FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 07-Nov-2012
Day Change Summary
Previous Current
06-Nov-2012 07-Nov-2012 Change Change % Previous Week
Open 5,819.0 5,870.0 51.0 0.9% 5,781.0
High 5,888.0 5,907.0 19.0 0.3% 5,869.0
Low 5,819.0 5,771.0 -48.0 -0.8% 5,741.0
Close 5,857.5 5,775.5 -82.0 -1.4% 5,839.0
Range 69.0 136.0 67.0 97.1% 128.0
ATR 66.4 71.4 5.0 7.5% 0.0
Volume 132,558 89,362 -43,196 -32.6% 388,918
Daily Pivots for day following 07-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,226.0 6,136.5 5,850.5
R3 6,090.0 6,000.5 5,813.0
R2 5,954.0 5,954.0 5,800.5
R1 5,864.5 5,864.5 5,788.0 5,841.0
PP 5,818.0 5,818.0 5,818.0 5,806.0
S1 5,728.5 5,728.5 5,763.0 5,705.0
S2 5,682.0 5,682.0 5,750.5
S3 5,546.0 5,592.5 5,738.0
S4 5,410.0 5,456.5 5,700.5
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 5,907.0 5,754.0 153.0 2.6% 77.5 1.3% 14% True False 85,803
10 5,907.0 5,720.0 187.0 3.2% 74.0 1.3% 30% True False 81,991
20 5,907.0 5,720.0 187.0 3.2% 69.5 1.2% 30% True False 84,865
40 5,907.0 5,700.0 207.0 3.6% 65.5 1.1% 36% True False 91,008
60 5,907.0 5,606.0 301.0 5.2% 58.5 1.0% 56% True False 62,369
80 5,907.0 5,420.5 486.5 8.4% 57.5 1.0% 73% True False 46,784
100 5,907.0 5,381.0 526.0 9.1% 51.5 0.9% 75% True False 37,432
120 5,907.0 5,174.5 732.5 12.7% 44.0 0.8% 82% True False 31,204
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD True
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 15.5
Widest range in 68 trading days
Fibonacci Retracements and Extensions
4.250 6,485.0
2.618 6,263.0
1.618 6,127.0
1.000 6,043.0
0.618 5,991.0
HIGH 5,907.0
0.618 5,855.0
0.500 5,839.0
0.382 5,823.0
LOW 5,771.0
0.618 5,687.0
1.000 5,635.0
1.618 5,551.0
2.618 5,415.0
4.250 5,193.0
Fisher Pivots for day following 07-Nov-2012
Pivot 1 day 3 day
R1 5,839.0 5,839.0
PP 5,818.0 5,818.0
S1 5,796.5 5,796.5

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

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