FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 29-Oct-2012
Day Change Summary
Previous Current
26-Oct-2012 29-Oct-2012 Change Change % Previous Week
Open 5,789.5 5,781.0 -8.5 -0.1% 5,830.0
High 5,803.5 5,792.0 -11.5 -0.2% 5,885.5
Low 5,720.0 5,741.0 21.0 0.4% 5,720.0
Close 5,790.0 5,772.5 -17.5 -0.3% 5,790.0
Range 83.5 51.0 -32.5 -38.9% 165.5
ATR 65.3 64.3 -1.0 -1.6% 0.0
Volume 49,168 45,365 -3,803 -7.7% 405,508
Daily Pivots for day following 29-Oct-2012
Classic Woodie Camarilla DeMark
R4 5,921.5 5,898.0 5,800.5
R3 5,870.5 5,847.0 5,786.5
R2 5,819.5 5,819.5 5,782.0
R1 5,796.0 5,796.0 5,777.0 5,782.0
PP 5,768.5 5,768.5 5,768.5 5,761.5
S1 5,745.0 5,745.0 5,768.0 5,731.0
S2 5,717.5 5,717.5 5,763.0
S3 5,666.5 5,694.0 5,758.5
S4 5,615.5 5,643.0 5,744.5
Weekly Pivots for week ending 26-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,295.0 6,208.0 5,881.0
R3 6,129.5 6,042.5 5,835.5
R2 5,964.0 5,964.0 5,820.5
R1 5,877.0 5,877.0 5,805.0 5,838.0
PP 5,798.5 5,798.5 5,798.5 5,779.0
S1 5,711.5 5,711.5 5,775.0 5,672.0
S2 5,633.0 5,633.0 5,759.5
S3 5,467.5 5,546.0 5,744.5
S4 5,302.0 5,380.5 5,699.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,885.5 5,720.0 165.5 2.9% 71.5 1.2% 32% False False 66,732
10 5,903.0 5,720.0 183.0 3.2% 62.5 1.1% 29% False False 80,217
20 5,903.0 5,720.0 183.0 3.2% 59.5 1.0% 29% False False 79,717
40 5,905.0 5,606.0 299.0 5.2% 61.5 1.1% 56% False False 77,525
60 5,905.0 5,606.0 299.0 5.2% 53.5 0.9% 56% False False 51,787
80 5,905.0 5,420.5 484.5 8.4% 53.0 0.9% 73% False False 38,844
100 5,905.0 5,357.0 548.0 9.5% 46.5 0.8% 76% False False 31,085
120 5,905.0 5,174.5 730.5 12.7% 39.5 0.7% 82% False False 25,912
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 11.2
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,009.0
2.618 5,925.5
1.618 5,874.5
1.000 5,843.0
0.618 5,823.5
HIGH 5,792.0
0.618 5,772.5
0.500 5,766.5
0.382 5,760.5
LOW 5,741.0
0.618 5,709.5
1.000 5,690.0
1.618 5,658.5
2.618 5,607.5
4.250 5,524.0
Fisher Pivots for day following 29-Oct-2012
Pivot 1 day 3 day
R1 5,770.5 5,772.0
PP 5,768.5 5,771.0
S1 5,766.5 5,770.0

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

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