FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 23-Nov-2012
Day Change Summary
Previous Current
22-Nov-2012 23-Nov-2012 Change Change % Previous Week
Open 5,764.0 5,789.0 25.0 0.4% 5,642.0
High 5,800.0 5,837.5 37.5 0.6% 5,837.5
Low 5,750.0 5,779.5 29.5 0.5% 5,636.5
Close 5,796.0 5,818.5 22.5 0.4% 5,818.5
Range 50.0 58.0 8.0 16.0% 201.0
ATR 72.6 71.5 -1.0 -1.4% 0.0
Volume 58,926 65,708 6,782 11.5% 310,794
Daily Pivots for day following 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,986.0 5,960.0 5,850.5
R3 5,928.0 5,902.0 5,834.5
R2 5,870.0 5,870.0 5,829.0
R1 5,844.0 5,844.0 5,824.0 5,857.0
PP 5,812.0 5,812.0 5,812.0 5,818.0
S1 5,786.0 5,786.0 5,813.0 5,799.0
S2 5,754.0 5,754.0 5,808.0
S3 5,696.0 5,728.0 5,802.5
S4 5,638.0 5,670.0 5,786.5
Weekly Pivots for week ending 23-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,367.0 6,294.0 5,929.0
R3 6,166.0 6,093.0 5,874.0
R2 5,965.0 5,965.0 5,855.5
R1 5,892.0 5,892.0 5,837.0 5,928.5
PP 5,764.0 5,764.0 5,764.0 5,782.5
S1 5,691.0 5,691.0 5,800.0 5,727.5
S2 5,563.0 5,563.0 5,781.5
S3 5,362.0 5,490.0 5,763.0
S4 5,161.0 5,289.0 5,708.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,837.5 5,636.5 201.0 3.5% 60.0 1.0% 91% True False 62,158
10 5,837.5 5,591.5 246.0 4.2% 65.5 1.1% 92% True False 83,845
20 5,907.0 5,591.5 315.5 5.4% 70.5 1.2% 72% False False 84,048
40 5,907.0 5,591.5 315.5 5.4% 67.0 1.1% 72% False False 82,864
60 5,907.0 5,591.5 315.5 5.4% 65.0 1.1% 72% False False 79,010
80 5,907.0 5,589.0 318.0 5.5% 59.0 1.0% 72% False False 59,286
100 5,907.0 5,420.5 486.5 8.4% 56.5 1.0% 82% False False 47,432
120 5,907.0 5,357.0 550.0 9.5% 50.0 0.9% 84% False False 39,536
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 15.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,084.0
2.618 5,989.5
1.618 5,931.5
1.000 5,895.5
0.618 5,873.5
HIGH 5,837.5
0.618 5,815.5
0.500 5,808.5
0.382 5,801.5
LOW 5,779.5
0.618 5,743.5
1.000 5,721.5
1.618 5,685.5
2.618 5,627.5
4.250 5,533.0
Fisher Pivots for day following 23-Nov-2012
Pivot 1 day 3 day
R1 5,815.0 5,805.5
PP 5,812.0 5,792.5
S1 5,808.5 5,780.0

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

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