FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 06-Dec-2012
Day Change Summary
Previous Current
05-Dec-2012 06-Dec-2012 Change Change % Previous Week
Open 5,828.5 5,854.5 26.0 0.4% 5,760.0
High 5,875.0 5,882.0 7.0 0.1% 5,863.0
Low 5,828.5 5,853.0 24.5 0.4% 5,713.0
Close 5,841.5 5,864.5 23.0 0.4% 5,831.0
Range 46.5 29.0 -17.5 -37.6% 150.0
ATR 52.0 51.2 -0.8 -1.6% 0.0
Volume 4,863 570 -4,293 -88.3% 1,584
Daily Pivots for day following 06-Dec-2012
Classic Woodie Camarilla DeMark
R4 5,953.5 5,938.0 5,880.5
R3 5,924.5 5,909.0 5,872.5
R2 5,895.5 5,895.5 5,870.0
R1 5,880.0 5,880.0 5,867.0 5,888.0
PP 5,866.5 5,866.5 5,866.5 5,870.5
S1 5,851.0 5,851.0 5,862.0 5,859.0
S2 5,837.5 5,837.5 5,859.0
S3 5,808.5 5,822.0 5,856.5
S4 5,779.5 5,793.0 5,848.5
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 5,882.0 5,813.0 69.0 1.2% 37.5 0.6% 75% True False 2,411
10 5,882.0 5,713.0 169.0 2.9% 41.0 0.7% 90% True False 1,296
20 5,882.0 5,566.0 316.0 5.4% 46.0 0.8% 94% True False 708
40 5,882.0 5,566.0 316.0 5.4% 45.0 0.8% 94% True False 377
60 5,882.0 5,566.0 316.0 5.4% 38.5 0.7% 94% True False 259
80 5,882.0 5,566.0 316.0 5.4% 30.0 0.5% 94% True False 201
100 5,882.0 5,380.5 501.5 8.6% 24.0 0.4% 97% True False 167
120 5,882.0 5,340.5 541.5 9.2% 21.0 0.4% 97% True False 144
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
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 6.3
Narrowest range in 7 trading days
Fibonacci Retracements and Extensions
4.250 6,005.0
2.618 5,958.0
1.618 5,929.0
1.000 5,911.0
0.618 5,900.0
HIGH 5,882.0
0.618 5,871.0
0.500 5,867.5
0.382 5,864.0
LOW 5,853.0
0.618 5,835.0
1.000 5,824.0
1.618 5,806.0
2.618 5,777.0
4.250 5,730.0
Fisher Pivots for day following 06-Dec-2012
Pivot 1 day 3 day
R1 5,867.5 5,859.0
PP 5,866.5 5,853.0
S1 5,865.5 5,847.5

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

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