FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 11-Dec-2012
Day Change Summary
Previous Current
10-Dec-2012 11-Dec-2012 Change Change % Previous Week
Open 5,882.5 5,879.0 -3.5 -0.1% 5,834.0
High 5,886.0 5,898.0 12.0 0.2% 5,882.0
Low 5,857.0 5,871.5 14.5 0.2% 5,813.0
Close 5,880.5 5,888.0 7.5 0.1% 5,872.0
Range 29.0 26.5 -2.5 -8.6% 69.0
ATR 48.1 46.5 -1.5 -3.2% 0.0
Volume 21,213 5,562 -15,651 -73.8% 18,927
Daily Pivots for day following 11-Dec-2012
Classic Woodie Camarilla DeMark
R4 5,965.5 5,953.0 5,902.5
R3 5,939.0 5,926.5 5,895.5
R2 5,912.5 5,912.5 5,893.0
R1 5,900.0 5,900.0 5,890.5 5,906.0
PP 5,886.0 5,886.0 5,886.0 5,889.0
S1 5,873.5 5,873.5 5,885.5 5,880.0
S2 5,859.5 5,859.5 5,883.0
S3 5,833.0 5,847.0 5,880.5
S4 5,806.5 5,820.5 5,873.5
Weekly Pivots for week ending 07-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,062.5 6,036.5 5,910.0
R3 5,993.5 5,967.5 5,891.0
R2 5,924.5 5,924.5 5,884.5
R1 5,898.5 5,898.5 5,878.5 5,911.5
PP 5,855.5 5,855.5 5,855.5 5,862.0
S1 5,829.5 5,829.5 5,865.5 5,842.5
S2 5,786.5 5,786.5 5,859.5
S3 5,717.5 5,760.5 5,853.0
S4 5,648.5 5,691.5 5,834.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,898.0 5,828.5 69.5 1.2% 32.0 0.5% 86% True False 7,952
10 5,898.0 5,713.0 185.0 3.1% 40.0 0.7% 95% True False 4,724
20 5,898.0 5,566.0 332.0 5.6% 42.5 0.7% 97% True False 2,407
40 5,898.0 5,566.0 332.0 5.6% 45.0 0.8% 97% True False 1,235
60 5,898.0 5,566.0 332.0 5.6% 40.0 0.7% 97% True False 831
80 5,898.0 5,566.0 332.0 5.6% 31.0 0.5% 97% True False 629
100 5,898.0 5,380.5 517.5 8.8% 25.0 0.4% 98% True False 509
120 5,898.0 5,356.0 542.0 9.2% 21.5 0.4% 98% True False 429
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 True
8BNR True
Bear Hook False
Bull Hook False
Stretch 6.1
Narrowest range in 14 trading days
Fibonacci Retracements and Extensions
4.250 6,010.5
2.618 5,967.5
1.618 5,941.0
1.000 5,924.5
0.618 5,914.5
HIGH 5,898.0
0.618 5,888.0
0.500 5,885.0
0.382 5,881.5
LOW 5,871.5
0.618 5,855.0
1.000 5,845.0
1.618 5,828.5
2.618 5,802.0
4.250 5,759.0
Fisher Pivots for day following 11-Dec-2012
Pivot 1 day 3 day
R1 5,887.0 5,883.5
PP 5,886.0 5,879.5
S1 5,885.0 5,875.0

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

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