FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 20-Sep-2012
Day Change Summary
Previous Current
19-Sep-2012 20-Sep-2012 Change Change % Previous Week
Open 5,839.5 5,856.5 17.0 0.3% 5,755.0
High 5,871.0 5,856.5 -14.5 -0.2% 5,905.0
Low 5,833.5 5,795.5 -38.0 -0.7% 5,728.0
Close 5,868.0 5,826.0 -42.0 -0.7% 5,875.0
Range 37.5 61.0 23.5 62.7% 177.0
ATR 59.6 60.5 0.9 1.6% 0.0
Volume 107,645 123,301 15,656 14.5% 267,147
Daily Pivots for day following 20-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,009.0 5,978.5 5,859.5
R3 5,948.0 5,917.5 5,843.0
R2 5,887.0 5,887.0 5,837.0
R1 5,856.5 5,856.5 5,831.5 5,841.0
PP 5,826.0 5,826.0 5,826.0 5,818.5
S1 5,795.5 5,795.5 5,820.5 5,780.0
S2 5,765.0 5,765.0 5,815.0
S3 5,704.0 5,734.5 5,809.0
S4 5,643.0 5,673.5 5,792.5
Weekly Pivots for week ending 14-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,367.0 6,298.0 5,972.5
R3 6,190.0 6,121.0 5,923.5
R2 6,013.0 6,013.0 5,907.5
R1 5,944.0 5,944.0 5,891.0 5,978.5
PP 5,836.0 5,836.0 5,836.0 5,853.0
S1 5,767.0 5,767.0 5,859.0 5,801.5
S2 5,659.0 5,659.0 5,842.5
S3 5,482.0 5,590.0 5,826.5
S4 5,305.0 5,413.0 5,777.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,905.0 5,795.5 109.5 1.9% 49.5 0.9% 28% False True 148,839
10 5,905.0 5,728.0 177.0 3.0% 53.0 0.9% 55% False False 88,462
20 5,905.0 5,606.0 299.0 5.1% 54.5 0.9% 74% False False 45,677
40 5,905.0 5,494.0 411.0 7.1% 51.5 0.9% 81% False False 22,860
60 5,905.0 5,396.0 509.0 8.7% 46.0 0.8% 84% False False 15,247
80 5,905.0 5,174.5 730.5 12.5% 38.0 0.7% 89% False False 11,451
100 5,905.0 5,174.5 730.5 12.5% 30.5 0.5% 89% False False 9,167
120 5,905.0 5,174.5 730.5 12.5% 26.0 0.5% 89% False False 7,644
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 11.4
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,116.0
2.618 6,016.0
1.618 5,955.0
1.000 5,917.5
0.618 5,894.0
HIGH 5,856.5
0.618 5,833.0
0.500 5,826.0
0.382 5,819.0
LOW 5,795.5
0.618 5,758.0
1.000 5,734.5
1.618 5,697.0
2.618 5,636.0
4.250 5,536.0
Fisher Pivots for day following 20-Sep-2012
Pivot 1 day 3 day
R1 5,826.0 5,833.0
PP 5,826.0 5,831.0
S1 5,826.0 5,828.5

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

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