FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 31-Oct-2012
Day Change Summary
Previous Current
30-Oct-2012 31-Oct-2012 Change Change % Previous Week
Open 5,767.5 5,812.5 45.0 0.8% 5,830.0
High 5,831.0 5,847.0 16.0 0.3% 5,885.5
Low 5,755.0 5,753.0 -2.0 0.0% 5,720.0
Close 5,818.0 5,764.0 -54.0 -0.9% 5,790.0
Range 76.0 94.0 18.0 23.7% 165.5
ATR 65.1 67.2 2.1 3.2% 0.0
Volume 114,082 92,276 -21,806 -19.1% 405,508
Daily Pivots for day following 31-Oct-2012
Classic Woodie Camarilla DeMark
R4 6,070.0 6,011.0 5,815.5
R3 5,976.0 5,917.0 5,790.0
R2 5,882.0 5,882.0 5,781.0
R1 5,823.0 5,823.0 5,772.5 5,805.5
PP 5,788.0 5,788.0 5,788.0 5,779.0
S1 5,729.0 5,729.0 5,755.5 5,711.5
S2 5,694.0 5,694.0 5,747.0
S3 5,600.0 5,635.0 5,738.0
S4 5,506.0 5,541.0 5,712.5
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 5,847.0 5,720.0 127.0 2.2% 71.0 1.2% 35% True False 78,180
10 5,903.0 5,720.0 183.0 3.2% 68.5 1.2% 24% False False 82,595
20 5,903.0 5,720.0 183.0 3.2% 62.5 1.1% 24% False False 82,113
40 5,905.0 5,641.5 263.5 4.6% 62.5 1.1% 46% False False 82,513
60 5,905.0 5,606.0 299.0 5.2% 55.0 1.0% 53% False False 55,225
80 5,905.0 5,420.5 484.5 8.4% 54.0 0.9% 71% False False 41,423
100 5,905.0 5,380.0 525.0 9.1% 48.0 0.8% 73% False False 33,143
120 5,905.0 5,174.5 730.5 12.7% 41.0 0.7% 81% False False 27,631
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 14.0
Widest range in 6 trading days
Fibonacci Retracements and Extensions
4.250 6,246.5
2.618 6,093.0
1.618 5,999.0
1.000 5,941.0
0.618 5,905.0
HIGH 5,847.0
0.618 5,811.0
0.500 5,800.0
0.382 5,789.0
LOW 5,753.0
0.618 5,695.0
1.000 5,659.0
1.618 5,601.0
2.618 5,507.0
4.250 5,353.5
Fisher Pivots for day following 31-Oct-2012
Pivot 1 day 3 day
R1 5,800.0 5,794.0
PP 5,788.0 5,784.0
S1 5,776.0 5,774.0

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

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