FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 26-Sep-2011
Day Change Summary
Previous Current
23-Sep-2011 26-Sep-2011 Change Change % Previous Week
Open 5,045.0 5,052.0 7.0 0.1% 5,308.0
High 5,079.0 5,138.5 59.5 1.2% 5,353.0
Low 4,898.5 4,923.0 24.5 0.5% 4,898.5
Close 5,040.0 5,131.0 91.0 1.8% 5,040.0
Range 180.5 215.5 35.0 19.4% 454.5
ATR 152.7 157.2 4.5 2.9% 0.0
Volume 162,191 147,360 -14,831 -9.1% 659,814
Daily Pivots for day following 26-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,710.5 5,636.5 5,249.5
R3 5,495.0 5,421.0 5,190.5
R2 5,279.5 5,279.5 5,170.5
R1 5,205.5 5,205.5 5,151.0 5,242.5
PP 5,064.0 5,064.0 5,064.0 5,083.0
S1 4,990.0 4,990.0 5,111.0 5,027.0
S2 4,848.5 4,848.5 5,091.5
S3 4,633.0 4,774.5 5,071.5
S4 4,417.5 4,559.0 5,012.5
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 8.9% 190.0 3.7% 51% False False 141,899
10 5,384.5 4,898.5 486.0 9.5% 164.5 3.2% 48% False False 152,028
20 5,418.0 4,898.5 519.5 10.1% 147.5 2.9% 45% False False 90,004
40 5,847.0 4,819.5 1,027.5 20.0% 148.5 2.9% 30% False False 45,328
60 6,000.5 4,819.5 1,181.0 23.0% 110.5 2.2% 26% False False 30,221
80 6,000.5 4,819.5 1,181.0 23.0% 88.0 1.7% 26% False False 22,671
100 6,000.5 4,819.5 1,181.0 23.0% 71.5 1.4% 26% False False 18,137
120 6,000.5 4,819.5 1,181.0 23.0% 60.5 1.2% 26% False False 15,115
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 40.9
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,054.5
2.618 5,702.5
1.618 5,487.0
1.000 5,354.0
0.618 5,271.5
HIGH 5,138.5
0.618 5,056.0
0.500 5,031.0
0.382 5,005.5
LOW 4,923.0
0.618 4,790.0
1.000 4,707.5
1.618 4,574.5
2.618 4,359.0
4.250 4,007.0
Fisher Pivots for day following 26-Sep-2011
Pivot 1 day 3 day
R1 5,097.5 5,099.0
PP 5,064.0 5,066.5
S1 5,031.0 5,034.0

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

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