FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 20-Sep-2011
Day Change Summary
Previous Current
19-Sep-2011 20-Sep-2011 Change Change % Previous Week
Open 5,308.0 5,230.5 -77.5 -1.5% 5,130.0
High 5,319.5 5,353.0 33.5 0.6% 5,384.5
Low 5,204.0 5,189.0 -15.0 -0.3% 5,031.5
Close 5,256.5 5,302.0 45.5 0.9% 5,361.0
Range 115.5 164.0 48.5 42.0% 353.0
ATR 141.2 142.9 1.6 1.2% 0.0
Volume 97,676 108,586 10,910 11.2% 844,189
Daily Pivots for day following 20-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,773.5 5,701.5 5,392.0
R3 5,609.5 5,537.5 5,347.0
R2 5,445.5 5,445.5 5,332.0
R1 5,373.5 5,373.5 5,317.0 5,409.5
PP 5,281.5 5,281.5 5,281.5 5,299.0
S1 5,209.5 5,209.5 5,287.0 5,245.5
S2 5,117.5 5,117.5 5,272.0
S3 4,953.5 5,045.5 5,257.0
S4 4,789.5 4,881.5 5,212.0
Weekly Pivots for week ending 16-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,318.0 6,192.5 5,555.0
R3 5,965.0 5,839.5 5,458.0
R2 5,612.0 5,612.0 5,425.5
R1 5,486.5 5,486.5 5,393.5 5,549.0
PP 5,259.0 5,259.0 5,259.0 5,290.5
S1 5,133.5 5,133.5 5,328.5 5,196.0
S2 4,906.0 4,906.0 5,296.5
S3 4,553.0 4,780.5 5,264.0
S4 4,200.0 4,427.5 5,167.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,384.5 5,088.5 296.0 5.6% 139.0 2.6% 72% False False 136,107
10 5,384.5 5,031.5 353.0 6.7% 140.5 2.7% 77% False False 115,298
20 5,418.0 4,990.0 428.0 8.1% 132.5 2.5% 73% False False 60,321
40 5,873.5 4,819.5 1,054.0 19.9% 132.5 2.5% 46% False False 30,306
60 6,000.5 4,819.5 1,181.0 22.3% 100.0 1.9% 41% False False 20,208
80 6,000.5 4,819.5 1,181.0 22.3% 79.0 1.5% 41% False False 15,160
100 6,000.5 4,819.5 1,181.0 22.3% 64.0 1.2% 41% False False 12,128
120 6,000.5 4,819.5 1,181.0 22.3% 54.0 1.0% 41% False False 10,107
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.8
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,050.0
2.618 5,782.5
1.618 5,618.5
1.000 5,517.0
0.618 5,454.5
HIGH 5,353.0
0.618 5,290.5
0.500 5,271.0
0.382 5,251.5
LOW 5,189.0
0.618 5,087.5
1.000 5,025.0
1.618 4,923.5
2.618 4,759.5
4.250 4,492.0
Fisher Pivots for day following 20-Sep-2011
Pivot 1 day 3 day
R1 5,291.5 5,297.0
PP 5,281.5 5,292.0
S1 5,271.0 5,287.0

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

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