FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 02-Dec-2011
Day Change Summary
Previous Current
01-Dec-2011 02-Dec-2011 Change Change % Previous Week
Open 5,528.0 5,505.0 -23.0 -0.4% 5,204.5
High 5,558.5 5,598.5 40.0 0.7% 5,598.5
Low 5,483.0 5,496.5 13.5 0.2% 5,193.5
Close 5,496.5 5,518.5 22.0 0.4% 5,518.5
Range 75.5 102.0 26.5 35.1% 405.0
ATR 136.5 134.0 -2.5 -1.8% 0.0
Volume 136,403 113,635 -22,768 -16.7% 666,264
Daily Pivots for day following 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,844.0 5,783.0 5,574.5
R3 5,742.0 5,681.0 5,546.5
R2 5,640.0 5,640.0 5,537.0
R1 5,579.0 5,579.0 5,528.0 5,609.5
PP 5,538.0 5,538.0 5,538.0 5,553.0
S1 5,477.0 5,477.0 5,509.0 5,507.5
S2 5,436.0 5,436.0 5,500.0
S3 5,334.0 5,375.0 5,490.5
S4 5,232.0 5,273.0 5,462.5
Weekly Pivots for week ending 02-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,652.0 6,490.0 5,741.0
R3 6,247.0 6,085.0 5,630.0
R2 5,842.0 5,842.0 5,593.0
R1 5,680.0 5,680.0 5,555.5 5,761.0
PP 5,437.0 5,437.0 5,437.0 5,477.0
S1 5,275.0 5,275.0 5,481.5 5,356.0
S2 5,032.0 5,032.0 5,444.0
S3 4,627.0 4,870.0 5,407.0
S4 4,222.0 4,465.0 5,296.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,598.5 5,193.5 405.0 7.3% 130.5 2.4% 80% True False 133,252
10 5,598.5 5,071.5 527.0 9.5% 119.5 2.2% 85% True False 115,629
20 5,641.0 5,071.5 569.5 10.3% 132.5 2.4% 78% False False 119,600
40 5,763.5 5,071.5 692.0 12.5% 130.0 2.4% 65% False False 120,075
60 5,763.5 4,839.5 924.0 16.7% 140.0 2.5% 73% False False 128,891
80 5,763.5 4,839.5 924.0 16.7% 136.0 2.5% 73% False False 98,682
100 5,885.0 4,819.5 1,065.5 19.3% 129.0 2.3% 66% False False 78,953
120 6,000.5 4,819.5 1,181.0 21.4% 113.0 2.1% 59% False False 65,798
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.5
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,032.0
2.618 5,865.5
1.618 5,763.5
1.000 5,700.5
0.618 5,661.5
HIGH 5,598.5
0.618 5,559.5
0.500 5,547.5
0.382 5,535.5
LOW 5,496.5
0.618 5,433.5
1.000 5,394.5
1.618 5,331.5
2.618 5,229.5
4.250 5,063.0
Fisher Pivots for day following 02-Dec-2011
Pivot 1 day 3 day
R1 5,547.5 5,491.0
PP 5,538.0 5,464.0
S1 5,528.0 5,437.0

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

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