FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 5,870.0 5,812.0 -58.0 -1.0% 5,781.0
High 5,907.0 5,814.0 -93.0 -1.6% 5,869.0
Low 5,771.0 5,740.0 -31.0 -0.5% 5,741.0
Close 5,775.5 5,761.0 -14.5 -0.3% 5,839.0
Range 136.0 74.0 -62.0 -45.6% 128.0
ATR 71.4 71.6 0.2 0.3% 0.0
Volume 89,362 105,435 16,073 18.0% 388,918
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,993.5 5,951.5 5,801.5
R3 5,919.5 5,877.5 5,781.5
R2 5,845.5 5,845.5 5,774.5
R1 5,803.5 5,803.5 5,768.0 5,787.5
PP 5,771.5 5,771.5 5,771.5 5,764.0
S1 5,729.5 5,729.5 5,754.0 5,713.5
S2 5,697.5 5,697.5 5,747.5
S3 5,623.5 5,655.5 5,740.5
S4 5,549.5 5,581.5 5,720.5
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 5,740.0 167.0 2.9% 74.0 1.3% 13% False True 91,711
10 5,907.0 5,720.0 187.0 3.2% 76.5 1.3% 22% False False 83,534
20 5,907.0 5,720.0 187.0 3.2% 68.5 1.2% 22% False False 86,102
40 5,907.0 5,700.0 207.0 3.6% 64.0 1.1% 29% False False 91,948
60 5,907.0 5,606.0 301.0 5.2% 59.5 1.0% 51% False False 64,125
80 5,907.0 5,420.5 486.5 8.4% 57.5 1.0% 70% False False 48,102
100 5,907.0 5,381.0 526.0 9.1% 52.5 0.9% 72% False False 38,486
120 5,907.0 5,174.5 732.5 12.7% 44.5 0.8% 80% False False 32,082
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
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 15.7
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,128.5
2.618 6,007.5
1.618 5,933.5
1.000 5,888.0
0.618 5,859.5
HIGH 5,814.0
0.618 5,785.5
0.500 5,777.0
0.382 5,768.5
LOW 5,740.0
0.618 5,694.5
1.000 5,666.0
1.618 5,620.5
2.618 5,546.5
4.250 5,425.5
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 5,777.0 5,823.5
PP 5,771.5 5,802.5
S1 5,766.5 5,782.0

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

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