FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 06-Nov-2012
Day Change Summary
Previous Current
05-Nov-2012 06-Nov-2012 Change Change % Previous Week
Open 5,822.5 5,819.0 -3.5 -0.1% 5,781.0
High 5,829.5 5,888.0 58.5 1.0% 5,869.0
Low 5,802.5 5,819.0 16.5 0.3% 5,741.0
Close 5,819.0 5,857.5 38.5 0.7% 5,839.0
Range 27.0 69.0 42.0 155.6% 128.0
ATR 66.2 66.4 0.2 0.3% 0.0
Volume 69,901 132,558 62,657 89.6% 388,918
Daily Pivots for day following 06-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,062.0 6,028.5 5,895.5
R3 5,993.0 5,959.5 5,876.5
R2 5,924.0 5,924.0 5,870.0
R1 5,890.5 5,890.5 5,864.0 5,907.0
PP 5,855.0 5,855.0 5,855.0 5,863.0
S1 5,821.5 5,821.5 5,851.0 5,838.0
S2 5,786.0 5,786.0 5,845.0
S3 5,717.0 5,752.5 5,838.5
S4 5,648.0 5,683.5 5,819.5
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,200.5 6,147.5 5,909.5
R3 6,072.5 6,019.5 5,874.0
R2 5,944.5 5,944.5 5,862.5
R1 5,891.5 5,891.5 5,850.5 5,918.0
PP 5,816.5 5,816.5 5,816.5 5,829.5
S1 5,763.5 5,763.5 5,827.5 5,790.0
S2 5,688.5 5,688.5 5,815.5
S3 5,560.5 5,635.5 5,804.0
S4 5,432.5 5,507.5 5,768.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,888.0 5,753.0 135.0 2.3% 69.0 1.2% 77% True False 86,386
10 5,888.0 5,720.0 168.0 2.9% 65.5 1.1% 82% True False 80,034
20 5,903.0 5,720.0 183.0 3.1% 64.5 1.1% 75% False False 84,600
40 5,905.0 5,700.0 205.0 3.5% 63.5 1.1% 77% False False 89,482
60 5,905.0 5,606.0 299.0 5.1% 56.5 1.0% 84% False False 60,880
80 5,905.0 5,420.5 484.5 8.3% 56.0 1.0% 90% False False 45,667
100 5,905.0 5,381.0 524.0 8.9% 50.5 0.9% 91% False False 36,538
120 5,905.0 5,174.5 730.5 12.5% 43.0 0.7% 93% False False 30,460
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 14.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,181.0
2.618 6,068.5
1.618 5,999.5
1.000 5,957.0
0.618 5,930.5
HIGH 5,888.0
0.618 5,861.5
0.500 5,853.5
0.382 5,845.5
LOW 5,819.0
0.618 5,776.5
1.000 5,750.0
1.618 5,707.5
2.618 5,638.5
4.250 5,526.0
Fisher Pivots for day following 06-Nov-2012
Pivot 1 day 3 day
R1 5,856.0 5,853.5
PP 5,855.0 5,849.5
S1 5,853.5 5,845.0

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

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