FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 22-Oct-2012
Day Change Summary
Previous Current
19-Oct-2012 22-Oct-2012 Change Change % Previous Week
Open 5,880.5 5,830.0 -50.5 -0.9% 5,764.5
High 5,900.0 5,885.0 -15.0 -0.3% 5,903.0
Low 5,836.5 5,828.0 -8.5 -0.1% 5,742.5
Close 5,869.0 5,851.5 -17.5 -0.3% 5,869.0
Range 63.5 57.0 -6.5 -10.2% 160.5
ATR 62.0 61.7 -0.4 -0.6% 0.0
Volume 76,560 117,211 40,651 53.1% 455,144
Daily Pivots for day following 22-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,026.0 5,995.5 5,883.0
R3 5,969.0 5,938.5 5,867.0
R2 5,912.0 5,912.0 5,862.0
R1 5,881.5 5,881.5 5,856.5 5,897.0
PP 5,855.0 5,855.0 5,855.0 5,862.5
S1 5,824.5 5,824.5 5,846.5 5,840.0
S2 5,798.0 5,798.0 5,841.0
S3 5,741.0 5,767.5 5,836.0
S4 5,684.0 5,710.5 5,820.0
Weekly Pivots for week ending 19-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,319.5 6,255.0 5,957.5
R3 6,159.0 6,094.5 5,913.0
R2 5,998.5 5,998.5 5,898.5
R1 5,934.0 5,934.0 5,883.5 5,966.0
PP 5,838.0 5,838.0 5,838.0 5,854.5
S1 5,773.5 5,773.5 5,854.5 5,806.0
S2 5,677.5 5,677.5 5,839.5
S3 5,517.0 5,613.0 5,825.0
S4 5,356.5 5,452.5 5,780.5
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 5,797.0 106.0 1.8% 53.5 0.9% 51% False False 93,702
10 5,903.0 5,733.5 169.5 2.9% 58.5 1.0% 70% False False 88,536
20 5,903.0 5,700.0 203.0 3.5% 60.5 1.0% 75% False False 86,725
40 5,905.0 5,606.0 299.0 5.1% 58.0 1.0% 82% False False 69,319
60 5,905.0 5,550.5 354.5 6.1% 56.5 1.0% 85% False False 46,228
80 5,905.0 5,420.5 484.5 8.3% 50.5 0.9% 89% False False 34,675
100 5,905.0 5,174.5 730.5 12.5% 43.5 0.7% 93% False False 27,753
120 5,905.0 5,174.5 730.5 12.5% 36.5 0.6% 93% False False 23,133
Crabel Price Patterns
NR True
NR4 False
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 11.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,127.0
2.618 6,034.0
1.618 5,977.0
1.000 5,942.0
0.618 5,920.0
HIGH 5,885.0
0.618 5,863.0
0.500 5,856.5
0.382 5,850.0
LOW 5,828.0
0.618 5,793.0
1.000 5,771.0
1.618 5,736.0
2.618 5,679.0
4.250 5,586.0
Fisher Pivots for day following 22-Oct-2012
Pivot 1 day 3 day
R1 5,856.5 5,865.5
PP 5,855.0 5,861.0
S1 5,853.0 5,856.0

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

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