FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 30-Sep-2011
Day Change Summary
Previous Current
29-Sep-2011 30-Sep-2011 Change Change % Previous Week
Open 5,122.5 5,163.5 41.0 0.8% 5,052.0
High 5,227.0 5,180.0 -47.0 -0.9% 5,291.0
Low 5,094.5 5,005.0 -89.5 -1.8% 4,923.0
Close 5,169.5 5,019.0 -150.5 -2.9% 5,019.0
Range 132.5 175.0 42.5 32.1% 368.0
ATR 157.0 158.2 1.3 0.8% 0.0
Volume 109,785 127,885 18,100 16.5% 648,518
Daily Pivots for day following 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,593.0 5,481.0 5,115.0
R3 5,418.0 5,306.0 5,067.0
R2 5,243.0 5,243.0 5,051.0
R1 5,131.0 5,131.0 5,035.0 5,099.5
PP 5,068.0 5,068.0 5,068.0 5,052.0
S1 4,956.0 4,956.0 5,003.0 4,924.5
S2 4,893.0 4,893.0 4,987.0
S3 4,718.0 4,781.0 4,971.0
S4 4,543.0 4,606.0 4,923.0
Weekly Pivots for week ending 30-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,181.5 5,968.5 5,221.5
R3 5,813.5 5,600.5 5,120.0
R2 5,445.5 5,445.5 5,086.5
R1 5,232.5 5,232.5 5,052.5 5,155.0
PP 5,077.5 5,077.5 5,077.5 5,039.0
S1 4,864.5 4,864.5 4,985.5 4,787.0
S2 4,709.5 4,709.5 4,951.5
S3 4,341.5 4,496.5 4,918.0
S4 3,973.5 4,128.5 4,816.5
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 4,923.0 368.0 7.3% 172.5 3.4% 26% False False 129,703
10 5,353.0 4,898.5 454.5 9.1% 171.0 3.4% 27% False False 130,833
20 5,384.5 4,898.5 486.0 9.7% 158.5 3.2% 25% False False 114,859
40 5,418.0 4,819.5 598.5 11.9% 149.5 3.0% 33% False False 57,855
60 6,000.0 4,819.5 1,180.5 23.5% 119.5 2.4% 17% False False 38,573
80 6,000.5 4,819.5 1,181.0 23.5% 96.0 1.9% 17% False False 28,935
100 6,000.5 4,819.5 1,181.0 23.5% 78.0 1.6% 17% False False 23,149
120 6,000.5 4,819.5 1,181.0 23.5% 66.0 1.3% 17% False False 19,291
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 35.2
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,924.0
2.618 5,638.0
1.618 5,463.0
1.000 5,355.0
0.618 5,288.0
HIGH 5,180.0
0.618 5,113.0
0.500 5,092.5
0.382 5,072.0
LOW 5,005.0
0.618 4,897.0
1.000 4,830.0
1.618 4,722.0
2.618 4,547.0
4.250 4,261.0
Fisher Pivots for day following 30-Sep-2011
Pivot 1 day 3 day
R1 5,092.5 5,148.0
PP 5,068.0 5,105.0
S1 5,043.5 5,062.0

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

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