FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 28-Nov-2011
Day Change Summary
Previous Current
25-Nov-2011 28-Nov-2011 Change Change % Previous Week
Open 5,110.0 5,204.5 94.5 1.8% 5,322.5
High 5,200.0 5,327.0 127.0 2.4% 5,331.5
Low 5,071.5 5,193.5 122.0 2.4% 5,071.5
Close 5,136.0 5,318.0 182.0 3.5% 5,136.0
Range 128.5 133.5 5.0 3.9% 260.0
ATR 131.7 135.9 4.2 3.2% 0.0
Volume 92,774 104,002 11,228 12.1% 490,027
Daily Pivots for day following 28-Nov-2011
Classic Woodie Camarilla DeMark
R4 5,680.0 5,632.5 5,391.5
R3 5,546.5 5,499.0 5,354.5
R2 5,413.0 5,413.0 5,342.5
R1 5,365.5 5,365.5 5,330.0 5,389.0
PP 5,279.5 5,279.5 5,279.5 5,291.5
S1 5,232.0 5,232.0 5,306.0 5,256.0
S2 5,146.0 5,146.0 5,293.5
S3 5,012.5 5,098.5 5,281.5
S4 4,879.0 4,965.0 5,244.5
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 5,327.0 5,071.5 255.5 4.8% 109.5 2.1% 96% True False 96,689
10 5,563.0 5,071.5 491.5 9.2% 118.5 2.2% 50% False False 112,271
20 5,641.0 5,071.5 569.5 10.7% 138.0 2.6% 43% False False 121,243
40 5,763.5 4,839.5 924.0 17.4% 133.0 2.5% 52% False False 122,097
60 5,763.5 4,839.5 924.0 17.4% 141.0 2.6% 52% False False 121,450
80 5,763.5 4,819.5 944.0 17.8% 141.0 2.7% 53% False False 91,661
100 5,890.0 4,819.5 1,070.5 20.1% 125.0 2.4% 47% False False 73,331
120 6,000.5 4,819.5 1,181.0 22.2% 109.5 2.1% 42% False False 61,113
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 31.1
Widest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 5,894.5
2.618 5,676.5
1.618 5,543.0
1.000 5,460.5
0.618 5,409.5
HIGH 5,327.0
0.618 5,276.0
0.500 5,260.0
0.382 5,244.5
LOW 5,193.5
0.618 5,111.0
1.000 5,060.0
1.618 4,977.5
2.618 4,844.0
4.250 4,626.0
Fisher Pivots for day following 28-Nov-2011
Pivot 1 day 3 day
R1 5,299.0 5,278.5
PP 5,279.5 5,239.0
S1 5,260.0 5,199.0

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

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