FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 21-Sep-2011
Day Change Summary
Previous Current
20-Sep-2011 21-Sep-2011 Change Change % Previous Week
Open 5,230.5 5,300.0 69.5 1.3% 5,130.0
High 5,353.0 5,348.0 -5.0 -0.1% 5,384.5
Low 5,189.0 5,166.0 -23.0 -0.4% 5,031.5
Close 5,302.0 5,176.0 -126.0 -2.4% 5,361.0
Range 164.0 182.0 18.0 11.0% 353.0
ATR 142.9 145.7 2.8 2.0% 0.0
Volume 108,586 116,577 7,991 7.4% 844,189
Daily Pivots for day following 21-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,776.0 5,658.0 5,276.0
R3 5,594.0 5,476.0 5,226.0
R2 5,412.0 5,412.0 5,209.5
R1 5,294.0 5,294.0 5,192.5 5,262.0
PP 5,230.0 5,230.0 5,230.0 5,214.0
S1 5,112.0 5,112.0 5,159.5 5,080.0
S2 5,048.0 5,048.0 5,142.5
S3 4,866.0 4,930.0 5,126.0
S4 4,684.0 4,748.0 5,076.0
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 5,166.0 218.5 4.2% 132.0 2.6% 5% False True 117,542
10 5,384.5 5,031.5 353.0 6.8% 147.0 2.8% 41% False False 125,317
20 5,418.0 4,990.0 428.0 8.3% 136.5 2.6% 43% False False 66,148
40 5,847.0 4,819.5 1,027.5 19.9% 137.0 2.6% 35% False False 33,220
60 6,000.5 4,819.5 1,181.0 22.8% 102.5 2.0% 30% False False 22,151
80 6,000.5 4,819.5 1,181.0 22.8% 81.0 1.6% 30% False False 16,617
100 6,000.5 4,819.5 1,181.0 22.8% 65.5 1.3% 30% False False 13,294
120 6,000.5 4,819.5 1,181.0 22.8% 55.5 1.1% 30% False False 11,079
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.6
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,121.5
2.618 5,824.5
1.618 5,642.5
1.000 5,530.0
0.618 5,460.5
HIGH 5,348.0
0.618 5,278.5
0.500 5,257.0
0.382 5,235.5
LOW 5,166.0
0.618 5,053.5
1.000 4,984.0
1.618 4,871.5
2.618 4,689.5
4.250 4,392.5
Fisher Pivots for day following 21-Sep-2011
Pivot 1 day 3 day
R1 5,257.0 5,259.5
PP 5,230.0 5,231.5
S1 5,203.0 5,204.0

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

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