FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 11-Oct-2012
Day Change Summary
Previous Current
10-Oct-2012 11-Oct-2012 Change Change % Previous Week
Open 5,761.5 5,733.5 -28.0 -0.5% 5,713.5
High 5,781.0 5,820.5 39.5 0.7% 5,858.5
Low 5,736.5 5,733.5 -3.0 -0.1% 5,700.0
Close 5,758.0 5,807.0 49.0 0.9% 5,838.0
Range 44.5 87.0 42.5 95.5% 158.5
ATR 62.8 64.6 1.7 2.7% 0.0
Volume 84,065 80,708 -3,357 -4.0% 375,395
Daily Pivots for day following 11-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,048.0 6,014.5 5,855.0
R3 5,961.0 5,927.5 5,831.0
R2 5,874.0 5,874.0 5,823.0
R1 5,840.5 5,840.5 5,815.0 5,857.0
PP 5,787.0 5,787.0 5,787.0 5,795.5
S1 5,753.5 5,753.5 5,799.0 5,770.0
S2 5,700.0 5,700.0 5,791.0
S3 5,613.0 5,666.5 5,783.0
S4 5,526.0 5,579.5 5,759.0
Weekly Pivots for week ending 05-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,274.5 6,214.5 5,925.0
R3 6,116.0 6,056.0 5,881.5
R2 5,957.5 5,957.5 5,867.0
R1 5,897.5 5,897.5 5,852.5 5,927.5
PP 5,799.0 5,799.0 5,799.0 5,814.0
S1 5,739.0 5,739.0 5,823.5 5,769.0
S2 5,640.5 5,640.5 5,809.0
S3 5,482.0 5,580.5 5,794.5
S4 5,323.5 5,422.0 5,751.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,858.5 5,733.5 125.0 2.2% 57.0 1.0% 59% False True 75,988
10 5,858.5 5,700.0 158.5 2.7% 65.5 1.1% 68% False False 80,694
20 5,905.0 5,700.0 205.0 3.5% 59.5 1.0% 52% False False 97,795
40 5,905.0 5,606.0 299.0 5.1% 55.0 0.9% 67% False False 53,136
60 5,905.0 5,420.5 484.5 8.3% 54.0 0.9% 80% False False 35,436
80 5,905.0 5,381.0 524.0 9.0% 48.5 0.8% 81% False False 26,582
100 5,905.0 5,174.5 730.5 12.6% 40.0 0.7% 87% False False 21,278
120 5,905.0 5,174.5 730.5 12.6% 33.5 0.6% 87% False False 17,738
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.3
Widest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,190.0
2.618 6,048.5
1.618 5,961.5
1.000 5,907.5
0.618 5,874.5
HIGH 5,820.5
0.618 5,787.5
0.500 5,777.0
0.382 5,766.5
LOW 5,733.5
0.618 5,679.5
1.000 5,646.5
1.618 5,592.5
2.618 5,505.5
4.250 5,364.0
Fisher Pivots for day following 11-Oct-2012
Pivot 1 day 3 day
R1 5,797.0 5,799.5
PP 5,787.0 5,791.5
S1 5,777.0 5,784.0

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

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