FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 20-Oct-2011

Day Change Summary
	Previous	Current
	19-Oct-2011	20-Oct-2011	Change	Change %	Previous Week
Open	5,445.0	5,382.0	-63.0	-1.2%	5,308.0
High	5,462.0	5,412.5	-49.5	-0.9%	5,478.5
Low	5,352.5	5,333.5	-19.0	-0.4%	5,266.0
Close	5,363.0	5,387.0	24.0	0.4%	5,474.5
Range	109.5	79.0	-30.5	-27.9%	212.5
ATR	141.7	137.2	-4.5	-3.2%	0.0
Volume	110,505	125,692	15,187	13.7%	532,577

Daily Pivots for day following 20-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,614.5	5,580.0	5,430.5
R3	5,535.5	5,501.0	5,408.5
R2	5,456.5	5,456.5	5,401.5
R1	5,422.0	5,422.0	5,394.0	5,439.0
PP	5,377.5	5,377.5	5,377.5	5,386.5
S1	5,343.0	5,343.0	5,380.0	5,360.0
S2	5,298.5	5,298.5	5,372.5
S3	5,219.5	5,264.0	5,365.5
S4	5,140.5	5,185.0	5,343.5

Weekly Pivots for week ending 14-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,044.0	5,971.5	5,591.5
R3	5,831.5	5,759.0	5,533.0
R2	5,619.0	5,619.0	5,513.5
R1	5,546.5	5,546.5	5,494.0	5,583.0
PP	5,406.5	5,406.5	5,406.5	5,424.5
S1	5,334.0	5,334.0	5,455.0	5,370.0
S2	5,194.0	5,194.0	5,435.5
S3	4,981.5	5,121.5	5,416.0
S4	4,769.0	4,909.0	5,357.5

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,521.0	5,323.5	197.5	3.7%	122.5	2.3%	32%	False	False	115,790
10	5,521.0	5,235.5	285.5	5.3%	113.5	2.1%	53%	False	False	114,352
20	5,521.0	4,839.5	681.5	12.7%	141.5	2.6%	80%	False	False	129,389
40	5,521.0	4,839.5	681.5	12.7%	141.5	2.6%	80%	False	False	101,975
60	5,847.0	4,819.5	1,027.5	19.1%	140.5	2.6%	55%	False	False	68,190
80	6,000.5	4,819.5	1,181.0	21.9%	115.0	2.1%	48%	False	False	51,145
100	6,000.5	4,819.5	1,181.0	21.9%	95.5	1.8%	48%	False	False	40,919
120	6,000.5	4,819.5	1,181.0	21.9%	80.0	1.5%	48%	False	False	34,100

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	True
Bear Hook	False
Bull Hook	False
Stretch	33.8
Narrowest range in 7 trading days

Fibonacci Retracements and Extensions
4.250	5,748.0
2.618	5,619.5
1.618	5,540.5
1.000	5,491.5
0.618	5,461.5
HIGH	5,412.5
0.618	5,382.5
0.500	5,373.0
0.382	5,363.5
LOW	5,333.5
0.618	5,284.5
1.000	5,254.5
1.618	5,205.5
2.618	5,126.5
4.250	4,998.0

Fisher Pivots for day following 20-Oct-2011
Pivot	1 day	3 day
R1	5,382.5	5,407.0
PP	5,377.5	5,400.0
S1	5,373.0	5,393.5

Download as Excel Spreadsheet

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

View Archives - Comment on this page... - Back to Index of Symbols