FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 23-Nov-2011
Day Change Summary
Previous Current
22-Nov-2011 23-Nov-2011 Change Change % Previous Week
Open 5,248.5 5,217.0 -31.5 -0.6% 5,547.0
High 5,277.0 5,226.0 -51.0 -1.0% 5,576.5
Low 5,193.0 5,114.5 -78.5 -1.5% 5,333.0
Close 5,220.5 5,117.0 -103.5 -2.0% 5,348.5
Range 84.0 111.5 27.5 32.7% 243.5
ATR 137.0 135.2 -1.8 -1.3% 0.0
Volume 106,756 106,047 -709 -0.7% 629,497
Daily Pivots for day following 23-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,487.0 5,413.5 5,178.5
R3 5,375.5 5,302.0 5,147.5
R2 5,264.0 5,264.0 5,137.5
R1 5,190.5 5,190.5 5,127.0 5,171.5
PP 5,152.5 5,152.5 5,152.5 5,143.0
S1 5,079.0 5,079.0 5,107.0 5,060.0
S2 5,041.0 5,041.0 5,096.5
S3 4,929.5 4,967.5 5,086.5
S4 4,818.0 4,856.0 5,055.5
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 5,500.0 5,114.5 385.5 7.5% 114.0 2.2% 1% False True 117,581
10 5,576.5 5,114.5 462.0 9.0% 122.0 2.4% 1% False True 119,036
20 5,763.5 5,114.5 649.0 12.7% 144.0 2.8% 0% False True 127,328
40 5,763.5 4,839.5 924.0 18.1% 135.0 2.6% 30% False False 124,643
60 5,763.5 4,839.5 924.0 18.1% 141.0 2.8% 30% False False 117,435
80 5,763.5 4,819.5 944.0 18.4% 142.5 2.8% 32% False False 88,279
100 6,000.5 4,819.5 1,181.0 23.1% 123.5 2.4% 25% False False 70,625
120 6,000.5 4,819.5 1,181.0 23.1% 106.5 2.1% 25% False False 58,857
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 30.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,700.0
2.618 5,518.0
1.618 5,406.5
1.000 5,337.5
0.618 5,295.0
HIGH 5,226.0
0.618 5,183.5
0.500 5,170.0
0.382 5,157.0
LOW 5,114.5
0.618 5,045.5
1.000 5,003.0
1.618 4,934.0
2.618 4,822.5
4.250 4,640.5
Fisher Pivots for day following 23-Nov-2011
Pivot 1 day 3 day
R1 5,170.0 5,223.0
PP 5,152.5 5,187.5
S1 5,135.0 5,152.5

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

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