FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 08-Dec-2011
Day Change Summary
Previous Current
07-Dec-2011 08-Dec-2011 Change Change % Previous Week
Open 5,590.5 5,570.0 -20.5 -0.4% 5,204.5
High 5,633.5 5,607.5 -26.0 -0.5% 5,598.5
Low 5,497.0 5,441.5 -55.5 -1.0% 5,193.5
Close 5,575.5 5,451.0 -124.5 -2.2% 5,518.5
Range 136.5 166.0 29.5 21.6% 405.0
ATR 129.2 131.9 2.6 2.0% 0.0
Volume 130,252 134,794 4,542 3.5% 666,264
Daily Pivots for day following 08-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,998.0 5,890.5 5,542.5
R3 5,832.0 5,724.5 5,496.5
R2 5,666.0 5,666.0 5,481.5
R1 5,558.5 5,558.5 5,466.0 5,529.0
PP 5,500.0 5,500.0 5,500.0 5,485.5
S1 5,392.5 5,392.5 5,436.0 5,363.0
S2 5,334.0 5,334.0 5,420.5
S3 5,168.0 5,226.5 5,405.5
S4 5,002.0 5,060.5 5,359.5
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 5,633.5 5,441.5 192.0 3.5% 118.0 2.2% 5% False True 109,957
10 5,633.5 5,071.5 562.0 10.3% 127.0 2.3% 68% False False 119,519
20 5,633.5 5,071.5 562.0 10.3% 121.0 2.2% 68% False False 115,686
40 5,763.5 5,071.5 692.0 12.7% 131.5 2.4% 55% False False 120,474
60 5,763.5 4,839.5 924.0 17.0% 137.0 2.5% 66% False False 124,356
80 5,763.5 4,839.5 924.0 17.0% 138.5 2.5% 66% False False 104,133
100 5,885.0 4,819.5 1,065.5 19.5% 132.5 2.4% 59% False False 83,314
120 6,000.5 4,819.5 1,181.0 21.7% 116.5 2.1% 53% False False 69,431
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.4
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,313.0
2.618 6,042.0
1.618 5,876.0
1.000 5,773.5
0.618 5,710.0
HIGH 5,607.5
0.618 5,544.0
0.500 5,524.5
0.382 5,505.0
LOW 5,441.5
0.618 5,339.0
1.000 5,275.5
1.618 5,173.0
2.618 5,007.0
4.250 4,736.0
Fisher Pivots for day following 08-Dec-2011
Pivot 1 day 3 day
R1 5,524.5 5,537.5
PP 5,500.0 5,508.5
S1 5,475.5 5,480.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.