FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 13-Dec-2011
Day Change Summary
Previous Current
12-Dec-2011 13-Dec-2011 Change Change % Previous Week
Open 5,546.0 5,441.5 -104.5 -1.9% 5,539.0
High 5,548.0 5,527.5 -20.5 -0.4% 5,633.5
Low 5,406.0 5,413.0 7.0 0.1% 5,416.0
Close 5,441.0 5,439.5 -1.5 0.0% 5,547.0
Range 142.0 114.5 -27.5 -19.4% 217.5
ATR 133.4 132.1 -1.4 -1.0% 0.0
Volume 222,861 366,449 143,588 64.4% 590,648
Daily Pivots for day following 13-Dec-2011
Classic Woodie Camarilla DeMark
R4 5,803.5 5,736.0 5,502.5
R3 5,689.0 5,621.5 5,471.0
R2 5,574.5 5,574.5 5,460.5
R1 5,507.0 5,507.0 5,450.0 5,483.5
PP 5,460.0 5,460.0 5,460.0 5,448.0
S1 5,392.5 5,392.5 5,429.0 5,369.0
S2 5,345.5 5,345.5 5,418.5
S3 5,231.0 5,278.0 5,408.0
S4 5,116.5 5,163.5 5,376.5
Weekly Pivots for week ending 09-Dec-2011
Classic Woodie Camarilla DeMark
R4 6,184.5 6,083.5 5,666.5
R3 5,967.0 5,866.0 5,607.0
R2 5,749.5 5,749.5 5,587.0
R1 5,648.5 5,648.5 5,567.0 5,699.0
PP 5,532.0 5,532.0 5,532.0 5,557.5
S1 5,431.0 5,431.0 5,527.0 5,481.5
S2 5,314.5 5,314.5 5,507.0
S3 5,097.0 5,213.5 5,487.0
S4 4,879.5 4,996.0 5,427.5
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 5,406.0 227.5 4.2% 140.5 2.6% 15% False False 201,770
10 5,633.5 5,275.0 358.5 6.6% 133.5 2.5% 46% False False 163,908
20 5,633.5 5,071.5 562.0 10.3% 122.5 2.2% 65% False False 136,445
40 5,763.5 5,071.5 692.0 12.7% 131.0 2.4% 53% False False 130,501
60 5,763.5 4,839.5 924.0 17.0% 138.0 2.5% 65% False False 131,050
80 5,763.5 4,839.5 924.0 17.0% 136.5 2.5% 65% False False 113,368
100 5,873.5 4,819.5 1,054.0 19.4% 135.5 2.5% 59% False False 90,752
120 6,000.5 4,819.5 1,181.0 21.7% 119.0 2.2% 52% False False 75,629
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 28.7
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,014.0
2.618 5,827.5
1.618 5,713.0
1.000 5,642.0
0.618 5,598.5
HIGH 5,527.5
0.618 5,484.0
0.500 5,470.0
0.382 5,456.5
LOW 5,413.0
0.618 5,342.0
1.000 5,298.5
1.618 5,227.5
2.618 5,113.0
4.250 4,926.5
Fisher Pivots for day following 13-Dec-2011
Pivot 1 day 3 day
R1 5,470.0 5,483.0
PP 5,460.0 5,468.5
S1 5,450.0 5,454.0

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

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