FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 17-Oct-2011
Day Change Summary
Previous Current
14-Oct-2011 17-Oct-2011 Change Change % Previous Week
Open 5,404.5 5,486.0 81.5 1.5% 5,308.0
High 5,478.5 5,521.0 42.5 0.8% 5,478.5
Low 5,371.5 5,370.0 -1.5 0.0% 5,266.0
Close 5,474.5 5,378.5 -96.0 -1.8% 5,474.5
Range 107.0 151.0 44.0 41.1% 212.5
ATR 141.8 142.4 0.7 0.5% 0.0
Volume 112,410 117,622 5,212 4.6% 532,577
Daily Pivots for day following 17-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,876.0 5,778.5 5,461.5
R3 5,725.0 5,627.5 5,420.0
R2 5,574.0 5,574.0 5,406.0
R1 5,476.5 5,476.5 5,392.5 5,450.0
PP 5,423.0 5,423.0 5,423.0 5,410.0
S1 5,325.5 5,325.5 5,364.5 5,299.0
S2 5,272.0 5,272.0 5,351.0
S3 5,121.0 5,174.5 5,337.0
S4 4,970.0 5,023.5 5,295.5
Weekly Pivots for week ending 14-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,044.0 5,971.5 5,591.5
R3 5,831.5 5,759.0 5,533.0
R2 5,619.0 5,619.0 5,513.5
R1 5,546.5 5,546.5 5,494.0 5,583.0
PP 5,406.5 5,406.5 5,406.5 5,424.5
S1 5,334.0 5,334.0 5,455.0 5,370.0
S2 5,194.0 5,194.0 5,435.5
S3 4,981.5 5,121.5 5,416.0
S4 4,769.0 4,909.0 5,357.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,521.0 5,305.0 216.0 4.0% 109.0 2.0% 34% True False 112,298
10 5,521.0 4,839.5 681.5 12.7% 131.5 2.4% 79% True False 129,336
20 5,521.0 4,839.5 681.5 12.7% 151.5 2.8% 79% True False 131,941
40 5,521.0 4,839.5 681.5 12.7% 142.5 2.7% 79% True False 93,494
60 5,873.5 4,819.5 1,054.0 19.6% 136.0 2.5% 53% False False 62,374
80 6,000.5 4,819.5 1,181.0 22.0% 111.0 2.1% 47% False False 46,784
100 6,000.5 4,819.5 1,181.0 22.0% 91.5 1.7% 47% False False 37,430
120 6,000.5 4,819.5 1,181.0 22.0% 77.0 1.4% 47% False False 31,192
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 40.5
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,163.0
2.618 5,916.5
1.618 5,765.5
1.000 5,672.0
0.618 5,614.5
HIGH 5,521.0
0.618 5,463.5
0.500 5,445.5
0.382 5,427.5
LOW 5,370.0
0.618 5,276.5
1.000 5,219.0
1.618 5,125.5
2.618 4,974.5
4.250 4,728.0
Fisher Pivots for day following 17-Oct-2011
Pivot 1 day 3 day
R1 5,445.5 5,432.0
PP 5,423.0 5,414.5
S1 5,401.0 5,396.5

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

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