FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 16-Nov-2011
Day Change Summary
Previous Current
15-Nov-2011 16-Nov-2011 Change Change % Previous Week
Open 5,501.0 5,531.5 30.5 0.6% 5,559.5
High 5,563.0 5,560.5 -2.5 0.0% 5,641.0
Low 5,415.5 5,443.5 28.0 0.5% 5,327.0
Close 5,538.0 5,454.0 -84.0 -1.5% 5,528.5
Range 147.5 117.0 -30.5 -20.7% 314.0
ATR 145.9 143.8 -2.1 -1.4% 0.0
Volume 136,014 128,146 -7,868 -5.8% 606,215
Daily Pivots for day following 16-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,837.0 5,762.5 5,518.5
R3 5,720.0 5,645.5 5,486.0
R2 5,603.0 5,603.0 5,475.5
R1 5,528.5 5,528.5 5,464.5 5,507.0
PP 5,486.0 5,486.0 5,486.0 5,475.5
S1 5,411.5 5,411.5 5,443.5 5,390.0
S2 5,369.0 5,369.0 5,432.5
S3 5,252.0 5,294.5 5,422.0
S4 5,135.0 5,177.5 5,389.5
Weekly Pivots for week ending 11-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,441.0 6,298.5 5,701.0
R3 6,127.0 5,984.5 5,615.0
R2 5,813.0 5,813.0 5,586.0
R1 5,670.5 5,670.5 5,557.5 5,585.0
PP 5,499.0 5,499.0 5,499.0 5,456.0
S1 5,356.5 5,356.5 5,499.5 5,271.0
S2 5,185.0 5,185.0 5,471.0
S3 4,871.0 5,042.5 5,442.0
S4 4,557.0 4,728.5 5,356.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,576.5 5,327.0 249.5 4.6% 130.0 2.4% 51% False False 120,490
10 5,641.0 5,327.0 314.0 5.8% 152.5 2.8% 40% False False 123,069
20 5,763.5 5,312.5 451.0 8.3% 140.5 2.6% 31% False False 125,438
40 5,763.5 4,839.5 924.0 16.9% 144.0 2.6% 67% False False 128,641
60 5,763.5 4,839.5 924.0 16.9% 141.5 2.6% 67% False False 107,810
80 5,847.0 4,819.5 1,027.5 18.8% 140.5 2.6% 62% False False 80,931
100 6,000.5 4,819.5 1,181.0 21.7% 119.0 2.2% 54% False False 64,747
120 6,000.5 4,819.5 1,181.0 21.7% 102.0 1.9% 54% False False 53,958
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 29.9
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,058.0
2.618 5,867.0
1.618 5,750.0
1.000 5,677.5
0.618 5,633.0
HIGH 5,560.5
0.618 5,516.0
0.500 5,502.0
0.382 5,488.0
LOW 5,443.5
0.618 5,371.0
1.000 5,326.5
1.618 5,254.0
2.618 5,137.0
4.250 4,946.0
Fisher Pivots for day following 16-Nov-2011
Pivot 1 day 3 day
R1 5,502.0 5,496.0
PP 5,486.0 5,482.0
S1 5,470.0 5,468.0

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

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