FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 04-Dec-2012
Day Change Summary
Previous Current
03-Dec-2012 04-Dec-2012 Change Change % Previous Week
Open 5,834.0 5,815.5 -18.5 -0.3% 5,760.0
High 5,861.0 5,845.0 -16.0 -0.3% 5,863.0
Low 5,821.0 5,813.0 -8.0 -0.1% 5,713.0
Close 5,834.0 5,825.5 -8.5 -0.1% 5,831.0
Range 40.0 32.0 -8.0 -20.0% 150.0
ATR 53.8 52.2 -1.6 -2.9% 0.0
Volume 120 5,820 5,700 4,750.0% 1,584
Daily Pivots for day following 04-Dec-2012
Classic Woodie Camarilla DeMark
R4 5,924.0 5,906.5 5,843.0
R3 5,892.0 5,874.5 5,834.5
R2 5,860.0 5,860.0 5,831.5
R1 5,842.5 5,842.5 5,828.5 5,851.0
PP 5,828.0 5,828.0 5,828.0 5,832.0
S1 5,810.5 5,810.5 5,822.5 5,819.0
S2 5,796.0 5,796.0 5,819.5
S3 5,764.0 5,778.5 5,816.5
S4 5,732.0 5,746.5 5,808.0
Weekly Pivots for week ending 30-Nov-2012
Classic Woodie Camarilla DeMark
R4 6,252.5 6,191.5 5,913.5
R3 6,102.5 6,041.5 5,872.0
R2 5,952.5 5,952.5 5,858.5
R1 5,891.5 5,891.5 5,845.0 5,922.0
PP 5,802.5 5,802.5 5,802.5 5,817.5
S1 5,741.5 5,741.5 5,817.0 5,772.0
S2 5,652.5 5,652.5 5,803.5
S3 5,502.5 5,591.5 5,790.0
S4 5,352.5 5,441.5 5,748.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,863.0 5,713.0 150.0 2.6% 48.0 0.8% 75% False False 1,497
10 5,863.0 5,696.0 167.0 2.9% 38.5 0.7% 78% False False 757
20 5,863.0 5,566.0 297.0 5.1% 51.0 0.9% 87% False False 439
40 5,863.0 5,566.0 297.0 5.1% 45.0 0.8% 87% False False 241
60 5,863.0 5,566.0 297.0 5.1% 37.5 0.6% 87% False False 168
80 5,863.0 5,566.0 297.0 5.1% 29.0 0.5% 87% False False 135
100 5,863.0 5,380.5 482.5 8.3% 23.0 0.4% 92% False False 113
120 5,863.0 5,340.5 522.5 9.0% 20.5 0.3% 93% False False 99
Crabel Price Patterns
NR True
NR4 True
NR5 True
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 6.1
Narrowest range in 5 trading days
Fibonacci Retracements and Extensions
4.250 5,981.0
2.618 5,929.0
1.618 5,897.0
1.000 5,877.0
0.618 5,865.0
HIGH 5,845.0
0.618 5,833.0
0.500 5,829.0
0.382 5,825.0
LOW 5,813.0
0.618 5,793.0
1.000 5,781.0
1.618 5,761.0
2.618 5,729.0
4.250 5,677.0
Fisher Pivots for day following 04-Dec-2012
Pivot 1 day 3 day
R1 5,829.0 5,838.0
PP 5,828.0 5,834.0
S1 5,826.5 5,829.5

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

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