FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 12-Sep-2011
Day Change Summary
Previous Current
09-Sep-2011 12-Sep-2011 Change Change % Previous Week
Open 5,314.5 5,130.0 -184.5 -3.5% 5,199.0
High 5,328.5 5,166.5 -162.0 -3.0% 5,349.5
Low 5,142.0 5,031.5 -110.5 -2.1% 5,018.5
Close 5,160.5 5,157.0 -3.5 -0.1% 5,160.5
Range 186.5 135.0 -51.5 -27.6% 331.0
ATR 139.7 139.4 -0.3 -0.2% 0.0
Volume 49,591 131,077 81,486 164.3% 144,673
Daily Pivots for day following 12-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,523.5 5,475.0 5,231.0
R3 5,388.5 5,340.0 5,194.0
R2 5,253.5 5,253.5 5,182.0
R1 5,205.0 5,205.0 5,169.5 5,229.0
PP 5,118.5 5,118.5 5,118.5 5,130.5
S1 5,070.0 5,070.0 5,144.5 5,094.0
S2 4,983.5 4,983.5 5,132.0
S3 4,848.5 4,935.0 5,120.0
S4 4,713.5 4,800.0 5,083.0
Weekly Pivots for week ending 09-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,169.0 5,996.0 5,342.5
R3 5,838.0 5,665.0 5,251.5
R2 5,507.0 5,507.0 5,221.0
R1 5,334.0 5,334.0 5,191.0 5,255.0
PP 5,176.0 5,176.0 5,176.0 5,137.0
S1 5,003.0 5,003.0 5,130.0 4,924.0
S2 4,845.0 4,845.0 5,100.0
S3 4,514.0 4,672.0 5,069.5
S4 4,183.0 4,341.0 4,978.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,349.5 5,018.5 331.0 6.4% 143.0 2.8% 42% False False 49,371
10 5,418.0 5,018.5 399.5 7.7% 130.0 2.5% 35% False False 27,980
20 5,418.0 4,915.0 503.0 9.8% 127.0 2.5% 48% False False 14,609
40 5,885.0 4,819.5 1,065.5 20.7% 115.5 2.2% 32% False False 7,323
60 6,000.5 4,819.5 1,181.0 22.9% 88.0 1.7% 29% False False 4,886
80 6,000.5 4,819.5 1,181.0 22.9% 69.0 1.3% 29% False False 3,668
100 6,000.5 4,819.5 1,181.0 22.9% 55.5 1.1% 29% False False 2,935
120 6,000.5 4,819.5 1,181.0 22.9% 47.0 0.9% 29% False False 2,446
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 15.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,740.0
2.618 5,520.0
1.618 5,385.0
1.000 5,301.5
0.618 5,250.0
HIGH 5,166.5
0.618 5,115.0
0.500 5,099.0
0.382 5,083.0
LOW 5,031.5
0.618 4,948.0
1.000 4,896.5
1.618 4,813.0
2.618 4,678.0
4.250 4,458.0
Fisher Pivots for day following 12-Sep-2011
Pivot 1 day 3 day
R1 5,137.5 5,190.5
PP 5,118.5 5,179.5
S1 5,099.0 5,168.0

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

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