FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 06-Oct-2011
Day Change Summary
Previous Current
05-Oct-2011 06-Oct-2011 Change Change % Previous Week
Open 5,028.0 5,104.5 76.5 1.5% 5,052.0
High 5,095.0 5,300.0 205.0 4.0% 5,291.0
Low 4,973.5 5,087.5 114.0 2.3% 4,923.0
Close 5,074.5 5,296.0 221.5 4.4% 5,019.0
Range 121.5 212.5 91.0 74.9% 368.0
ATR 156.1 161.1 5.0 3.2% 0.0
Volume 148,986 178,518 29,532 19.8% 648,518
Daily Pivots for day following 06-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,865.5 5,793.0 5,413.0
R3 5,653.0 5,580.5 5,354.5
R2 5,440.5 5,440.5 5,335.0
R1 5,368.0 5,368.0 5,315.5 5,404.0
PP 5,228.0 5,228.0 5,228.0 5,246.0
S1 5,155.5 5,155.5 5,276.5 5,192.0
S2 5,015.5 5,015.5 5,257.0
S3 4,803.0 4,943.0 5,237.5
S4 4,590.5 4,730.5 5,179.0
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 5,300.0 4,839.5 460.5 8.7% 166.0 3.1% 99% True False 152,291
10 5,300.0 4,839.5 460.5 8.7% 170.0 3.2% 99% True False 144,427
20 5,384.5 4,839.5 545.0 10.3% 163.5 3.1% 84% False False 141,784
40 5,418.0 4,839.5 578.5 10.9% 144.0 2.7% 79% False False 73,681
60 5,885.0 4,819.5 1,065.5 20.1% 127.0 2.4% 45% False False 49,133
80 6,000.5 4,819.5 1,181.0 22.3% 104.0 2.0% 40% False False 36,855
100 6,000.5 4,819.5 1,181.0 22.3% 84.5 1.6% 40% False False 29,485
120 6,000.5 4,819.5 1,181.0 22.3% 70.5 1.3% 40% False False 24,570
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 45.0
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,203.0
2.618 5,856.5
1.618 5,644.0
1.000 5,512.5
0.618 5,431.5
HIGH 5,300.0
0.618 5,219.0
0.500 5,194.0
0.382 5,168.5
LOW 5,087.5
0.618 4,956.0
1.000 4,875.0
1.618 4,743.5
2.618 4,531.0
4.250 4,184.5
Fisher Pivots for day following 06-Oct-2011
Pivot 1 day 3 day
R1 5,262.0 5,220.5
PP 5,228.0 5,145.0
S1 5,194.0 5,070.0

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

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