FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 25-Oct-2012
Day Change Summary
Previous Current
24-Oct-2012 25-Oct-2012 Change Change % Previous Week
Open 5,776.0 5,770.0 -6.0 -0.1% 5,764.5
High 5,802.0 5,820.5 18.5 0.3% 5,903.0
Low 5,753.5 5,770.0 16.5 0.3% 5,742.5
Close 5,796.5 5,782.5 -14.0 -0.2% 5,869.0
Range 48.5 50.5 2.0 4.1% 160.5
ATR 64.9 63.9 -1.0 -1.6% 0.0
Volume 69,787 90,010 20,223 29.0% 455,144
Daily Pivots for day following 25-Oct-2012
Classic Woodie Camarilla DeMark
R4 5,942.5 5,913.0 5,810.5
R3 5,892.0 5,862.5 5,796.5
R2 5,841.5 5,841.5 5,792.0
R1 5,812.0 5,812.0 5,787.0 5,827.0
PP 5,791.0 5,791.0 5,791.0 5,798.5
S1 5,761.5 5,761.5 5,778.0 5,776.0
S2 5,740.5 5,740.5 5,773.0
S3 5,690.0 5,711.0 5,768.5
S4 5,639.5 5,660.5 5,754.5
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 5,900.0 5,753.5 146.5 2.5% 69.0 1.2% 20% False False 86,580
10 5,903.0 5,742.5 160.5 2.8% 60.5 1.0% 25% False False 88,670
20 5,903.0 5,700.0 203.0 3.5% 63.0 1.1% 41% False False 84,682
40 5,905.0 5,606.0 299.0 5.2% 61.5 1.1% 59% False False 75,281
60 5,905.0 5,555.0 350.0 6.1% 56.0 1.0% 65% False False 50,213
80 5,905.0 5,420.5 484.5 8.4% 52.5 0.9% 75% False False 37,664
100 5,905.0 5,357.0 548.0 9.5% 45.5 0.8% 78% False False 30,144
120 5,905.0 5,174.5 730.5 12.6% 38.5 0.7% 83% False False 25,125
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
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 12.0
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,035.0
2.618 5,952.5
1.618 5,902.0
1.000 5,871.0
0.618 5,851.5
HIGH 5,820.5
0.618 5,801.0
0.500 5,795.0
0.382 5,789.5
LOW 5,770.0
0.618 5,739.0
1.000 5,719.5
1.618 5,688.5
2.618 5,638.0
4.250 5,555.5
Fisher Pivots for day following 25-Oct-2012
Pivot 1 day 3 day
R1 5,795.0 5,819.5
PP 5,791.0 5,807.0
S1 5,787.0 5,795.0

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

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