FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 25-Sep-2012
Day Change Summary
Previous Current
24-Sep-2012 25-Sep-2012 Change Change % Previous Week
Open 5,814.0 5,835.0 21.0 0.4% 5,856.0
High 5,827.0 5,841.0 14.0 0.2% 5,882.5
Low 5,772.0 5,801.0 29.0 0.5% 5,795.5
Close 5,813.0 5,835.5 22.5 0.4% 5,833.0
Range 55.0 40.0 -15.0 -27.3% 87.0
ATR 60.6 59.1 -1.5 -2.4% 0.0
Volume 61,881 89,454 27,573 44.6% 669,240
Daily Pivots for day following 25-Sep-2012
Classic Woodie Camarilla DeMark
R4 5,946.0 5,930.5 5,857.5
R3 5,906.0 5,890.5 5,846.5
R2 5,866.0 5,866.0 5,843.0
R1 5,850.5 5,850.5 5,839.0 5,858.0
PP 5,826.0 5,826.0 5,826.0 5,829.5
S1 5,810.5 5,810.5 5,832.0 5,818.0
S2 5,786.0 5,786.0 5,828.0
S3 5,746.0 5,770.5 5,824.5
S4 5,706.0 5,730.5 5,813.5
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% 51.0 0.9% 64% False False 89,034
10 5,905.0 5,728.0 177.0 3.0% 59.5 1.0% 61% False False 105,458
20 5,905.0 5,606.0 299.0 5.1% 56.5 1.0% 77% False False 56,376
40 5,905.0 5,550.5 354.5 6.1% 53.5 0.9% 80% False False 28,215
60 5,905.0 5,420.5 484.5 8.3% 47.5 0.8% 86% False False 18,816
80 5,905.0 5,174.5 730.5 12.5% 40.0 0.7% 90% False False 14,129
100 5,905.0 5,174.5 730.5 12.5% 32.0 0.6% 90% False False 11,309
120 5,905.0 5,174.5 730.5 12.5% 27.5 0.5% 90% False False 9,428
Crabel Price Patterns
NR True
NR4 True
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 13.4
Narrowest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,011.0
2.618 5,945.5
1.618 5,905.5
1.000 5,881.0
0.618 5,865.5
HIGH 5,841.0
0.618 5,825.5
0.500 5,821.0
0.382 5,816.5
LOW 5,801.0
0.618 5,776.5
1.000 5,761.0
1.618 5,736.5
2.618 5,696.5
4.250 5,631.0
Fisher Pivots for day following 25-Sep-2012
Pivot 1 day 3 day
R1 5,830.5 5,830.0
PP 5,826.0 5,825.0
S1 5,821.0 5,820.0

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

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