FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 27-Dec-2012
Day Change Summary
Previous Current
24-Dec-2012 27-Dec-2012 Change Change % Previous Week
Open 5,912.0 5,905.5 -6.5 -0.1% 5,890.5
High 5,921.0 5,963.5 42.5 0.7% 5,944.0
Low 5,892.0 5,904.0 12.0 0.2% 5,841.0
Close 5,914.5 5,917.0 2.5 0.0% 5,902.0
Range 29.0 59.5 30.5 105.2% 103.0
ATR 46.1 47.0 1.0 2.1% 0.0
Volume 58,157 49,257 -8,900 -15.3% 621,002
Daily Pivots for day following 27-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,106.5 6,071.5 5,949.5
R3 6,047.0 6,012.0 5,933.5
R2 5,987.5 5,987.5 5,928.0
R1 5,952.5 5,952.5 5,922.5 5,970.0
PP 5,928.0 5,928.0 5,928.0 5,937.0
S1 5,893.0 5,893.0 5,911.5 5,910.5
S2 5,868.5 5,868.5 5,906.0
S3 5,809.0 5,833.5 5,900.5
S4 5,749.5 5,774.0 5,884.5
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,204.5 6,156.5 5,958.5
R3 6,101.5 6,053.5 5,930.5
R2 5,998.5 5,998.5 5,921.0
R1 5,950.5 5,950.5 5,911.5 5,974.5
PP 5,895.5 5,895.5 5,895.5 5,908.0
S1 5,847.5 5,847.5 5,892.5 5,871.5
S2 5,792.5 5,792.5 5,883.0
S3 5,689.5 5,744.5 5,873.5
S4 5,586.5 5,641.5 5,845.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,963.5 5,860.0 103.5 1.7% 49.5 0.8% 55% True False 61,905
10 5,963.5 5,841.0 122.5 2.1% 44.0 0.7% 62% True False 106,963
20 5,963.5 5,713.0 250.5 4.2% 42.0 0.7% 81% True False 55,844
40 5,963.5 5,566.0 397.5 6.7% 47.0 0.8% 88% True False 27,970
60 5,963.5 5,566.0 397.5 6.7% 42.0 0.7% 88% True False 18,652
80 5,963.5 5,566.0 397.5 6.7% 36.5 0.6% 88% True False 13,994
100 5,963.5 5,566.0 397.5 6.7% 29.0 0.5% 88% True False 11,203
120 5,963.5 5,380.5 583.0 9.9% 24.5 0.4% 92% True False 9,341
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 8.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,216.5
2.618 6,119.5
1.618 6,060.0
1.000 6,023.0
0.618 6,000.5
HIGH 5,963.5
0.618 5,941.0
0.500 5,934.0
0.382 5,926.5
LOW 5,904.0
0.618 5,867.0
1.000 5,844.5
1.618 5,807.5
2.618 5,748.0
4.250 5,651.0
Fisher Pivots for day following 27-Dec-2012
Pivot 1 day 3 day
R1 5,934.0 5,915.0
PP 5,928.0 5,913.5
S1 5,922.5 5,912.0

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

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