FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 18-Oct-2011
Day Change Summary
Previous Current
17-Oct-2011 18-Oct-2011 Change Change % Previous Week
Open 5,486.0 5,367.0 -119.0 -2.2% 5,308.0
High 5,521.0 5,490.0 -31.0 -0.6% 5,478.5
Low 5,370.0 5,323.5 -46.5 -0.9% 5,266.0
Close 5,378.5 5,458.5 80.0 1.5% 5,474.5
Range 151.0 166.5 15.5 10.3% 212.5
ATR 142.4 144.2 1.7 1.2% 0.0
Volume 117,622 112,725 -4,897 -4.2% 532,577
Daily Pivots for day following 18-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,923.5 5,857.5 5,550.0
R3 5,757.0 5,691.0 5,504.5
R2 5,590.5 5,590.5 5,489.0
R1 5,524.5 5,524.5 5,474.0 5,557.5
PP 5,424.0 5,424.0 5,424.0 5,440.5
S1 5,358.0 5,358.0 5,443.0 5,391.0
S2 5,257.5 5,257.5 5,428.0
S3 5,091.0 5,191.5 5,412.5
S4 4,924.5 5,025.0 5,367.0
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 5,322.5 198.5 3.6% 127.0 2.3% 69% False False 116,441
10 5,521.0 4,973.5 547.5 10.0% 128.0 2.3% 89% False False 123,482
20 5,521.0 4,839.5 681.5 12.5% 152.0 2.8% 91% False False 132,148
40 5,521.0 4,839.5 681.5 12.5% 142.0 2.6% 91% False False 96,235
60 5,873.5 4,819.5 1,054.0 19.3% 139.0 2.5% 61% False False 64,253
80 6,000.5 4,819.5 1,181.0 21.6% 113.0 2.1% 54% False False 48,193
100 6,000.5 4,819.5 1,181.0 21.6% 93.5 1.7% 54% False False 38,558
120 6,000.5 4,819.5 1,181.0 21.6% 78.5 1.4% 54% False False 32,131
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 True
Bear Hook False
Bull Hook False
Stretch 36.2
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,197.5
2.618 5,926.0
1.618 5,759.5
1.000 5,656.5
0.618 5,593.0
HIGH 5,490.0
0.618 5,426.5
0.500 5,407.0
0.382 5,387.0
LOW 5,323.5
0.618 5,220.5
1.000 5,157.0
1.618 5,054.0
2.618 4,887.5
4.250 4,616.0
Fisher Pivots for day following 18-Oct-2011
Pivot 1 day 3 day
R1 5,441.0 5,446.5
PP 5,424.0 5,434.5
S1 5,407.0 5,422.0

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

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