FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 03-Dec-2012
Day Change Summary
Previous Current
30-Nov-2012 03-Dec-2012 Change Change % Previous Week
Open 5,861.0 5,880.0 19.0 0.3% 5,817.5
High 5,906.0 5,904.5 -1.5 0.0% 5,906.0
Low 5,859.5 5,857.5 -2.0 0.0% 5,755.5
Close 5,873.5 5,875.5 2.0 0.0% 5,873.5
Range 46.5 47.0 0.5 1.1% 150.5
ATR 67.5 66.0 -1.5 -2.2% 0.0
Volume 83,708 109,674 25,966 31.0% 423,632
Daily Pivots for day following 03-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,020.0 5,995.0 5,901.5
R3 5,973.0 5,948.0 5,888.5
R2 5,926.0 5,926.0 5,884.0
R1 5,901.0 5,901.0 5,880.0 5,890.0
PP 5,879.0 5,879.0 5,879.0 5,874.0
S1 5,854.0 5,854.0 5,871.0 5,843.0
S2 5,832.0 5,832.0 5,867.0
S3 5,785.0 5,807.0 5,862.5
S4 5,738.0 5,760.0 5,849.5
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% 54.0 0.9% 80% False False 92,059
10 5,906.0 5,699.5 206.5 3.5% 51.5 0.9% 85% False False 76,501
20 5,907.0 5,591.5 315.5 5.4% 66.0 1.1% 90% False False 87,772
40 5,907.0 5,591.5 315.5 5.4% 65.5 1.1% 90% False False 84,698
60 5,907.0 5,591.5 315.5 5.4% 64.0 1.1% 90% False False 87,061
80 5,907.0 5,591.5 315.5 5.4% 58.5 1.0% 90% False False 65,949
100 5,907.0 5,420.5 486.5 8.3% 57.5 1.0% 94% False False 52,763
120 5,907.0 5,381.0 526.0 9.0% 52.5 0.9% 94% False False 43,973
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 True
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 13.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,104.0
2.618 6,027.5
1.618 5,980.5
1.000 5,951.5
0.618 5,933.5
HIGH 5,904.5
0.618 5,886.5
0.500 5,881.0
0.382 5,875.5
LOW 5,857.5
0.618 5,828.5
1.000 5,810.5
1.618 5,781.5
2.618 5,734.5
4.250 5,658.0
Fisher Pivots for day following 03-Dec-2012
Pivot 1 day 3 day
R1 5,881.0 5,871.5
PP 5,879.0 5,867.0
S1 5,877.5 5,863.0

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

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