FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 09-Nov-2012
Day Change Summary
Previous Current
08-Nov-2012 09-Nov-2012 Change Change % Previous Week
Open 5,746.5 5,720.0 -26.5 -0.5% 5,767.5
High 5,755.0 5,720.0 -35.0 -0.6% 5,861.5
Low 5,700.0 5,660.0 -40.0 -0.7% 5,660.0
Close 5,717.5 5,715.5 -2.0 0.0% 5,715.5
Range 55.0 60.0 5.0 9.1% 201.5
ATR 53.2 53.7 0.5 0.9% 0.0
Volume 34 170 136 400.0% 540
Daily Pivots for day following 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 5,878.5 5,857.0 5,748.5
R3 5,818.5 5,797.0 5,732.0
R2 5,758.5 5,758.5 5,726.5
R1 5,737.0 5,737.0 5,721.0 5,718.0
PP 5,698.5 5,698.5 5,698.5 5,689.0
S1 5,677.0 5,677.0 5,710.0 5,658.0
S2 5,638.5 5,638.5 5,704.5
S3 5,578.5 5,617.0 5,699.0
S4 5,518.5 5,557.0 5,682.5
Weekly Pivots for week ending 09-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,350.0 6,234.5 5,826.5
R3 6,148.5 6,033.0 5,771.0
R2 5,947.0 5,947.0 5,752.5
R1 5,831.5 5,831.5 5,734.0 5,788.5
PP 5,745.5 5,745.5 5,745.5 5,724.0
S1 5,630.0 5,630.0 5,697.0 5,587.0
S2 5,544.0 5,544.0 5,678.5
S3 5,342.5 5,428.5 5,660.0
S4 5,141.0 5,227.0 5,604.5
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 5,660.0 201.5 3.5% 62.0 1.1% 28% False True 108
10 5,861.5 5,660.0 201.5 3.5% 56.5 1.0% 28% False True 88
20 5,861.5 5,660.0 201.5 3.5% 45.5 0.8% 28% False True 53
40 5,861.5 5,659.5 202.0 3.5% 36.5 0.6% 28% False False 38
60 5,861.5 5,585.5 276.0 4.8% 25.5 0.4% 47% False False 34
80 5,861.5 5,380.5 481.0 8.4% 19.0 0.3% 70% False False 33
100 5,861.5 5,340.5 521.0 9.1% 16.5 0.3% 72% False False 33
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 False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 9.1
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 5,975.0
2.618 5,877.0
1.618 5,817.0
1.000 5,780.0
0.618 5,757.0
HIGH 5,720.0
0.618 5,697.0
0.500 5,690.0
0.382 5,683.0
LOW 5,660.0
0.618 5,623.0
1.000 5,600.0
1.618 5,563.0
2.618 5,503.0
4.250 5,405.0
Fisher Pivots for day following 09-Nov-2012
Pivot 1 day 3 day
R1 5,707.0 5,761.0
PP 5,698.5 5,745.5
S1 5,690.0 5,730.5

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

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