FTSE 100 Index Future December 2011


Trading Metrics calculated at close of trading on 28-Sep-2011
Day Change Summary
Previous Current
27-Sep-2011 28-Sep-2011 Change Change % Previous Week
Open 5,123.5 5,210.5 87.0 1.7% 5,308.0
High 5,291.0 5,291.0 0.0 0.0% 5,353.0
Low 5,123.5 5,120.0 -3.5 -0.1% 4,898.5
Close 5,218.0 5,121.5 -96.5 -1.8% 5,040.0
Range 167.5 171.0 3.5 2.1% 454.5
ATR 157.9 158.8 0.9 0.6% 0.0
Volume 141,624 121,864 -19,760 -14.0% 659,814
Daily Pivots for day following 28-Sep-2011
Classic Woodie Camarilla DeMark
R4 5,690.5 5,577.0 5,215.5
R3 5,519.5 5,406.0 5,168.5
R2 5,348.5 5,348.5 5,153.0
R1 5,235.0 5,235.0 5,137.0 5,206.0
PP 5,177.5 5,177.5 5,177.5 5,163.0
S1 5,064.0 5,064.0 5,106.0 5,035.0
S2 5,006.5 5,006.5 5,090.0
S3 4,835.5 4,893.0 5,074.5
S4 4,664.5 4,722.0 5,027.5
Weekly Pivots for week ending 23-Sep-2011
Classic Woodie Camarilla DeMark
R4 6,460.5 6,205.0 5,290.0
R3 6,006.0 5,750.5 5,165.0
R2 5,551.5 5,551.5 5,123.5
R1 5,296.0 5,296.0 5,081.5 5,196.5
PP 5,097.0 5,097.0 5,097.0 5,047.5
S1 4,841.5 4,841.5 4,998.5 4,742.0
S2 4,642.5 4,642.5 4,956.5
S3 4,188.0 4,387.0 4,915.0
S4 3,733.5 3,932.5 4,790.0
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 5,291.0 4,898.5 392.5 7.7% 188.5 3.7% 57% True False 149,564
10 5,384.5 4,898.5 486.0 9.5% 160.5 3.1% 46% False False 133,553
20 5,418.0 4,898.5 519.5 10.1% 153.5 3.0% 43% False False 103,018
40 5,627.0 4,819.5 807.5 15.8% 150.5 2.9% 37% False False 51,915
60 6,000.5 4,819.5 1,181.0 23.1% 115.5 2.3% 26% False False 34,612
80 6,000.5 4,819.5 1,181.0 23.1% 92.5 1.8% 26% False False 25,964
100 6,000.5 4,819.5 1,181.0 23.1% 75.0 1.5% 26% False False 20,772
120 6,000.5 4,819.5 1,181.0 23.1% 63.5 1.2% 26% False False 17,310
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 36.9
Widest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 6,018.0
2.618 5,738.5
1.618 5,567.5
1.000 5,462.0
0.618 5,396.5
HIGH 5,291.0
0.618 5,225.5
0.500 5,205.5
0.382 5,185.5
LOW 5,120.0
0.618 5,014.5
1.000 4,949.0
1.618 4,843.5
2.618 4,672.5
4.250 4,393.0
Fisher Pivots for day following 28-Sep-2011
Pivot 1 day 3 day
R1 5,205.5 5,116.5
PP 5,177.5 5,112.0
S1 5,149.5 5,107.0

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

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