FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 01-Nov-2012
Day Change Summary
Previous Current
31-Oct-2012 01-Nov-2012 Change Change % Previous Week
Open 5,812.5 5,763.5 -49.0 -0.8% 5,830.0
High 5,847.0 5,845.5 -1.5 0.0% 5,885.5
Low 5,753.0 5,754.0 1.0 0.0% 5,720.0
Close 5,764.0 5,836.5 72.5 1.3% 5,790.0
Range 94.0 91.5 -2.5 -2.7% 165.5
ATR 67.2 68.9 1.7 2.6% 0.0
Volume 92,276 75,892 -16,384 -17.8% 405,508
Daily Pivots for day following 01-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,086.5 6,053.0 5,887.0
R3 5,995.0 5,961.5 5,861.5
R2 5,903.5 5,903.5 5,853.5
R1 5,870.0 5,870.0 5,845.0 5,887.0
PP 5,812.0 5,812.0 5,812.0 5,820.5
S1 5,778.5 5,778.5 5,828.0 5,795.0
S2 5,720.5 5,720.5 5,819.5
S3 5,629.0 5,687.0 5,811.5
S4 5,537.5 5,595.5 5,786.0
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 5,847.0 5,720.0 127.0 2.2% 79.0 1.4% 92% False False 75,356
10 5,900.0 5,720.0 180.0 3.1% 74.0 1.3% 65% False False 80,968
20 5,903.0 5,720.0 183.0 3.1% 64.5 1.1% 64% False False 82,171
40 5,905.0 5,700.0 205.0 3.5% 62.0 1.1% 67% False False 83,995
60 5,905.0 5,606.0 299.0 5.1% 55.5 1.0% 77% False False 56,489
80 5,905.0 5,420.5 484.5 8.3% 55.0 0.9% 86% False False 42,371
100 5,905.0 5,380.0 525.0 9.0% 48.5 0.8% 87% False False 33,901
120 5,905.0 5,174.5 730.5 12.5% 41.5 0.7% 91% False False 28,263
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 13.6
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,234.5
2.618 6,085.0
1.618 5,993.5
1.000 5,937.0
0.618 5,902.0
HIGH 5,845.5
0.618 5,810.5
0.500 5,800.0
0.382 5,789.0
LOW 5,754.0
0.618 5,697.5
1.000 5,662.5
1.618 5,606.0
2.618 5,514.5
4.250 5,365.0
Fisher Pivots for day following 01-Nov-2012
Pivot 1 day 3 day
R1 5,824.0 5,824.5
PP 5,812.0 5,812.0
S1 5,800.0 5,800.0

Download as Excel Spreadsheet

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

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