FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 02-Nov-2011
Day Change Summary
Previous Current
01-Nov-2011 02-Nov-2011 Change Change % Previous Week
Open 5,498.5 5,426.0 -72.5 -1.3% 5,468.0
High 5,498.5 5,496.0 -2.5 0.0% 5,763.5
Low 5,312.5 5,371.5 59.0 1.1% 5,439.0
Close 5,393.0 5,475.0 82.0 1.5% 5,678.5
Range 186.0 124.5 -61.5 -33.1% 324.5
ATR 139.0 138.0 -1.0 -0.7% 0.0
Volume 188,304 147,321 -40,983 -21.8% 564,879
Daily Pivots for day following 02-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,821.0 5,772.5 5,543.5
R3 5,696.5 5,648.0 5,509.0
R2 5,572.0 5,572.0 5,498.0
R1 5,523.5 5,523.5 5,486.5 5,548.0
PP 5,447.5 5,447.5 5,447.5 5,459.5
S1 5,399.0 5,399.0 5,463.5 5,423.0
S2 5,323.0 5,323.0 5,452.0
S3 5,198.5 5,274.5 5,441.0
S4 5,074.0 5,150.0 5,406.5
Weekly Pivots for week ending 28-Oct-2011
Classic Woodie Camarilla DeMark
R4 6,600.5 6,464.0 5,857.0
R3 6,276.0 6,139.5 5,767.5
R2 5,951.5 5,951.5 5,738.0
R1 5,815.0 5,815.0 5,708.0 5,883.0
PP 5,627.0 5,627.0 5,627.0 5,661.0
S1 5,490.5 5,490.5 5,649.0 5,559.0
S2 5,302.5 5,302.5 5,619.0
S3 4,978.0 5,166.0 5,589.5
S4 4,653.5 4,841.5 5,500.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,763.5 5,312.5 451.0 8.2% 155.5 2.8% 36% False False 145,592
10 5,763.5 5,312.5 451.0 8.2% 128.0 2.3% 36% False False 127,807
20 5,763.5 5,087.5 676.0 12.3% 127.5 2.3% 57% False False 123,721
40 5,763.5 4,839.5 924.0 16.9% 143.0 2.6% 69% False False 129,203
60 5,763.5 4,839.5 924.0 16.9% 138.5 2.5% 69% False False 87,387
80 5,885.0 4,819.5 1,065.5 19.5% 125.0 2.3% 62% False False 65,548
100 6,000.5 4,819.5 1,181.0 21.6% 106.5 1.9% 56% False False 52,443
120 6,000.5 4,819.5 1,181.0 21.6% 90.0 1.6% 56% False False 43,703
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 19.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,025.0
2.618 5,822.0
1.618 5,697.5
1.000 5,620.5
0.618 5,573.0
HIGH 5,496.0
0.618 5,448.5
0.500 5,434.0
0.382 5,419.0
LOW 5,371.5
0.618 5,294.5
1.000 5,247.0
1.618 5,170.0
2.618 5,045.5
4.250 4,842.5
Fisher Pivots for day following 02-Nov-2011
Pivot 1 day 3 day
R1 5,461.0 5,489.0
PP 5,447.5 5,484.0
S1 5,434.0 5,479.5

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

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