FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 25-Nov-2011
Day Change Summary
Previous Current
24-Nov-2011 25-Nov-2011 Change Change % Previous Week
Open 5,128.0 5,110.0 -18.0 -0.4% 5,322.5
High 5,184.0 5,200.0 16.0 0.3% 5,331.5
Low 5,095.0 5,071.5 -23.5 -0.5% 5,071.5
Close 5,108.5 5,136.0 27.5 0.5% 5,136.0
Range 89.0 128.5 39.5 44.4% 260.0
ATR 131.9 131.7 -0.2 -0.2% 0.0
Volume 73,866 92,774 18,908 25.6% 490,027
Daily Pivots for day following 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,521.5 5,457.0 5,206.5
R3 5,393.0 5,328.5 5,171.5
R2 5,264.5 5,264.5 5,159.5
R1 5,200.0 5,200.0 5,148.0 5,232.0
PP 5,136.0 5,136.0 5,136.0 5,152.0
S1 5,071.5 5,071.5 5,124.0 5,104.0
S2 5,007.5 5,007.5 5,112.5
S3 4,879.0 4,943.0 5,100.5
S4 4,750.5 4,814.5 5,065.5
Weekly Pivots for week ending 25-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,959.5 5,808.0 5,279.0
R3 5,699.5 5,548.0 5,207.5
R2 5,439.5 5,439.5 5,183.5
R1 5,288.0 5,288.0 5,160.0 5,234.0
PP 5,179.5 5,179.5 5,179.5 5,152.5
S1 5,028.0 5,028.0 5,112.0 4,974.0
S2 4,919.5 4,919.5 5,088.5
S3 4,659.5 4,768.0 5,064.5
S4 4,399.5 4,508.0 4,993.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,331.5 5,071.5 260.0 5.1% 109.0 2.1% 25% False True 98,005
10 5,576.5 5,071.5 505.0 9.8% 116.0 2.3% 13% False True 111,952
20 5,665.0 5,071.5 593.5 11.6% 140.0 2.7% 11% False True 123,011
40 5,763.5 4,839.5 924.0 18.0% 132.5 2.6% 32% False False 122,867
60 5,763.5 4,839.5 924.0 18.0% 141.5 2.8% 32% False False 120,198
80 5,763.5 4,819.5 944.0 18.4% 141.0 2.7% 34% False False 90,361
100 6,000.0 4,819.5 1,180.5 23.0% 124.5 2.4% 27% False False 72,291
120 6,000.5 4,819.5 1,181.0 23.0% 108.5 2.1% 27% False False 60,246
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 33.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 5,746.0
2.618 5,536.5
1.618 5,408.0
1.000 5,328.5
0.618 5,279.5
HIGH 5,200.0
0.618 5,151.0
0.500 5,136.0
0.382 5,120.5
LOW 5,071.5
0.618 4,992.0
1.000 4,943.0
1.618 4,863.5
2.618 4,735.0
4.250 4,525.5
Fisher Pivots for day following 25-Nov-2011
Pivot 1 day 3 day
R1 5,136.0 5,149.0
PP 5,136.0 5,144.5
S1 5,136.0 5,140.0

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

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