FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 07-Oct-2011
Day Change Summary
Previous Current
06-Oct-2011 07-Oct-2011 Change Change % Previous Week
Open 5,104.5 5,288.0 183.5 3.6% 5,019.0
High 5,300.0 5,348.5 48.5 0.9% 5,348.5
Low 5,087.5 5,235.5 148.0 2.9% 4,839.5
Close 5,296.0 5,253.0 -43.0 -0.8% 5,253.0
Range 212.5 113.0 -99.5 -46.8% 509.0
ATR 161.1 157.6 -3.4 -2.1% 0.0
Volume 178,518 144,399 -34,119 -19.1% 777,969
Daily Pivots for day following 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,618.0 5,548.5 5,315.0
R3 5,505.0 5,435.5 5,284.0
R2 5,392.0 5,392.0 5,273.5
R1 5,322.5 5,322.5 5,263.5 5,301.0
PP 5,279.0 5,279.0 5,279.0 5,268.0
S1 5,209.5 5,209.5 5,242.5 5,188.0
S2 5,166.0 5,166.0 5,232.5
S3 5,053.0 5,096.5 5,222.0
S4 4,940.0 4,983.5 5,191.0
Weekly Pivots for week ending 07-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,674.0 6,472.5 5,533.0
R3 6,165.0 5,963.5 5,393.0
R2 5,656.0 5,656.0 5,346.5
R1 5,454.5 5,454.5 5,299.5 5,555.0
PP 5,147.0 5,147.0 5,147.0 5,197.5
S1 4,945.5 4,945.5 5,206.5 5,046.0
S2 4,638.0 4,638.0 5,159.5
S3 4,129.0 4,436.5 5,113.0
S4 3,620.0 3,927.5 4,973.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,348.5 4,839.5 509.0 9.7% 153.5 2.9% 81% True False 155,593
10 5,348.5 4,839.5 509.0 9.7% 163.0 3.1% 81% True False 142,648
20 5,384.5 4,839.5 545.0 10.4% 160.0 3.0% 76% False False 146,524
40 5,418.0 4,839.5 578.5 11.0% 142.5 2.7% 71% False False 77,290
60 5,885.0 4,819.5 1,065.5 20.3% 128.0 2.4% 41% False False 51,539
80 6,000.5 4,819.5 1,181.0 22.5% 105.0 2.0% 37% False False 38,660
100 6,000.5 4,819.5 1,181.0 22.5% 85.5 1.6% 37% False False 30,929
120 6,000.5 4,819.5 1,181.0 22.5% 71.5 1.4% 37% False False 25,774
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 46.8
Narrowest range in 15 trading days
Fibonacci Retracements and Extensions
4.250 5,829.0
2.618 5,644.5
1.618 5,531.5
1.000 5,461.5
0.618 5,418.5
HIGH 5,348.5
0.618 5,305.5
0.500 5,292.0
0.382 5,278.5
LOW 5,235.5
0.618 5,165.5
1.000 5,122.5
1.618 5,052.5
2.618 4,939.5
4.250 4,755.0
Fisher Pivots for day following 07-Oct-2011
Pivot 1 day 3 day
R1 5,292.0 5,222.5
PP 5,279.0 5,191.5
S1 5,266.0 5,161.0

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

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