FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 13-Nov-2012
Day Change Summary
Previous Current
12-Nov-2012 13-Nov-2012 Change Change % Previous Week
Open 5,740.0 5,748.0 8.0 0.1% 5,822.5
High 5,777.5 5,773.5 -4.0 -0.1% 5,907.0
Low 5,738.5 5,692.0 -46.5 -0.8% 5,696.0
Close 5,758.0 5,767.5 9.5 0.2% 5,760.0
Range 39.0 81.5 42.5 109.0% 211.0
ATR 69.5 70.3 0.9 1.2% 0.0
Volume 107,308 92,761 -14,547 -13.6% 453,593
Daily Pivots for day following 13-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,989.0 5,959.5 5,812.5
R3 5,907.5 5,878.0 5,790.0
R2 5,826.0 5,826.0 5,782.5
R1 5,796.5 5,796.5 5,775.0 5,811.0
PP 5,744.5 5,744.5 5,744.5 5,751.5
S1 5,715.0 5,715.0 5,760.0 5,730.0
S2 5,663.0 5,663.0 5,752.5
S3 5,581.5 5,633.5 5,745.0
S4 5,500.0 5,552.0 5,722.5
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 5,692.0 215.0 3.7% 81.0 1.4% 35% False True 90,240
10 5,907.0 5,692.0 215.0 3.7% 75.0 1.3% 35% False True 88,313
20 5,907.0 5,692.0 215.0 3.7% 69.5 1.2% 35% False True 85,000
40 5,907.0 5,692.0 215.0 3.7% 65.0 1.1% 35% False True 85,527
60 5,907.0 5,606.0 301.0 5.2% 61.0 1.1% 54% False False 68,396
80 5,907.0 5,420.5 486.5 8.4% 58.0 1.0% 71% False False 51,307
100 5,907.0 5,381.0 526.0 9.1% 53.5 0.9% 73% False False 41,050
120 5,907.0 5,174.5 732.5 12.7% 46.5 0.8% 81% False False 34,219
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
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 17.0
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,120.0
2.618 5,987.0
1.618 5,905.5
1.000 5,855.0
0.618 5,824.0
HIGH 5,773.5
0.618 5,742.5
0.500 5,733.0
0.382 5,723.0
LOW 5,692.0
0.618 5,641.5
1.000 5,610.5
1.618 5,560.0
2.618 5,478.5
4.250 5,345.5
Fisher Pivots for day following 13-Nov-2012
Pivot 1 day 3 day
R1 5,756.0 5,756.5
PP 5,744.5 5,745.5
S1 5,733.0 5,735.0

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

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