FTSE 100 Index Future March 2013


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 5,815.5 5,828.5 13.0 0.2% 5,760.0
High 5,845.0 5,875.0 30.0 0.5% 5,863.0
Low 5,813.0 5,828.5 15.5 0.3% 5,713.0
Close 5,825.5 5,841.5 16.0 0.3% 5,831.0
Range 32.0 46.5 14.5 45.3% 150.0
ATR 52.2 52.0 -0.2 -0.4% 0.0
Volume 5,820 4,863 -957 -16.4% 1,584
Daily Pivots for day following 05-Dec-2012
Classic Woodie Camarilla DeMark
R4 5,988.0 5,961.0 5,867.0
R3 5,941.5 5,914.5 5,854.5
R2 5,895.0 5,895.0 5,850.0
R1 5,868.0 5,868.0 5,846.0 5,881.5
PP 5,848.5 5,848.5 5,848.5 5,855.0
S1 5,821.5 5,821.5 5,837.0 5,835.0
S2 5,802.0 5,802.0 5,833.0
S3 5,755.5 5,775.0 5,828.5
S4 5,709.0 5,728.5 5,816.0
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 5,875.0 5,780.0 95.0 1.6% 43.5 0.7% 65% True False 2,394
10 5,875.0 5,713.0 162.0 2.8% 41.5 0.7% 79% True False 1,241
20 5,875.0 5,566.0 309.0 5.3% 47.0 0.8% 89% True False 682
40 5,875.0 5,566.0 309.0 5.3% 45.5 0.8% 89% True False 363
60 5,875.0 5,566.0 309.0 5.3% 38.0 0.7% 89% True False 249
80 5,875.0 5,566.0 309.0 5.3% 29.5 0.5% 89% True False 195
100 5,875.0 5,380.5 494.5 8.5% 23.5 0.4% 93% True False 161
120 5,875.0 5,340.5 534.5 9.2% 20.5 0.4% 94% True False 139
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 False
8BNR False
Bear Hook False
Bull Hook False
Stretch 6.1
Widest range in 4 trading days
Fibonacci Retracements and Extensions
4.250 6,072.5
2.618 5,996.5
1.618 5,950.0
1.000 5,921.5
0.618 5,903.5
HIGH 5,875.0
0.618 5,857.0
0.500 5,852.0
0.382 5,846.5
LOW 5,828.5
0.618 5,800.0
1.000 5,782.0
1.618 5,753.5
2.618 5,707.0
4.250 5,631.0
Fisher Pivots for day following 05-Dec-2012
Pivot 1 day 3 day
R1 5,852.0 5,844.0
PP 5,848.5 5,843.0
S1 5,845.0 5,842.5

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

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