FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 23-Sep-2011
Day Change Summary
Previous Current
22-Sep-2011 23-Sep-2011 Change Change % Previous Week
Open 5,165.0 5,045.0 -120.0 -2.3% 5,308.0
High 5,170.0 5,079.0 -91.0 -1.8% 5,353.0
Low 4,962.0 4,898.5 -63.5 -1.3% 4,898.5
Close 5,026.0 5,040.0 14.0 0.3% 5,040.0
Range 208.0 180.5 -27.5 -13.2% 454.5
ATR 150.5 152.7 2.1 1.4% 0.0
Volume 174,784 162,191 -12,593 -7.2% 659,814
Daily Pivots for day following 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,547.5 5,474.0 5,139.5
R3 5,367.0 5,293.5 5,089.5
R2 5,186.5 5,186.5 5,073.0
R1 5,113.0 5,113.0 5,056.5 5,059.5
PP 5,006.0 5,006.0 5,006.0 4,979.0
S1 4,932.5 4,932.5 5,023.5 4,879.0
S2 4,825.5 4,825.5 5,007.0
S3 4,645.0 4,752.0 4,990.5
S4 4,464.5 4,571.5 4,940.5
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,460.5 6,205.0 5,290.0
R3 6,006.0 5,750.5 5,165.0
R2 5,551.5 5,551.5 5,123.5
R1 5,296.0 5,296.0 5,081.5 5,196.5
PP 5,097.0 5,097.0 5,097.0 5,047.5
S1 4,841.5 4,841.5 4,998.5 4,742.0
S2 4,642.5 4,642.5 4,956.5
S3 4,188.0 4,387.0 4,915.0
S4 3,733.5 3,932.5 4,790.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,353.0 4,898.5 454.5 9.0% 170.0 3.4% 31% False True 131,962
10 5,384.5 4,898.5 486.0 9.6% 156.5 3.1% 29% False True 150,400
20 5,418.0 4,898.5 519.5 10.3% 143.5 2.8% 27% False True 82,668
40 5,847.0 4,819.5 1,027.5 20.4% 144.5 2.9% 21% False False 41,644
60 6,000.5 4,819.5 1,181.0 23.4% 108.0 2.1% 19% False False 27,767
80 6,000.5 4,819.5 1,181.0 23.4% 86.0 1.7% 19% False False 20,829
100 6,000.5 4,819.5 1,181.0 23.4% 69.5 1.4% 19% False False 16,664
120 6,000.5 4,819.5 1,181.0 23.4% 59.0 1.2% 19% False False 13,887
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 35.9
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,846.0
2.618 5,551.5
1.618 5,371.0
1.000 5,259.5
0.618 5,190.5
HIGH 5,079.0
0.618 5,010.0
0.500 4,989.0
0.382 4,967.5
LOW 4,898.5
0.618 4,787.0
1.000 4,718.0
1.618 4,606.5
2.618 4,426.0
4.250 4,131.5
Fisher Pivots for day following 23-Sep-2011
Pivot 1 day 3 day
R1 5,023.0 5,123.0
PP 5,006.0 5,095.5
S1 4,989.0 5,068.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.