FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 25-Oct-2011

Day Change Summary
	Previous	Current
	24-Oct-2011	25-Oct-2011	Change	Change %	Previous Week
Open	5,468.0	5,517.0	49.0	0.9%	5,486.0
High	5,536.0	5,549.5	13.5	0.2%	5,521.0
Low	5,457.0	5,439.0	-18.0	-0.3%	5,323.5
Close	5,527.0	5,472.5	-54.5	-1.0%	5,463.5
Range	79.0	110.5	31.5	39.9%	197.5
ATR	131.5	130.0	-1.5	-1.1%	0.0
Volume	90,500	118,343	27,843	30.8%	579,055

Daily Pivots for day following 25-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,818.5	5,756.0	5,533.5
R3	5,708.0	5,645.5	5,503.0
R2	5,597.5	5,597.5	5,493.0
R1	5,535.0	5,535.0	5,482.5	5,511.0
PP	5,487.0	5,487.0	5,487.0	5,475.0
S1	5,424.5	5,424.5	5,462.5	5,400.5
S2	5,376.5	5,376.5	5,452.0
S3	5,266.0	5,314.0	5,442.0
S4	5,155.5	5,203.5	5,411.5

Weekly Pivots for week ending 21-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,028.5	5,943.5	5,572.0
R3	5,831.0	5,746.0	5,518.0
R2	5,633.5	5,633.5	5,499.5
R1	5,548.5	5,548.5	5,481.5	5,492.0
PP	5,436.0	5,436.0	5,436.0	5,408.0
S1	5,351.0	5,351.0	5,445.5	5,295.0
S2	5,238.5	5,238.5	5,427.5
S3	5,041.0	5,153.5	5,409.0
S4	4,843.5	4,956.0	5,355.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,549.5	5,333.5	216.0	3.9%	98.5	1.8%	64%	True	False	111,510
10	5,549.5	5,322.5	227.0	4.1%	112.5	2.1%	66%	True	False	113,975
20	5,549.5	4,839.5	710.0	13.0%	128.5	2.4%	89%	True	False	122,898
40	5,549.5	4,839.5	710.0	13.0%	140.5	2.6%	89%	True	False	109,991
60	5,695.5	4,819.5	876.0	16.0%	142.0	2.6%	75%	False	False	73,545
80	6,000.5	4,819.5	1,181.0	21.6%	117.0	2.1%	55%	False	False	55,161
100	6,000.5	4,819.5	1,181.0	21.6%	98.0	1.8%	55%	False	False	44,132
120	6,000.5	4,819.5	1,181.0	21.6%	82.5	1.5%	55%	False	False	36,778

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	True
IDnr4	False
2BNR	True
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	29.2
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	6,019.0
2.618	5,839.0
1.618	5,728.5
1.000	5,660.0
0.618	5,618.0
HIGH	5,549.5
0.618	5,507.5
0.500	5,494.0
0.382	5,481.0
LOW	5,439.0
0.618	5,370.5
1.000	5,328.5
1.618	5,260.0
2.618	5,149.5
4.250	4,969.5

Fisher Pivots for day following 25-Oct-2011
Pivot	1 day	3 day
R1	5,494.0	5,467.5
PP	5,487.0	5,462.5
S1	5,480.0	5,457.0

Download as Excel Spreadsheet

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

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