FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 09-Nov-2011
Day Change Summary
Previous Current
08-Nov-2011 09-Nov-2011 Change Change % Previous Week
Open 5,540.0 5,618.5 78.5 1.4% 5,650.5
High 5,641.0 5,632.5 -8.5 -0.2% 5,665.0
Low 5,500.5 5,360.5 -140.0 -2.5% 5,312.5
Close 5,626.5 5,368.0 -258.5 -4.6% 5,545.5
Range 140.5 272.0 131.5 93.6% 352.5
ATR 140.9 150.3 9.4 6.6% 0.0
Volume 101,688 158,788 57,100 56.2% 734,500
Daily Pivots for day following 09-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,269.5 6,091.0 5,517.5
R3 5,997.5 5,819.0 5,443.0
R2 5,725.5 5,725.5 5,418.0
R1 5,547.0 5,547.0 5,393.0 5,500.0
PP 5,453.5 5,453.5 5,453.5 5,430.5
S1 5,275.0 5,275.0 5,343.0 5,228.0
S2 5,181.5 5,181.5 5,318.0
S3 4,909.5 5,003.0 5,293.0
S4 4,637.5 4,731.0 5,218.5
Weekly Pivots for week ending 04-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,565.0 6,408.0 5,739.5
R3 6,212.5 6,055.5 5,642.5
R2 5,860.0 5,860.0 5,610.0
R1 5,703.0 5,703.0 5,578.0 5,605.0
PP 5,507.5 5,507.5 5,507.5 5,459.0
S1 5,350.5 5,350.5 5,513.0 5,253.0
S2 5,155.0 5,155.0 5,481.0
S3 4,802.5 4,998.0 5,448.5
S4 4,450.0 4,645.5 5,351.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,641.0 5,360.5 280.5 5.2% 175.5 3.3% 3% False True 125,648
10 5,763.5 5,312.5 451.0 8.4% 165.5 3.1% 12% False False 135,620
20 5,763.5 5,312.5 451.0 8.4% 139.0 2.6% 12% False False 123,931
40 5,763.5 4,839.5 924.0 17.2% 144.5 2.7% 57% False False 128,273
60 5,763.5 4,839.5 924.0 17.2% 142.5 2.7% 57% False False 97,854
80 5,885.0 4,819.5 1,065.5 19.8% 134.0 2.5% 51% False False 73,401
100 6,000.5 4,819.5 1,181.0 22.0% 114.5 2.1% 46% False False 58,723
120 6,000.5 4,819.5 1,181.0 22.0% 96.5 1.8% 46% False False 48,938
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 22.2
Widest range in 169 trading days
Fibonacci Retracements and Extensions
4.250 6,788.5
2.618 6,344.5
1.618 6,072.5
1.000 5,904.5
0.618 5,800.5
HIGH 5,632.5
0.618 5,528.5
0.500 5,496.5
0.382 5,464.5
LOW 5,360.5
0.618 5,192.5
1.000 5,088.5
1.618 4,920.5
2.618 4,648.5
4.250 4,204.5
Fisher Pivots for day following 09-Nov-2011
Pivot 1 day 3 day
R1 5,496.5 5,501.0
PP 5,453.5 5,456.5
S1 5,411.0 5,412.0

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

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