FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 25-Oct-2011
Day Change Summary
Previous Current
24-Oct-2011 25-Oct-2011 Change Change % Previous Week
Open 5,468.0 5,517.0 49.0 0.9% 5,486.0
High 5,536.0 5,549.5 13.5 0.2% 5,521.0
Low 5,457.0 5,439.0 -18.0 -0.3% 5,323.5
Close 5,527.0 5,472.5 -54.5 -1.0% 5,463.5
Range 79.0 110.5 31.5 39.9% 197.5
ATR 131.5 130.0 -1.5 -1.1% 0.0
Volume 90,500 118,343 27,843 30.8% 579,055
Daily Pivots for day following 25-Oct-2011
Classic Woodie Camarilla DeMark
R4 5,818.5 5,756.0 5,533.5
R3 5,708.0 5,645.5 5,503.0
R2 5,597.5 5,597.5 5,493.0
R1 5,535.0 5,535.0 5,482.5 5,511.0
PP 5,487.0 5,487.0 5,487.0 5,475.0
S1 5,424.5 5,424.5 5,462.5 5,400.5
S2 5,376.5 5,376.5 5,452.0
S3 5,266.0 5,314.0 5,442.0
S4 5,155.5 5,203.5 5,411.5
Weekly Pivots for week ending 21-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,028.5 5,943.5 5,572.0
R3 5,831.0 5,746.0 5,518.0
R2 5,633.5 5,633.5 5,499.5
R1 5,548.5 5,548.5 5,481.5 5,492.0
PP 5,436.0 5,436.0 5,436.0 5,408.0
S1 5,351.0 5,351.0 5,445.5 5,295.0
S2 5,238.5 5,238.5 5,427.5
S3 5,041.0 5,153.5 5,409.0
S4 4,843.5 4,956.0 5,355.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,549.5 5,333.5 216.0 3.9% 98.5 1.8% 64% True False 111,510
10 5,549.5 5,322.5 227.0 4.1% 112.5 2.1% 66% True False 113,975
20 5,549.5 4,839.5 710.0 13.0% 128.5 2.4% 89% True False 122,898
40 5,549.5 4,839.5 710.0 13.0% 140.5 2.6% 89% True False 109,991
60 5,695.5 4,819.5 876.0 16.0% 142.0 2.6% 75% False False 73,545
80 6,000.5 4,819.5 1,181.0 21.6% 117.0 2.1% 55% False False 55,161
100 6,000.5 4,819.5 1,181.0 21.6% 98.0 1.8% 55% False False 44,132
120 6,000.5 4,819.5 1,181.0 21.6% 82.5 1.5% 55% False False 36,778
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,019.0
2.618 5,839.0
1.618 5,728.5
1.000 5,660.0
0.618 5,618.0
HIGH 5,549.5
0.618 5,507.5
0.500 5,494.0
0.382 5,481.0
LOW 5,439.0
0.618 5,370.5
1.000 5,328.5
1.618 5,260.0
2.618 5,149.5
4.250 4,969.5
Fisher Pivots for day following 25-Oct-2011
Pivot 1 day 3 day
R1 5,494.0 5,467.5
PP 5,487.0 5,462.5
S1 5,480.0 5,457.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.