FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 01-Dec-2011
Day Change Summary
Previous Current
30-Nov-2011 01-Dec-2011 Change Change % Previous Week
Open 5,315.5 5,528.0 212.5 4.0% 5,322.5
High 5,542.0 5,558.5 16.5 0.3% 5,331.5
Low 5,275.0 5,483.0 208.0 3.9% 5,071.5
Close 5,536.0 5,496.5 -39.5 -0.7% 5,136.0
Range 267.0 75.5 -191.5 -71.7% 260.0
ATR 141.2 136.5 -4.7 -3.3% 0.0
Volume 209,087 136,403 -72,684 -34.8% 490,027
Daily Pivots for day following 01-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,739.0 5,693.5 5,538.0
R3 5,663.5 5,618.0 5,517.5
R2 5,588.0 5,588.0 5,510.5
R1 5,542.5 5,542.5 5,503.5 5,527.5
PP 5,512.5 5,512.5 5,512.5 5,505.0
S1 5,467.0 5,467.0 5,489.5 5,452.0
S2 5,437.0 5,437.0 5,482.5
S3 5,361.5 5,391.5 5,475.5
S4 5,286.0 5,316.0 5,455.0
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 5,558.5 5,071.5 487.0 8.9% 136.0 2.5% 87% True False 129,080
10 5,558.5 5,071.5 487.0 8.9% 117.5 2.1% 87% True False 116,043
20 5,641.0 5,071.5 569.5 10.4% 132.5 2.4% 75% False False 119,847
40 5,763.5 5,071.5 692.0 12.6% 130.0 2.4% 61% False False 120,844
60 5,763.5 4,839.5 924.0 16.8% 141.0 2.6% 71% False False 127,824
80 5,763.5 4,839.5 924.0 16.8% 137.0 2.5% 71% False False 97,263
100 5,885.0 4,819.5 1,065.5 19.4% 128.0 2.3% 64% False False 77,817
120 6,000.5 4,819.5 1,181.0 21.5% 113.0 2.1% 57% False False 64,851
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 26.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,879.5
2.618 5,756.0
1.618 5,680.5
1.000 5,634.0
0.618 5,605.0
HIGH 5,558.5
0.618 5,529.5
0.500 5,521.0
0.382 5,512.0
LOW 5,483.0
0.618 5,436.5
1.000 5,407.5
1.618 5,361.0
2.618 5,285.5
4.250 5,162.0
Fisher Pivots for day following 01-Dec-2011
Pivot 1 day 3 day
R1 5,521.0 5,469.0
PP 5,512.5 5,441.5
S1 5,504.5 5,414.0

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

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