FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 26-Sep-2012
Day Change Summary
Previous Current
25-Sep-2012 26-Sep-2012 Change Change % Previous Week
Open 5,835.0 5,789.5 -45.5 -0.8% 5,856.0
High 5,841.0 5,799.0 -42.0 -0.7% 5,882.5
Low 5,801.0 5,724.0 -77.0 -1.3% 5,795.5
Close 5,835.5 5,747.5 -88.0 -1.5% 5,833.0
Range 40.0 75.0 35.0 87.5% 87.0
ATR 59.1 62.9 3.7 6.3% 0.0
Volume 89,454 70,506 -18,948 -21.2% 669,240
Daily Pivots for day following 26-Sep-2012
Classic Woodie Camarilla DeMark
R4 5,982.0 5,939.5 5,789.0
R3 5,907.0 5,864.5 5,768.0
R2 5,832.0 5,832.0 5,761.0
R1 5,789.5 5,789.5 5,754.5 5,773.0
PP 5,757.0 5,757.0 5,757.0 5,748.5
S1 5,714.5 5,714.5 5,740.5 5,698.0
S2 5,682.0 5,682.0 5,734.0
S3 5,607.0 5,639.5 5,727.0
S4 5,532.0 5,564.5 5,706.0
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 5,867.5 5,724.0 143.5 2.5% 58.5 1.0% 16% False True 81,607
10 5,905.0 5,724.0 181.0 3.1% 60.5 1.1% 13% False True 109,678
20 5,905.0 5,606.0 299.0 5.2% 59.0 1.0% 47% False False 59,891
40 5,905.0 5,550.5 354.5 6.2% 53.5 0.9% 56% False False 29,978
60 5,905.0 5,420.5 484.5 8.4% 48.0 0.8% 67% False False 19,991
80 5,905.0 5,242.0 663.0 11.5% 41.0 0.7% 76% False False 15,010
100 5,905.0 5,174.5 730.5 12.7% 33.0 0.6% 78% False False 12,014
120 5,905.0 5,174.5 730.5 12.7% 28.0 0.5% 78% False False 10,016
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.5
Widest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,118.0
2.618 5,995.5
1.618 5,920.5
1.000 5,874.0
0.618 5,845.5
HIGH 5,799.0
0.618 5,770.5
0.500 5,761.5
0.382 5,752.5
LOW 5,724.0
0.618 5,677.5
1.000 5,649.0
1.618 5,602.5
2.618 5,527.5
4.250 5,405.0
Fisher Pivots for day following 26-Sep-2012
Pivot 1 day 3 day
R1 5,761.5 5,782.5
PP 5,757.0 5,771.0
S1 5,752.0 5,759.0

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

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