FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 06-Dec-2011
Day Change Summary
Previous Current
05-Dec-2011 06-Dec-2011 Change Change % Previous Week
Open 5,539.0 5,528.5 -10.5 -0.2% 5,204.5
High 5,605.0 5,609.5 4.5 0.1% 5,598.5
Low 5,523.0 5,506.5 -16.5 -0.3% 5,193.5
Close 5,549.5 5,583.0 33.5 0.6% 5,518.5
Range 82.0 103.0 21.0 25.6% 405.0
ATR 130.6 128.7 -2.0 -1.5% 0.0
Volume 81,919 89,187 7,268 8.9% 666,264
Daily Pivots for day following 06-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,875.5 5,832.0 5,639.5
R3 5,772.5 5,729.0 5,611.5
R2 5,669.5 5,669.5 5,602.0
R1 5,626.0 5,626.0 5,592.5 5,648.0
PP 5,566.5 5,566.5 5,566.5 5,577.0
S1 5,523.0 5,523.0 5,573.5 5,545.0
S2 5,463.5 5,463.5 5,564.0
S3 5,360.5 5,420.0 5,554.5
S4 5,257.5 5,317.0 5,526.5
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 5,609.5 5,275.0 334.5 6.0% 126.0 2.3% 92% True False 126,046
10 5,609.5 5,071.5 538.0 9.6% 116.5 2.1% 95% True False 111,005
20 5,632.5 5,071.5 561.0 10.0% 127.5 2.3% 91% False False 117,658
40 5,763.5 5,071.5 692.0 12.4% 129.5 2.3% 74% False False 119,835
60 5,763.5 4,839.5 924.0 16.6% 138.0 2.5% 80% False False 125,578
80 5,763.5 4,839.5 924.0 16.6% 136.5 2.4% 80% False False 100,820
100 5,885.0 4,819.5 1,065.5 19.1% 130.0 2.3% 72% False False 80,664
120 6,000.5 4,819.5 1,181.0 21.2% 114.0 2.0% 65% False False 67,222
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 24.5
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,047.0
2.618 5,879.0
1.618 5,776.0
1.000 5,712.5
0.618 5,673.0
HIGH 5,609.5
0.618 5,570.0
0.500 5,558.0
0.382 5,546.0
LOW 5,506.5
0.618 5,443.0
1.000 5,403.5
1.618 5,340.0
2.618 5,237.0
4.250 5,069.0
Fisher Pivots for day following 06-Dec-2011
Pivot 1 day 3 day
R1 5,574.5 5,573.0
PP 5,566.5 5,563.0
S1 5,558.0 5,553.0

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

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