FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 13-Oct-2011
Day Change Summary
Previous Current
12-Oct-2011 13-Oct-2011 Change Change % Previous Week
Open 5,349.5 5,393.0 43.5 0.8% 5,019.0
High 5,442.5 5,433.0 -9.5 -0.2% 5,348.5
Low 5,322.5 5,343.5 21.0 0.4% 4,839.5
Close 5,407.5 5,370.5 -37.0 -0.7% 5,253.0
Range 120.0 89.5 -30.5 -25.4% 509.0
ATR 148.6 144.4 -4.2 -2.8% 0.0
Volume 120,395 119,055 -1,340 -1.1% 777,969
Daily Pivots for day following 13-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,651.0 5,600.0 5,419.5
R3 5,561.5 5,510.5 5,395.0
R2 5,472.0 5,472.0 5,387.0
R1 5,421.0 5,421.0 5,378.5 5,402.0
PP 5,382.5 5,382.5 5,382.5 5,372.5
S1 5,331.5 5,331.5 5,362.5 5,312.0
S2 5,293.0 5,293.0 5,354.0
S3 5,203.5 5,242.0 5,346.0
S4 5,114.0 5,152.5 5,321.5
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 5,442.5 5,235.5 207.0 3.9% 104.5 1.9% 65% False False 112,913
10 5,442.5 4,839.5 603.0 11.2% 135.5 2.5% 88% False False 132,602
20 5,442.5 4,839.5 603.0 11.2% 148.0 2.8% 88% False False 132,118
40 5,442.5 4,839.5 603.0 11.2% 145.0 2.7% 88% False False 87,791
60 5,885.0 4,819.5 1,065.5 19.8% 133.0 2.5% 52% False False 58,541
80 6,000.5 4,819.5 1,181.0 22.0% 109.0 2.0% 47% False False 43,909
100 6,000.5 4,819.5 1,181.0 22.0% 89.0 1.7% 47% False False 35,130
120 6,000.5 4,819.5 1,181.0 22.0% 75.0 1.4% 47% False False 29,275
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 39.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,813.5
2.618 5,667.5
1.618 5,578.0
1.000 5,522.5
0.618 5,488.5
HIGH 5,433.0
0.618 5,399.0
0.500 5,388.0
0.382 5,377.5
LOW 5,343.5
0.618 5,288.0
1.000 5,254.0
1.618 5,198.5
2.618 5,109.0
4.250 4,963.0
Fisher Pivots for day following 13-Oct-2011
Pivot 1 day 3 day
R1 5,388.0 5,374.0
PP 5,382.5 5,372.5
S1 5,376.5 5,371.5

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

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