FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 20-Dec-2012
Day Change Summary
Previous Current
19-Dec-2012 20-Dec-2012 Change Change % Previous Week
Open 5,915.5 5,918.5 3.0 0.1% 5,882.5
High 5,943.0 5,942.0 -1.0 0.0% 5,922.0
Low 5,907.5 5,903.5 -4.0 -0.1% 5,857.0
Close 5,928.5 5,927.5 -1.0 0.0% 5,885.0
Range 35.5 38.5 3.0 8.5% 65.0
ATR 45.0 44.6 -0.5 -1.0% 0.0
Volume 77,728 117,082 39,354 50.6% 367,993
Daily Pivots for day following 20-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,040.0 6,022.0 5,948.5
R3 6,001.5 5,983.5 5,938.0
R2 5,963.0 5,963.0 5,934.5
R1 5,945.0 5,945.0 5,931.0 5,954.0
PP 5,924.5 5,924.5 5,924.5 5,929.0
S1 5,906.5 5,906.5 5,924.0 5,915.5
S2 5,886.0 5,886.0 5,920.5
S3 5,847.5 5,868.0 5,917.0
S4 5,809.0 5,829.5 5,906.5
Weekly Pivots for week ending 14-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,083.0 6,049.0 5,921.0
R3 6,018.0 5,984.0 5,903.0
R2 5,953.0 5,953.0 5,897.0
R1 5,919.0 5,919.0 5,891.0 5,936.0
PP 5,888.0 5,888.0 5,888.0 5,896.5
S1 5,854.0 5,854.0 5,879.0 5,871.0
S2 5,823.0 5,823.0 5,873.0
S3 5,758.0 5,789.0 5,867.0
S4 5,693.0 5,724.0 5,849.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,943.0 5,841.0 102.0 1.7% 38.0 0.6% 85% False False 170,859
10 5,943.0 5,841.0 102.0 1.7% 35.0 0.6% 85% False False 98,924
20 5,943.0 5,713.0 230.0 3.9% 38.0 0.6% 93% False False 50,110
40 5,943.0 5,566.0 377.0 6.4% 45.5 0.8% 96% False False 25,103
60 5,943.0 5,566.0 377.0 6.4% 41.5 0.7% 96% False False 16,740
80 5,943.0 5,566.0 377.0 6.4% 34.0 0.6% 96% False False 12,561
100 5,943.0 5,551.0 392.0 6.6% 27.5 0.5% 96% False False 10,056
120 5,943.0 5,380.5 562.5 9.5% 23.5 0.4% 97% False False 8,385
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 8.8
Widest range in 3 trading days
Fibonacci Retracements and Extensions
4.250 6,105.5
2.618 6,043.0
1.618 6,004.5
1.000 5,980.5
0.618 5,966.0
HIGH 5,942.0
0.618 5,927.5
0.500 5,923.0
0.382 5,918.0
LOW 5,903.5
0.618 5,879.5
1.000 5,865.0
1.618 5,841.0
2.618 5,802.5
4.250 5,740.0
Fisher Pivots for day following 20-Dec-2012
Pivot 1 day 3 day
R1 5,926.0 5,923.0
PP 5,924.5 5,919.0
S1 5,923.0 5,914.5

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

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