,855.5
PP 5,850.0 5,850.0 5,850.0 5,847.0
S1 5,835.5 5,835.5 5,844.0 5,830.0
S2 5,824.5 5,824.5 5,842.0
S3 5,799.0 5,810.0 5,839.5
S4 5,773.5 5,784.5 5,832.5
Weekly Pivots for week ending 02-Mar-2012
Classic Woodie Camarilla DeMark
R4 6,098.5 6,059.0 5,894.0
R3 6,012.0 5,972.5 5,870.5
R2 5,925.5 5,925.5 5,862.5
R1 5,886.0 5,886.0 5,854.5 5,906.0
PP 5,839.0 5,839.0 5,839.0 5,849.0
S1 5,799.5 5,799.5 5,838.5 5,819.0
S2 5,752.5 5,752.5 5,830.5
S3 5,666.0 5,713.0 5,822.5
S4 5,579.5 5,626.5 5,799.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,878.5 5,792.0 86.5 1.5% 51.5 0.9% 63% False False 1,021
10 5,890.0 5,792.0 98.0 1.7% 42.0 0.7% 56% False False 578
20 5,890.0 5,748.5 141.5 2.4% 39.0 0.7% 69% False False 311
40 5,890.0 5,523.5 366.5 6.3% 36.0 0.6% 88% False False 169
60 5,890.0 5,277.5 612.5 10.5% 27.5 0.5% 93% False False 142
80 5,890.0 5,070.5 819.5 14.0% 22.5 0.4% 95% False False 111
100 5,890.0 5,070.5 819.5 14.0% 20.5 0.3% 95% False False 98
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 4.9
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 5,973.0
2.618 5,931.5
1.618 5,906.0
1.000 5,890.0
0.618 5,880.5
HIGH 5,864.5
0.618 5,855.0
0.500 5,852.0
0.382 5,848.5
LOW 5,839.0
0.618 5,823.0
1.000 5,813.5
1.618 5,797.5
2.618 5,772.0
4.250 5,730.5
Fisher Pivots for day following 02-Mar-2012
Pivot 1 day 3 day
R1 5,852.0 5,843.0
PP 5,850.0 5,839.0
S1 5,848.0 5,835.0

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

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