FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 30-Nov-2012
Day Change Summary
Previous Current
29-Nov-2012 30-Nov-2012 Change Change % Previous Week
Open 5,820.0 5,861.0 41.0 0.7% 5,817.5
High 5,886.0 5,906.0 20.0 0.3% 5,906.0
Low 5,820.0 5,859.5 39.5 0.7% 5,755.5
Close 5,875.0 5,873.5 -1.5 0.0% 5,873.5
Range 66.0 46.5 -19.5 -29.5% 150.5
ATR 69.1 67.5 -1.6 -2.3% 0.0
Volume 85,323 83,708 -1,615 -1.9% 423,632
Daily Pivots for day following 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,019.0 5,993.0 5,899.0
R3 5,972.5 5,946.5 5,886.5
R2 5,926.0 5,926.0 5,882.0
R1 5,900.0 5,900.0 5,878.0 5,913.0
PP 5,879.5 5,879.5 5,879.5 5,886.0
S1 5,853.5 5,853.5 5,869.0 5,866.5
S2 5,833.0 5,833.0 5,865.0
S3 5,786.5 5,807.0 5,860.5
S4 5,740.0 5,760.5 5,848.0
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,296.5 6,235.5 5,956.5
R3 6,146.0 6,085.0 5,915.0
R2 5,995.5 5,995.5 5,901.0
R1 5,934.5 5,934.5 5,887.5 5,965.0
PP 5,845.0 5,845.0 5,845.0 5,860.0
S1 5,784.0 5,784.0 5,859.5 5,814.5
S2 5,694.5 5,694.5 5,846.0
S3 5,544.0 5,633.5 5,832.0
S4 5,393.5 5,483.0 5,790.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,906.0 5,755.5 150.5 2.6% 53.5 0.9% 78% True False 84,726
10 5,906.0 5,636.5 269.5 4.6% 57.0 1.0% 88% True False 73,442
20 5,907.0 5,591.5 315.5 5.4% 65.0 1.1% 89% False False 85,783
40 5,907.0 5,591.5 315.5 5.4% 65.0 1.1% 89% False False 84,070
60 5,907.0 5,591.5 315.5 5.4% 63.5 1.1% 89% False False 85,427
80 5,907.0 5,591.5 315.5 5.4% 58.5 1.0% 89% False False 64,578
100 5,907.0 5,420.5 486.5 8.3% 57.5 1.0% 93% False False 51,667
120 5,907.0 5,381.0 526.0 9.0% 52.0 0.9% 94% False False 43,059
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 11.4
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,103.5
2.618 6,027.5
1.618 5,981.0
1.000 5,952.5
0.618 5,934.5
HIGH 5,906.0
0.618 5,888.0
0.500 5,883.0
0.382 5,877.5
LOW 5,859.5
0.618 5,831.0
1.000 5,813.0
1.618 5,784.5
2.618 5,738.0
4.250 5,662.0
Fisher Pivots for day following 30-Nov-2012
Pivot 1 day 3 day
R1 5,883.0 5,859.0
PP 5,879.5 5,845.0
S1 5,876.5 5,831.0

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

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