FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 29-Sep-2011
Day Change Summary
Previous Current
28-Sep-2011 29-Sep-2011 Change Change % Previous Week
Open 5,210.5 5,122.5 -88.0 -1.7% 5,308.0
High 5,291.0 5,227.0 -64.0 -1.2% 5,353.0
Low 5,120.0 5,094.5 -25.5 -0.5% 4,898.5
Close 5,121.5 5,169.5 48.0 0.9% 5,040.0
Range 171.0 132.5 -38.5 -22.5% 454.5
ATR 158.8 157.0 -1.9 -1.2% 0.0
Volume 121,864 109,785 -12,079 -9.9% 659,814
Daily Pivots for day following 29-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,561.0 5,498.0 5,242.5
R3 5,428.5 5,365.5 5,206.0
R2 5,296.0 5,296.0 5,194.0
R1 5,233.0 5,233.0 5,181.5 5,264.5
PP 5,163.5 5,163.5 5,163.5 5,179.5
S1 5,100.5 5,100.5 5,157.5 5,132.0
S2 5,031.0 5,031.0 5,145.0
S3 4,898.5 4,968.0 5,133.0
S4 4,766.0 4,835.5 5,096.5
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 5,291.0 4,898.5 392.5 7.6% 173.5 3.4% 69% False False 136,564
10 5,384.5 4,898.5 486.0 9.4% 160.5 3.1% 56% False False 131,635
20 5,384.5 4,898.5 486.0 9.4% 155.5 3.0% 56% False False 108,477
40 5,581.0 4,819.5 761.5 14.7% 151.0 2.9% 46% False False 54,659
60 6,000.5 4,819.5 1,181.0 22.8% 117.0 2.3% 30% False False 36,442
80 6,000.5 4,819.5 1,181.0 22.8% 94.0 1.8% 30% False False 27,336
100 6,000.5 4,819.5 1,181.0 22.8% 76.5 1.5% 30% False False 21,870
120 6,000.5 4,819.5 1,181.0 22.8% 64.5 1.2% 30% False False 18,225
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 36.3
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 5,790.0
2.618 5,574.0
1.618 5,441.5
1.000 5,359.5
0.618 5,309.0
HIGH 5,227.0
0.618 5,176.5
0.500 5,161.0
0.382 5,145.0
LOW 5,094.5
0.618 5,012.5
1.000 4,962.0
1.618 4,880.0
2.618 4,747.5
4.250 4,531.5
Fisher Pivots for day following 29-Sep-2011
Pivot 1 day 3 day
R1 5,166.5 5,193.0
PP 5,163.5 5,185.0
S1 5,161.0 5,177.0

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

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