FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 5,812.0 5,747.0 -65.0 -1.1% 5,822.5
High 5,814.0 5,770.5 -43.5 -0.7% 5,907.0
Low 5,740.0 5,696.0 -44.0 -0.8% 5,696.0
Close 5,761.0 5,760.0 -1.0 0.0% 5,760.0
Range 74.0 74.5 0.5 0.7% 211.0
ATR 71.6 71.8 0.2 0.3% 0.0
Volume 105,435 56,337 -49,098 -46.6% 453,593
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,965.5 5,937.5 5,801.0
R3 5,891.0 5,863.0 5,780.5
R2 5,816.5 5,816.5 5,773.5
R1 5,788.5 5,788.5 5,767.0 5,802.5
PP 5,742.0 5,742.0 5,742.0 5,749.0
S1 5,714.0 5,714.0 5,753.0 5,728.0
S2 5,667.5 5,667.5 5,746.5
S3 5,593.0 5,639.5 5,739.5
S4 5,518.5 5,565.0 5,719.0
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,420.5 6,301.5 5,876.0
R3 6,209.5 6,090.5 5,818.0
R2 5,998.5 5,998.5 5,798.5
R1 5,879.5 5,879.5 5,779.5 5,833.5
PP 5,787.5 5,787.5 5,787.5 5,765.0
S1 5,668.5 5,668.5 5,740.5 5,622.5
S2 5,576.5 5,576.5 5,721.5
S3 5,365.5 5,457.5 5,702.0
S4 5,154.5 5,246.5 5,644.0
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 5,696.0 211.0 3.7% 76.0 1.3% 30% False True 90,718
10 5,907.0 5,696.0 211.0 3.7% 75.5 1.3% 30% False True 84,251
20 5,907.0 5,696.0 211.0 3.7% 70.0 1.2% 30% False True 85,158
40 5,907.0 5,696.0 211.0 3.7% 64.5 1.1% 30% False True 89,910
60 5,907.0 5,606.0 301.0 5.2% 60.0 1.0% 51% False False 65,063
80 5,907.0 5,420.5 486.5 8.4% 58.5 1.0% 70% False False 48,806
100 5,907.0 5,381.0 526.0 9.1% 53.0 0.9% 72% False False 39,049
120 5,907.0 5,174.5 732.5 12.7% 45.5 0.8% 80% False False 32,552
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 16.7
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,087.0
2.618 5,965.5
1.618 5,891.0
1.000 5,845.0
0.618 5,816.5
HIGH 5,770.5
0.618 5,742.0
0.500 5,733.0
0.382 5,724.5
LOW 5,696.0
0.618 5,650.0
1.000 5,621.5
1.618 5,575.5
2.618 5,501.0
4.250 5,379.5
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 5,751.0 5,801.5
PP 5,742.0 5,787.5
S1 5,733.0 5,774.0

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

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