FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 12-Nov-2012
Day Change Summary
Previous Current
09-Nov-2012 12-Nov-2012 Change Change % Previous Week
Open 5,747.0 5,740.0 -7.0 -0.1% 5,822.5
High 5,770.5 5,777.5 7.0 0.1% 5,907.0
Low 5,696.0 5,738.5 42.5 0.7% 5,696.0
Close 5,760.0 5,758.0 -2.0 0.0% 5,760.0
Range 74.5 39.0 -35.5 -47.7% 211.0
ATR 71.8 69.5 -2.3 -3.3% 0.0
Volume 56,337 107,308 50,971 90.5% 453,593
Daily Pivots for day following 12-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,875.0 5,855.5 5,779.5
R3 5,836.0 5,816.5 5,768.5
R2 5,797.0 5,797.0 5,765.0
R1 5,777.5 5,777.5 5,761.5 5,787.0
PP 5,758.0 5,758.0 5,758.0 5,763.0
S1 5,738.5 5,738.5 5,754.5 5,748.0
S2 5,719.0 5,719.0 5,751.0
S3 5,680.0 5,699.5 5,747.5
S4 5,641.0 5,660.5 5,736.5
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% 78.5 1.4% 29% False False 98,200
10 5,907.0 5,696.0 211.0 3.7% 74.5 1.3% 29% False False 90,445
20 5,907.0 5,696.0 211.0 3.7% 68.5 1.2% 29% False False 85,331
40 5,907.0 5,696.0 211.0 3.7% 64.5 1.1% 29% False False 87,875
60 5,907.0 5,606.0 301.0 5.2% 60.5 1.0% 50% False False 66,851
80 5,907.0 5,420.5 486.5 8.4% 58.0 1.0% 69% False False 50,148
100 5,907.0 5,381.0 526.0 9.1% 53.0 0.9% 72% False False 40,122
120 5,907.0 5,174.5 732.5 12.7% 45.5 0.8% 80% False False 33,446
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 5 trading days
Fibonacci Retracements and Extensions
4.250 5,943.0
2.618 5,879.5
1.618 5,840.5
1.000 5,816.5
0.618 5,801.5
HIGH 5,777.5
0.618 5,762.5
0.500 5,758.0
0.382 5,753.5
LOW 5,738.5
0.618 5,714.5
1.000 5,699.5
1.618 5,675.5
2.618 5,636.5
4.250 5,573.0
Fisher Pivots for day following 12-Nov-2012
Pivot 1 day 3 day
R1 5,758.0 5,757.0
PP 5,758.0 5,756.0
S1 5,758.0 5,755.0

Download as Excel Spreadsheet

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

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