FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 19-Nov-2012
Day Change Summary
Previous Current
16-Nov-2012 19-Nov-2012 Change Change % Previous Week
Open 5,664.5 5,642.0 -22.5 -0.4% 5,740.0
High 5,675.0 5,734.0 59.0 1.0% 5,777.5
Low 5,591.5 5,636.5 45.0 0.8% 5,591.5
Close 5,600.5 5,730.0 129.5 2.3% 5,600.5
Range 83.5 97.5 14.0 16.8% 186.0
ATR 74.5 78.7 4.2 5.7% 0.0
Volume 91,374 79,087 -12,287 -13.4% 527,657
Daily Pivots for day following 19-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,992.5 5,959.0 5,783.5
R3 5,895.0 5,861.5 5,757.0
R2 5,797.5 5,797.5 5,748.0
R1 5,764.0 5,764.0 5,739.0 5,781.0
PP 5,700.0 5,700.0 5,700.0 5,708.5
S1 5,666.5 5,666.5 5,721.0 5,683.0
S2 5,602.5 5,602.5 5,712.0
S3 5,505.0 5,569.0 5,703.0
S4 5,407.5 5,471.5 5,676.5
Weekly Pivots for week ending 16-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,214.5 6,093.5 5,703.0
R3 6,028.5 5,907.5 5,651.5
R2 5,842.5 5,842.5 5,634.5
R1 5,721.5 5,721.5 5,617.5 5,689.0
PP 5,656.5 5,656.5 5,656.5 5,640.0
S1 5,535.5 5,535.5 5,583.5 5,503.0
S2 5,470.5 5,470.5 5,566.5
S3 5,284.5 5,349.5 5,549.5
S4 5,098.5 5,163.5 5,498.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,773.5 5,591.5 182.0 3.2% 83.0 1.4% 76% False False 99,887
10 5,907.0 5,591.5 315.5 5.5% 81.0 1.4% 44% False False 99,043
20 5,907.0 5,591.5 315.5 5.5% 76.0 1.3% 44% False False 86,877
40 5,907.0 5,591.5 315.5 5.5% 68.0 1.2% 44% False False 86,801
60 5,907.0 5,591.5 315.5 5.5% 64.0 1.1% 44% False False 75,172
80 5,907.0 5,550.5 356.5 6.2% 61.0 1.1% 50% False False 56,390
100 5,907.0 5,420.5 486.5 8.5% 55.5 1.0% 64% False False 45,116
120 5,907.0 5,174.5 732.5 12.8% 49.0 0.9% 76% False False 37,607
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 15.1
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,148.5
2.618 5,989.5
1.618 5,892.0
1.000 5,831.5
0.618 5,794.5
HIGH 5,734.0
0.618 5,697.0
0.500 5,685.0
0.382 5,673.5
LOW 5,636.5
0.618 5,576.0
1.000 5,539.0
1.618 5,478.5
2.618 5,381.0
4.250 5,222.0
Fisher Pivots for day following 19-Nov-2012
Pivot 1 day 3 day
R1 5,715.0 5,707.5
PP 5,700.0 5,685.0
S1 5,685.0 5,663.0

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

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