FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 05-Dec-2012
Day Change Summary
Previous Current
04-Dec-2012 05-Dec-2012 Change Change % Previous Week
Open 5,855.5 5,872.5 17.0 0.3% 5,817.5
High 5,900.0 5,918.0 18.0 0.3% 5,906.0
Low 5,853.5 5,866.0 12.5 0.2% 5,755.5
Close 5,866.0 5,881.5 15.5 0.3% 5,873.5
Range 46.5 52.0 5.5 11.8% 150.5
ATR 64.6 63.7 -0.9 -1.4% 0.0
Volume 90,398 80,126 -10,272 -11.4% 423,632
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,044.5 6,015.0 5,910.0
R3 5,992.5 5,963.0 5,896.0
R2 5,940.5 5,940.5 5,891.0
R1 5,911.0 5,911.0 5,886.5 5,926.0
PP 5,888.5 5,888.5 5,888.5 5,896.0
S1 5,859.0 5,859.0 5,876.5 5,874.0
S2 5,836.5 5,836.5 5,872.0
S3 5,784.5 5,807.0 5,867.0
S4 5,732.5 5,755.0 5,853.0
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 5,918.0 5,820.0 98.0 1.7% 51.5 0.9% 63% True False 89,845
10 5,918.0 5,750.0 168.0 2.9% 52.0 0.9% 78% True False 82,846
20 5,918.0 5,591.5 326.5 5.6% 61.0 1.0% 89% True False 85,202
40 5,918.0 5,591.5 326.5 5.6% 65.0 1.1% 89% True False 85,034
60 5,918.0 5,591.5 326.5 5.6% 64.0 1.1% 89% True False 89,073
80 5,918.0 5,591.5 326.5 5.6% 59.0 1.0% 89% True False 68,077
100 5,918.0 5,420.5 497.5 8.5% 58.5 1.0% 93% True False 54,468
120 5,918.0 5,381.0 537.0 9.1% 53.0 0.9% 93% True False 45,393
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 True
8BNR False
Bear Hook False
Bull Hook False
Stretch 10.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,139.0
2.618 6,054.0
1.618 6,002.0
1.000 5,970.0
0.618 5,950.0
HIGH 5,918.0
0.618 5,898.0
0.500 5,892.0
0.382 5,886.0
LOW 5,866.0
0.618 5,834.0
1.000 5,814.0
1.618 5,782.0
2.618 5,730.0
4.250 5,645.0
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 5,892.0 5,886.0
PP 5,888.5 5,884.5
S1 5,885.0 5,883.0

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.