FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 24-Nov-2011
Day Change Summary
Previous Current
23-Nov-2011 24-Nov-2011 Change Change % Previous Week
Open 5,217.0 5,128.0 -89.0 -1.7% 5,547.0
High 5,226.0 5,184.0 -42.0 -0.8% 5,576.5
Low 5,114.5 5,095.0 -19.5 -0.4% 5,333.0
Close 5,117.0 5,108.5 -8.5 -0.2% 5,348.5
Range 111.5 89.0 -22.5 -20.2% 243.5
ATR 135.2 131.9 -3.3 -2.4% 0.0
Volume 106,047 73,866 -32,181 -30.3% 629,497
Daily Pivots for day following 24-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,396.0 5,341.5 5,157.5
R3 5,307.0 5,252.5 5,133.0
R2 5,218.0 5,218.0 5,125.0
R1 5,163.5 5,163.5 5,116.5 5,146.0
PP 5,129.0 5,129.0 5,129.0 5,120.5
S1 5,074.5 5,074.5 5,100.5 5,057.0
S2 5,040.0 5,040.0 5,092.0
S3 4,951.0 4,985.5 5,084.0
S4 4,862.0 4,896.5 5,059.5
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 5,414.0 5,095.0 319.0 6.2% 99.5 1.9% 4% False True 103,007
10 5,576.5 5,095.0 481.5 9.4% 115.0 2.3% 3% False True 111,854
20 5,744.5 5,095.0 649.5 12.7% 138.0 2.7% 2% False True 124,008
40 5,763.5 4,839.5 924.0 18.1% 134.0 2.6% 29% False False 123,745
60 5,763.5 4,839.5 924.0 18.1% 141.0 2.8% 29% False False 118,656
80 5,763.5 4,819.5 944.0 18.5% 142.5 2.8% 31% False False 89,202
100 6,000.5 4,819.5 1,181.0 23.1% 123.5 2.4% 24% False False 71,363
120 6,000.5 4,819.5 1,181.0 23.1% 107.5 2.1% 24% False False 59,473
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.3
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,562.0
2.618 5,417.0
1.618 5,328.0
1.000 5,273.0
0.618 5,239.0
HIGH 5,184.0
0.618 5,150.0
0.500 5,139.5
0.382 5,129.0
LOW 5,095.0
0.618 5,040.0
1.000 5,006.0
1.618 4,951.0
2.618 4,862.0
4.250 4,717.0
Fisher Pivots for day following 24-Nov-2011
Pivot 1 day 3 day
R1 5,139.5 5,186.0
PP 5,129.0 5,160.0
S1 5,119.0 5,134.5

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

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