FTSE 100 Index Future March 2013


Trading Metrics calculated at close of trading on 24-Dec-2012
Day Change Summary
Previous Current
21-Dec-2012 24-Dec-2012 Change Change % Previous Week
Open 5,944.0 5,912.0 -32.0 -0.5% 5,890.5
High 5,944.0 5,921.0 -23.0 -0.4% 5,944.0
Low 5,860.0 5,892.0 32.0 0.5% 5,841.0
Close 5,902.0 5,914.5 12.5 0.2% 5,902.0
Range 84.0 29.0 -55.0 -65.5% 103.0
ATR 47.4 46.1 -1.3 -2.8% 0.0
Volume 7,303 58,157 50,854 696.3% 621,002
Daily Pivots for day following 24-Dec-2012
Classic Woodie Camarilla DeMark
R4 5,996.0 5,984.5 5,930.5
R3 5,967.0 5,955.5 5,922.5
R2 5,938.0 5,938.0 5,920.0
R1 5,926.5 5,926.5 5,917.0 5,932.0
PP 5,909.0 5,909.0 5,909.0 5,912.0
S1 5,897.5 5,897.5 5,912.0 5,903.0
S2 5,880.0 5,880.0 5,909.0
S3 5,851.0 5,868.5 5,906.5
S4 5,822.0 5,839.5 5,898.5
Weekly Pivots for week ending 21-Dec-2012
Classic Woodie Camarilla DeMark
R4 6,204.5 6,156.5 5,958.5
R3 6,101.5 6,053.5 5,930.5
R2 5,998.5 5,998.5 5,921.0
R1 5,950.5 5,950.5 5,911.5 5,974.5
PP 5,895.5 5,895.5 5,895.5 5,908.0
S1 5,847.5 5,847.5 5,892.5 5,871.5
S2 5,792.5 5,792.5 5,883.0
S3 5,689.5 5,744.5 5,873.5
S4 5,586.5 5,641.5 5,845.5
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,944.0 5,860.0 84.0 1.4% 43.5 0.7% 65% False False 90,967
10 5,944.0 5,841.0 103.0 1.7% 40.5 0.7% 71% False False 102,593
20 5,944.0 5,713.0 231.0 3.9% 40.5 0.7% 87% False False 53,382
40 5,944.0 5,566.0 378.0 6.4% 46.0 0.8% 92% False False 26,739
60 5,944.0 5,566.0 378.0 6.4% 41.0 0.7% 92% False False 17,831
80 5,944.0 5,566.0 378.0 6.4% 35.5 0.6% 92% False False 13,378
100 5,944.0 5,566.0 378.0 6.4% 28.5 0.5% 92% False False 10,711
120 5,944.0 5,380.5 563.5 9.5% 24.0 0.4% 95% False False 8,930
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID True
OD False
IDnr4 True
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 8.6
Narrowest range in 9 trading days
Fibonacci Retracements and Extensions
4.250 6,044.0
2.618 5,997.0
1.618 5,968.0
1.000 5,950.0
0.618 5,939.0
HIGH 5,921.0
0.618 5,910.0
0.500 5,906.5
0.382 5,903.0
LOW 5,892.0
0.618 5,874.0
1.000 5,863.0
1.618 5,845.0
2.618 5,816.0
4.250 5,769.0
Fisher Pivots for day following 24-Dec-2012
Pivot 1 day 3 day
R1 5,912.0 5,910.5
PP 5,909.0 5,906.0
S1 5,906.5 5,902.0

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

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