FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 08-Nov-2012
Day Change Summary
Previous Current
07-Nov-2012 08-Nov-2012 Change Change % Previous Week
Open 5,820.0 5,746.5 -73.5 -1.3% 5,725.0
High 5,861.5 5,755.0 -106.5 -1.8% 5,821.5
Low 5,735.0 5,700.0 -35.0 -0.6% 5,700.0
Close 5,732.5 5,717.5 -15.0 -0.3% 5,795.5
Range 126.5 55.0 -71.5 -56.5% 121.5
ATR 53.1 53.2 0.1 0.3% 0.0
Volume 13 34 21 161.5% 349
Daily Pivots for day following 08-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,889.0 5,858.5 5,748.0
R3 5,834.0 5,803.5 5,732.5
R2 5,779.0 5,779.0 5,727.5
R1 5,748.5 5,748.5 5,722.5 5,736.0
PP 5,724.0 5,724.0 5,724.0 5,718.0
S1 5,693.5 5,693.5 5,712.5 5,681.0
S2 5,669.0 5,669.0 5,707.5
S3 5,614.0 5,638.5 5,702.5
S4 5,559.0 5,583.5 5,687.0
Weekly Pivots for week ending 02-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,137.0 6,087.5 5,862.5
R3 6,015.5 5,966.0 5,829.0
R2 5,894.0 5,894.0 5,818.0
R1 5,844.5 5,844.5 5,806.5 5,869.0
PP 5,772.5 5,772.5 5,772.5 5,784.5
S1 5,723.0 5,723.0 5,784.5 5,748.0
S2 5,651.0 5,651.0 5,773.0
S3 5,529.5 5,601.5 5,762.0
S4 5,408.0 5,480.0 5,728.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,861.5 5,700.0 161.5 2.8% 59.0 1.0% 11% False True 116
10 5,861.5 5,698.0 163.5 2.9% 56.0 1.0% 12% False False 72
20 5,861.5 5,698.0 163.5 2.9% 44.0 0.8% 12% False False 45
40 5,861.5 5,659.5 202.0 3.5% 35.0 0.6% 29% False False 34
60 5,861.5 5,585.5 276.0 4.8% 24.5 0.4% 48% False False 32
80 5,861.5 5,380.5 481.0 8.4% 18.5 0.3% 70% False False 31
100 5,861.5 5,340.5 521.0 9.1% 16.0 0.3% 72% False False 31
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 11.8
Narrowest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 5,989.0
2.618 5,899.0
1.618 5,844.0
1.000 5,810.0
0.618 5,789.0
HIGH 5,755.0
0.618 5,734.0
0.500 5,727.5
0.382 5,721.0
LOW 5,700.0
0.618 5,666.0
1.000 5,645.0
1.618 5,611.0
2.618 5,556.0
4.250 5,466.0
Fisher Pivots for day following 08-Nov-2012
Pivot 1 day 3 day
R1 5,727.5 5,781.0
PP 5,724.0 5,759.5
S1 5,721.0 5,738.5

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

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