FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 20-Nov-2012
Day Change Summary
Previous Current
19-Nov-2012 20-Nov-2012 Change Change % Previous Week
Open 5,642.0 5,725.0 83.0 1.5% 5,740.0
High 5,734.0 5,753.5 19.5 0.3% 5,777.5
Low 5,636.5 5,699.5 63.0 1.1% 5,591.5
Close 5,730.0 5,742.0 12.0 0.2% 5,600.5
Range 97.5 54.0 -43.5 -44.6% 186.0
ATR 78.7 77.0 -1.8 -2.2% 0.0
Volume 79,087 62,616 -16,471 -20.8% 527,657
Daily Pivots for day following 20-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,893.5 5,872.0 5,771.5
R3 5,839.5 5,818.0 5,757.0
R2 5,785.5 5,785.5 5,752.0
R1 5,764.0 5,764.0 5,747.0 5,775.0
PP 5,731.5 5,731.5 5,731.5 5,737.0
S1 5,710.0 5,710.0 5,737.0 5,721.0
S2 5,677.5 5,677.5 5,732.0
S3 5,623.5 5,656.0 5,727.0
S4 5,569.5 5,602.0 5,712.5
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 5,762.0 5,591.5 170.5 3.0% 77.5 1.3% 88% False False 93,858
10 5,907.0 5,591.5 315.5 5.5% 79.0 1.4% 48% False False 92,049
20 5,907.0 5,591.5 315.5 5.5% 72.5 1.3% 48% False False 86,041
40 5,907.0 5,591.5 315.5 5.5% 68.5 1.2% 48% False False 86,130
60 5,907.0 5,591.5 315.5 5.5% 64.5 1.1% 48% False False 76,212
80 5,907.0 5,550.5 356.5 6.2% 61.0 1.1% 54% False False 57,173
100 5,907.0 5,420.5 486.5 8.5% 56.0 1.0% 66% False False 45,742
120 5,907.0 5,174.5 732.5 12.8% 49.5 0.9% 77% False False 38,129
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 17.6
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,983.0
2.618 5,895.0
1.618 5,841.0
1.000 5,807.5
0.618 5,787.0
HIGH 5,753.5
0.618 5,733.0
0.500 5,726.5
0.382 5,720.0
LOW 5,699.5
0.618 5,666.0
1.000 5,645.5
1.618 5,612.0
2.618 5,558.0
4.250 5,470.0
Fisher Pivots for day following 20-Nov-2012
Pivot 1 day 3 day
R1 5,737.0 5,719.0
PP 5,731.5 5,695.5
S1 5,726.5 5,672.5

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

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