FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 27-Nov-2012
Day Change Summary
Previous Current
26-Nov-2012 27-Nov-2012 Change Change % Previous Week
Open 5,817.5 5,813.0 -4.5 -0.1% 5,642.0
High 5,818.0 5,824.0 6.0 0.1% 5,837.5
Low 5,771.5 5,787.0 15.5 0.3% 5,636.5
Close 5,779.0 5,800.0 21.0 0.4% 5,818.5
Range 46.5 37.0 -9.5 -20.4% 201.0
ATR 69.8 68.0 -1.8 -2.5% 0.0
Volume 73,011 84,267 11,256 15.4% 310,794
Daily Pivots for day following 27-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,914.5 5,894.5 5,820.5
R3 5,877.5 5,857.5 5,810.0
R2 5,840.5 5,840.5 5,807.0
R1 5,820.5 5,820.5 5,803.5 5,812.0
PP 5,803.5 5,803.5 5,803.5 5,799.5
S1 5,783.5 5,783.5 5,796.5 5,775.0
S2 5,766.5 5,766.5 5,793.0
S3 5,729.5 5,746.5 5,790.0
S4 5,692.5 5,709.5 5,779.5
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 5,722.0 115.5 2.0% 46.0 0.8% 68% False False 65,273
10 5,837.5 5,591.5 246.0 4.2% 62.0 1.1% 85% False False 79,566
20 5,907.0 5,591.5 315.5 5.4% 68.5 1.2% 66% False False 83,939
40 5,907.0 5,591.5 315.5 5.4% 64.5 1.1% 66% False False 82,744
60 5,907.0 5,591.5 315.5 5.4% 63.5 1.1% 66% False False 81,518
80 5,907.0 5,591.5 315.5 5.4% 57.5 1.0% 66% False False 61,251
100 5,907.0 5,420.5 486.5 8.4% 56.5 1.0% 78% False False 49,003
120 5,907.0 5,367.0 540.0 9.3% 51.0 0.9% 80% False False 40,842
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.5
Narrowest range in 16 trading days
Fibonacci Retracements and Extensions
4.250 5,981.0
2.618 5,921.0
1.618 5,884.0
1.000 5,861.0
0.618 5,847.0
HIGH 5,824.0
0.618 5,810.0
0.500 5,805.5
0.382 5,801.0
LOW 5,787.0
0.618 5,764.0
1.000 5,750.0
1.618 5,727.0
2.618 5,690.0
4.250 5,630.0
Fisher Pivots for day following 27-Nov-2012
Pivot 1 day 3 day
R1 5,805.5 5,804.5
PP 5,803.5 5,803.0
S1 5,802.0 5,801.5

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

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