FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 18-Oct-2012
Day Change Summary
Previous Current
17-Oct-2012 18-Oct-2012 Change Change % Previous Week
Open 5,851.0 5,889.5 38.5 0.7% 5,817.5
High 5,895.0 5,903.0 8.0 0.1% 5,834.5
Low 5,845.0 5,866.0 21.0 0.4% 5,733.5
Close 5,883.0 5,895.0 12.0 0.2% 5,769.0
Range 50.0 37.0 -13.0 -26.0% 101.0
ATR 63.9 61.9 -1.9 -3.0% 0.0
Volume 83,199 92,160 8,961 10.8% 397,566
Daily Pivots for day following 18-Oct-2012
Classic Woodie Camarilla DeMark
R4 5,999.0 5,984.0 5,915.5
R3 5,962.0 5,947.0 5,905.0
R2 5,925.0 5,925.0 5,902.0
R1 5,910.0 5,910.0 5,898.5 5,917.5
PP 5,888.0 5,888.0 5,888.0 5,892.0
S1 5,873.0 5,873.0 5,891.5 5,880.5
S2 5,851.0 5,851.0 5,888.0
S3 5,814.0 5,836.0 5,885.0
S4 5,777.0 5,799.0 5,874.5
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 5,903.0 5,742.5 160.5 2.7% 52.5 0.9% 95% True False 90,760
10 5,903.0 5,733.5 169.5 2.9% 55.0 0.9% 95% True False 83,374
20 5,903.0 5,700.0 203.0 3.4% 60.0 1.0% 96% True False 83,275
40 5,905.0 5,606.0 299.0 5.1% 57.0 1.0% 97% False False 64,476
60 5,905.0 5,494.0 411.0 7.0% 54.5 0.9% 98% False False 42,998
80 5,905.0 5,396.0 509.0 8.6% 49.5 0.8% 98% False False 32,254
100 5,905.0 5,174.5 730.5 12.4% 42.5 0.7% 99% False False 25,816
120 5,905.0 5,174.5 730.5 12.4% 35.5 0.6% 99% False False 21,519
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.7
Narrowest range in 8 trading days
Fibonacci Retracements and Extensions
4.250 6,060.0
2.618 6,000.0
1.618 5,963.0
1.000 5,940.0
0.618 5,926.0
HIGH 5,903.0
0.618 5,889.0
0.500 5,884.5
0.382 5,880.0
LOW 5,866.0
0.618 5,843.0
1.000 5,829.0
1.618 5,806.0
2.618 5,769.0
4.250 5,709.0
Fisher Pivots for day following 18-Oct-2012
Pivot 1 day 3 day
R1 5,891.5 5,880.0
PP 5,888.0 5,865.0
S1 5,884.5 5,850.0

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

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