FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 24-Sep-2012
Day Change Summary
Previous Current
21-Sep-2012 24-Sep-2012 Change Change % Previous Week
Open 5,842.0 5,814.0 -28.0 -0.5% 5,856.0
High 5,867.5 5,827.0 -40.5 -0.7% 5,882.5
Low 5,805.5 5,772.0 -33.5 -0.6% 5,795.5
Close 5,833.0 5,813.0 -20.0 -0.3% 5,833.0
Range 62.0 55.0 -7.0 -11.3% 87.0
ATR 60.6 60.6 0.0 0.0% 0.0
Volume 62,893 61,881 -1,012 -1.6% 669,240
Daily Pivots for day following 24-Sep-2012
Classic Woodie Camarilla DeMark
R4 5,969.0 5,946.0 5,843.0
R3 5,914.0 5,891.0 5,828.0
R2 5,859.0 5,859.0 5,823.0
R1 5,836.0 5,836.0 5,818.0 5,820.0
PP 5,804.0 5,804.0 5,804.0 5,796.0
S1 5,781.0 5,781.0 5,808.0 5,765.0
S2 5,749.0 5,749.0 5,803.0
S3 5,694.0 5,726.0 5,798.0
S4 5,639.0 5,671.0 5,783.0
Weekly Pivots for week ending 21-Sep-2012
Classic Woodie Camarilla DeMark
R4 6,098.0 6,052.5 5,881.0
R3 6,011.0 5,965.5 5,857.0
R2 5,924.0 5,924.0 5,849.0
R1 5,878.5 5,878.5 5,841.0 5,858.0
PP 5,837.0 5,837.0 5,837.0 5,826.5
S1 5,791.5 5,791.5 5,825.0 5,771.0
S2 5,750.0 5,750.0 5,817.0
S3 5,663.0 5,704.5 5,809.0
S4 5,576.0 5,617.5 5,785.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,871.0 5,772.0 99.0 1.7% 53.0 0.9% 41% False True 108,476
10 5,905.0 5,728.0 177.0 3.0% 58.5 1.0% 48% False False 98,660
20 5,905.0 5,606.0 299.0 5.1% 56.0 1.0% 69% False False 51,913
40 5,905.0 5,550.5 354.5 6.1% 54.5 0.9% 74% False False 25,979
60 5,905.0 5,420.5 484.5 8.3% 47.5 0.8% 81% False False 17,325
80 5,905.0 5,174.5 730.5 12.6% 39.5 0.7% 87% False False 13,011
100 5,905.0 5,174.5 730.5 12.6% 32.0 0.5% 87% False False 10,415
120 5,905.0 5,174.5 730.5 12.6% 27.0 0.5% 87% False False 8,683
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,061.0
2.618 5,971.0
1.618 5,916.0
1.000 5,882.0
0.618 5,861.0
HIGH 5,827.0
0.618 5,806.0
0.500 5,799.5
0.382 5,793.0
LOW 5,772.0
0.618 5,738.0
1.000 5,717.0
1.618 5,683.0
2.618 5,628.0
4.250 5,538.0
Fisher Pivots for day following 24-Sep-2012
Pivot 1 day 3 day
R1 5,808.5 5,820.0
PP 5,804.0 5,817.5
S1 5,799.5 5,815.0

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

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