FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 03-Nov-2011
Day Change Summary
Previous Current
02-Nov-2011 03-Nov-2011 Change Change % Previous Week
Open 5,426.0 5,413.5 -12.5 -0.2% 5,468.0
High 5,496.0 5,583.5 87.5 1.6% 5,763.5
Low 5,371.5 5,372.5 1.0 0.0% 5,439.0
Close 5,475.0 5,569.0 94.0 1.7% 5,678.5
Range 124.5 211.0 86.5 69.5% 324.5
ATR 138.0 143.2 5.2 3.8% 0.0
Volume 147,321 140,925 -6,396 -4.3% 564,879
Daily Pivots for day following 03-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,141.5 6,066.0 5,685.0
R3 5,930.5 5,855.0 5,627.0
R2 5,719.5 5,719.5 5,607.5
R1 5,644.0 5,644.0 5,588.5 5,682.0
PP 5,508.5 5,508.5 5,508.5 5,527.0
S1 5,433.0 5,433.0 5,549.5 5,471.0
S2 5,297.5 5,297.5 5,530.5
S3 5,086.5 5,222.0 5,511.0
S4 4,875.5 5,011.0 5,453.0
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 5,744.5 5,312.5 432.0 7.8% 157.5 2.8% 59% False False 145,723
10 5,763.5 5,312.5 451.0 8.1% 141.0 2.5% 57% False False 129,330
20 5,763.5 5,235.5 528.0 9.5% 127.5 2.3% 63% False False 121,841
40 5,763.5 4,839.5 924.0 16.6% 145.5 2.6% 79% False False 131,812
60 5,763.5 4,839.5 924.0 16.6% 138.5 2.5% 79% False False 89,734
80 5,885.0 4,819.5 1,065.5 19.1% 127.0 2.3% 70% False False 67,310
100 6,000.5 4,819.5 1,181.0 21.2% 109.0 2.0% 63% False False 53,852
120 6,000.5 4,819.5 1,181.0 21.2% 91.5 1.6% 63% False False 44,877
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 False
Bear Hook False
Bull Hook False
Stretch 20.7
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 6,480.0
2.618 6,136.0
1.618 5,925.0
1.000 5,794.5
0.618 5,714.0
HIGH 5,583.5
0.618 5,503.0
0.500 5,478.0
0.382 5,453.0
LOW 5,372.5
0.618 5,242.0
1.000 5,161.5
1.618 5,031.0
2.618 4,820.0
4.250 4,476.0
Fisher Pivots for day following 03-Nov-2011
Pivot 1 day 3 day
R1 5,538.5 5,528.5
PP 5,508.5 5,488.5
S1 5,478.0 5,448.0

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

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