FTSE 100 Index Future December 2012


Trading Metrics calculated at close of trading on 12-Dec-2012
Day Change Summary
Previous Current
11-Dec-2012 12-Dec-2012 Change Change % Previous Week
Open 5,921.0 5,931.0 10.0 0.2% 5,880.0
High 5,939.5 5,965.0 25.5 0.4% 5,926.5
Low 5,900.0 5,917.5 17.5 0.3% 5,853.5
Close 5,929.0 5,949.0 20.0 0.3% 5,913.0
Range 39.5 47.5 8.0 20.3% 73.0
ATR 57.3 56.6 -0.7 -1.2% 0.0
Volume 72,993 116,982 43,989 60.3% 423,995
Daily Pivots for day following 12-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,086.5 6,065.0 5,975.0
R3 6,039.0 6,017.5 5,962.0
R2 5,991.5 5,991.5 5,957.5
R1 5,970.0 5,970.0 5,953.5 5,981.0
PP 5,944.0 5,944.0 5,944.0 5,949.0
S1 5,922.5 5,922.5 5,944.5 5,933.0
S2 5,896.5 5,896.5 5,940.5
S3 5,849.0 5,875.0 5,936.0
S4 5,801.5 5,827.5 5,923.0
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,116.5 6,088.0 5,953.0
R3 6,043.5 6,015.0 5,933.0
R2 5,970.5 5,970.5 5,926.5
R1 5,942.0 5,942.0 5,919.5 5,956.0
PP 5,897.5 5,897.5 5,897.5 5,905.0
S1 5,869.0 5,869.0 5,906.5 5,883.0
S2 5,824.5 5,824.5 5,899.5
S3 5,751.5 5,796.0 5,893.0
S4 5,678.5 5,723.0 5,873.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,965.0 5,885.0 80.0 1.3% 40.0 0.7% 80% True False 85,469
10 5,965.0 5,820.0 145.0 2.4% 46.0 0.8% 89% True False 87,657
20 5,965.0 5,591.5 373.5 6.3% 52.5 0.9% 96% True False 83,262
40 5,965.0 5,591.5 373.5 6.3% 62.0 1.0% 96% True False 84,659
60 5,965.0 5,591.5 373.5 6.3% 62.0 1.0% 96% True False 84,716
80 5,965.0 5,591.5 373.5 6.3% 59.5 1.0% 96% True False 73,416
100 5,965.0 5,420.5 544.5 9.2% 57.0 1.0% 97% True False 58,741
120 5,965.0 5,386.5 578.5 9.7% 54.0 0.9% 97% True False 48,954
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.8
Widest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 6,167.0
2.618 6,089.5
1.618 6,042.0
1.000 6,012.5
0.618 5,994.5
HIGH 5,965.0
0.618 5,947.0
0.500 5,941.0
0.382 5,935.5
LOW 5,917.5
0.618 5,888.0
1.000 5,870.0
1.618 5,840.5
2.618 5,793.0
4.250 5,715.5
Fisher Pivots for day following 12-Dec-2012
Pivot 1 day 3 day
R1 5,946.5 5,942.5
PP 5,944.0 5,935.5
S1 5,941.0 5,929.0

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

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