FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 28-Dec-2012
Day Change Summary
Previous Current
27-Dec-2012 28-Dec-2012 Change Change % Previous Week
Open 5,905.5 5,939.5 34.0 0.6% 5,912.0
High 5,963.5 5,941.0 -22.5 -0.4% 5,963.5
Low 5,904.0 5,853.0 -51.0 -0.9% 5,853.0
Close 5,917.0 5,889.5 -27.5 -0.5% 5,889.5
Range 59.5 88.0 28.5 47.9% 110.5
ATR 47.0 50.0 2.9 6.2% 0.0
Volume 49,257 20,312 -28,945 -58.8% 127,726
Daily Pivots for day following 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,158.5 6,112.0 5,938.0
R3 6,070.5 6,024.0 5,913.5
R2 5,982.5 5,982.5 5,905.5
R1 5,936.0 5,936.0 5,897.5 5,915.0
PP 5,894.5 5,894.5 5,894.5 5,884.0
S1 5,848.0 5,848.0 5,881.5 5,827.0
S2 5,806.5 5,806.5 5,873.5
S3 5,718.5 5,760.0 5,865.5
S4 5,630.5 5,672.0 5,841.0
Weekly Pivots for week ending 28-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,233.5 6,172.0 5,950.5
R3 6,123.0 6,061.5 5,920.0
R2 6,012.5 6,012.5 5,910.0
R1 5,951.0 5,951.0 5,899.5 5,926.5
PP 5,902.0 5,902.0 5,902.0 5,890.0
S1 5,840.5 5,840.5 5,879.5 5,816.0
S2 5,791.5 5,791.5 5,869.0
S3 5,681.0 5,730.0 5,859.0
S4 5,570.5 5,619.5 5,828.5
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 5,853.0 110.5 1.9% 60.0 1.0% 33% False True 50,422
10 5,963.5 5,841.0 122.5 2.1% 48.5 0.8% 40% False False 104,733
20 5,963.5 5,780.0 183.5 3.1% 43.0 0.7% 60% False False 56,840
40 5,963.5 5,566.0 397.5 6.7% 47.5 0.8% 81% False False 28,477
60 5,963.5 5,566.0 397.5 6.7% 43.0 0.7% 81% False False 18,990
80 5,963.5 5,566.0 397.5 6.7% 37.5 0.6% 81% False False 14,248
100 5,963.5 5,566.0 397.5 6.7% 30.0 0.5% 81% False False 11,406
120 5,963.5 5,380.5 583.0 9.9% 25.5 0.4% 87% False False 9,509
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.6
Widest range in 30 trading days
Fibonacci Retracements and Extensions
4.250 6,315.0
2.618 6,171.5
1.618 6,083.5
1.000 6,029.0
0.618 5,995.5
HIGH 5,941.0
0.618 5,907.5
0.500 5,897.0
0.382 5,886.5
LOW 5,853.0
0.618 5,798.5
1.000 5,765.0
1.618 5,710.5
2.618 5,622.5
4.250 5,479.0
Fisher Pivots for day following 28-Dec-2012
Pivot 1 day 3 day
R1 5,897.0 5,908.0
PP 5,894.5 5,902.0
S1 5,892.0 5,896.0

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

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