FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 15-Oct-2012
Day Change Summary
Previous Current
12-Oct-2012 15-Oct-2012 Change Change % Previous Week
Open 5,792.0 5,764.5 -27.5 -0.5% 5,817.5
High 5,802.5 5,809.0 6.5 0.1% 5,834.5
Low 5,753.0 5,742.5 -10.5 -0.2% 5,733.5
Close 5,769.0 5,780.0 11.0 0.2% 5,769.0
Range 49.5 66.5 17.0 34.3% 101.0
ATR 63.8 64.0 0.2 0.3% 0.0
Volume 75,217 103,842 28,625 38.1% 397,566
Daily Pivots for day following 15-Oct-2012
Classic Woodie Camarilla DeMark
R4 5,976.5 5,945.0 5,816.5
R3 5,910.0 5,878.5 5,798.5
R2 5,843.5 5,843.5 5,792.0
R1 5,812.0 5,812.0 5,786.0 5,828.0
PP 5,777.0 5,777.0 5,777.0 5,785.0
S1 5,745.5 5,745.5 5,774.0 5,761.0
S2 5,710.5 5,710.5 5,768.0
S3 5,644.0 5,679.0 5,761.5
S4 5,577.5 5,612.5 5,743.5
Weekly Pivots for week ending 12-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,082.0 6,026.5 5,824.5
R3 5,981.0 5,925.5 5,797.0
R2 5,880.0 5,880.0 5,787.5
R1 5,824.5 5,824.5 5,778.5 5,802.0
PP 5,779.0 5,779.0 5,779.0 5,767.5
S1 5,723.5 5,723.5 5,759.5 5,701.0
S2 5,678.0 5,678.0 5,750.5
S3 5,577.0 5,622.5 5,741.0
S4 5,476.0 5,521.5 5,713.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,834.5 5,733.5 101.0 1.7% 63.5 1.1% 46% False False 83,370
10 5,858.5 5,733.5 125.0 2.2% 56.5 1.0% 37% False False 79,217
20 5,871.0 5,700.0 171.0 3.0% 60.0 1.0% 47% False False 90,418
40 5,905.0 5,606.0 299.0 5.2% 56.5 1.0% 58% False False 57,611
60 5,905.0 5,420.5 484.5 8.4% 54.5 0.9% 74% False False 38,420
80 5,905.0 5,381.0 524.0 9.1% 49.0 0.8% 76% False False 28,820
100 5,905.0 5,174.5 730.5 12.6% 41.0 0.7% 83% False False 23,069
120 5,905.0 5,174.5 730.5 12.6% 34.5 0.6% 83% False False 19,230
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 False
WS5 False
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 12.8
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,091.5
2.618 5,983.0
1.618 5,916.5
1.000 5,875.5
0.618 5,850.0
HIGH 5,809.0
0.618 5,783.5
0.500 5,776.0
0.382 5,768.0
LOW 5,742.5
0.618 5,701.5
1.000 5,676.0
1.618 5,635.0
2.618 5,568.5
4.250 5,460.0
Fisher Pivots for day following 15-Oct-2012
Pivot 1 day 3 day
R1 5,778.5 5,779.0
PP 5,777.0 5,778.0
S1 5,776.0 5,777.0

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

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