FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 21-Nov-2011
Day Change Summary
Previous Current
18-Nov-2011 21-Nov-2011 Change Change % Previous Week
Open 5,363.5 5,322.5 -41.0 -0.8% 5,547.0
High 5,414.0 5,331.5 -82.5 -1.5% 5,576.5
Low 5,333.0 5,200.0 -133.0 -2.5% 5,333.0
Close 5,348.5 5,246.0 -102.5 -1.9% 5,348.5
Range 81.0 131.5 50.5 62.3% 243.5
ATR 140.6 141.1 0.6 0.4% 0.0
Volume 117,782 110,584 -7,198 -6.1% 629,497
Daily Pivots for day following 21-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,653.5 5,581.5 5,318.5
R3 5,522.0 5,450.0 5,282.0
R2 5,390.5 5,390.5 5,270.0
R1 5,318.5 5,318.5 5,258.0 5,289.0
PP 5,259.0 5,259.0 5,259.0 5,244.5
S1 5,187.0 5,187.0 5,234.0 5,157.0
S2 5,127.5 5,127.5 5,222.0
S3 4,996.0 5,055.5 5,210.0
S4 4,864.5 4,924.0 5,173.5
Weekly Pivots for week ending 18-Nov-2011
Classic Woodie Camarilla DeMark
R4 6,150.0 5,992.5 5,482.5
R3 5,906.5 5,749.0 5,415.5
R2 5,663.0 5,663.0 5,393.0
R1 5,505.5 5,505.5 5,371.0 5,462.5
PP 5,419.5 5,419.5 5,419.5 5,398.0
S1 5,262.0 5,262.0 5,326.0 5,219.0
S2 5,176.0 5,176.0 5,304.0
S3 4,932.5 5,018.5 5,281.5
S4 4,689.0 4,775.0 5,214.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,563.0 5,200.0 363.0 6.9% 128.0 2.4% 13% False True 127,853
10 5,641.0 5,200.0 441.0 8.4% 144.0 2.7% 10% False True 123,803
20 5,763.5 5,200.0 563.5 10.7% 145.5 2.8% 8% False True 127,758
40 5,763.5 4,839.5 924.0 17.6% 138.5 2.6% 44% False False 125,910
60 5,763.5 4,839.5 924.0 17.6% 141.5 2.7% 44% False False 113,942
80 5,847.0 4,819.5 1,027.5 19.6% 143.5 2.7% 42% False False 85,619
100 6,000.5 4,819.5 1,181.0 22.5% 121.5 2.3% 36% False False 68,497
120 6,000.5 4,819.5 1,181.0 22.5% 105.0 2.0% 36% False False 57,084
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.6
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,890.5
2.618 5,676.0
1.618 5,544.5
1.000 5,463.0
0.618 5,413.0
HIGH 5,331.5
0.618 5,281.5
0.500 5,266.0
0.382 5,250.0
LOW 5,200.0
0.618 5,118.5
1.000 5,068.5
1.618 4,987.0
2.618 4,855.5
4.250 4,641.0
Fisher Pivots for day following 21-Nov-2011
Pivot 1 day 3 day
R1 5,266.0 5,350.0
PP 5,259.0 5,315.5
S1 5,252.5 5,280.5

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

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