FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 30-Oct-2012
Day Change Summary
Previous Current
29-Oct-2012 30-Oct-2012 Change Change % Previous Week
Open 5,781.0 5,767.5 -13.5 -0.2% 5,830.0
High 5,792.0 5,831.0 39.0 0.7% 5,885.5
Low 5,741.0 5,755.0 14.0 0.2% 5,720.0
Close 5,772.5 5,818.0 45.5 0.8% 5,790.0
Range 51.0 76.0 25.0 49.0% 165.5
ATR 64.3 65.1 0.8 1.3% 0.0
Volume 45,365 114,082 68,717 151.5% 405,508
Daily Pivots for day following 30-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,029.5 5,999.5 5,860.0
R3 5,953.5 5,923.5 5,839.0
R2 5,877.5 5,877.5 5,832.0
R1 5,847.5 5,847.5 5,825.0 5,862.5
PP 5,801.5 5,801.5 5,801.5 5,809.0
S1 5,771.5 5,771.5 5,811.0 5,786.5
S2 5,725.5 5,725.5 5,804.0
S3 5,649.5 5,695.5 5,797.0
S4 5,573.5 5,619.5 5,776.0
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 5,831.0 5,720.0 111.0 1.9% 62.0 1.1% 88% True False 73,682
10 5,903.0 5,720.0 183.0 3.1% 64.0 1.1% 54% False False 81,687
20 5,903.0 5,720.0 183.0 3.1% 60.5 1.0% 54% False False 81,550
40 5,905.0 5,606.0 299.0 5.1% 61.0 1.0% 71% False False 80,308
60 5,905.0 5,606.0 299.0 5.1% 54.0 0.9% 71% False False 53,688
80 5,905.0 5,420.5 484.5 8.3% 53.5 0.9% 82% False False 40,269
100 5,905.0 5,367.0 538.0 9.2% 47.5 0.8% 84% False False 32,223
120 5,905.0 5,174.5 730.5 12.6% 40.0 0.7% 88% False False 26,862
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 11.2
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,154.0
2.618 6,030.0
1.618 5,954.0
1.000 5,907.0
0.618 5,878.0
HIGH 5,831.0
0.618 5,802.0
0.500 5,793.0
0.382 5,784.0
LOW 5,755.0
0.618 5,708.0
1.000 5,679.0
1.618 5,632.0
2.618 5,556.0
4.250 5,432.0
Fisher Pivots for day following 30-Oct-2012
Pivot 1 day 3 day
R1 5,809.5 5,804.0
PP 5,801.5 5,789.5
S1 5,793.0 5,775.5

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

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