FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 05-Oct-2011
Day Change Summary
Previous Current
04-Oct-2011 05-Oct-2011 Change Change % Previous Week
Open 4,953.0 5,028.0 75.0 1.5% 5,052.0
High 5,040.0 5,095.0 55.0 1.1% 5,291.0
Low 4,839.5 4,973.5 134.0 2.8% 4,923.0
Close 5,032.0 5,074.5 42.5 0.8% 5,019.0
Range 200.5 121.5 -79.0 -39.4% 368.0
ATR 158.8 156.1 -2.7 -1.7% 0.0
Volume 171,259 148,986 -22,273 -13.0% 648,518
Daily Pivots for day following 05-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,412.0 5,365.0 5,141.5
R3 5,290.5 5,243.5 5,108.0
R2 5,169.0 5,169.0 5,097.0
R1 5,122.0 5,122.0 5,085.5 5,145.5
PP 5,047.5 5,047.5 5,047.5 5,059.5
S1 5,000.5 5,000.5 5,063.5 5,024.0
S2 4,926.0 4,926.0 5,052.0
S3 4,804.5 4,879.0 5,041.0
S4 4,683.0 4,757.5 5,007.5
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 5,227.0 4,839.5 387.5 7.6% 150.0 3.0% 61% False False 138,544
10 5,291.0 4,839.5 451.5 8.9% 169.5 3.3% 52% False False 144,054
20 5,384.5 4,839.5 545.0 10.7% 158.0 3.1% 43% False False 134,686
40 5,418.0 4,839.5 578.5 11.4% 144.0 2.8% 41% False False 69,221
60 5,885.0 4,819.5 1,065.5 21.0% 124.0 2.4% 24% False False 46,157
80 6,000.5 4,819.5 1,181.0 23.3% 101.5 2.0% 22% False False 34,623
100 6,000.5 4,819.5 1,181.0 23.3% 82.5 1.6% 22% False False 27,699
120 6,000.5 4,819.5 1,181.0 23.3% 69.0 1.4% 22% False False 23,083
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 43.8
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,611.5
2.618 5,413.0
1.618 5,291.5
1.000 5,216.5
0.618 5,170.0
HIGH 5,095.0
0.618 5,048.5
0.500 5,034.0
0.382 5,020.0
LOW 4,973.5
0.618 4,898.5
1.000 4,852.0
1.618 4,777.0
2.618 4,655.5
4.250 4,457.0
Fisher Pivots for day following 05-Oct-2011
Pivot 1 day 3 day
R1 5,061.0 5,039.0
PP 5,047.5 5,003.0
S1 5,034.0 4,967.0

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

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