FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 26-Oct-2011

Day Change Summary
	Previous	Current
	25-Oct-2011	26-Oct-2011	Change	Change %	Previous Week
Open	5,517.0	5,480.0	-37.0	-0.7%	5,486.0
High	5,549.5	5,584.5	35.0	0.6%	5,521.0
Low	5,439.0	5,465.0	26.0	0.5%	5,323.5
Close	5,472.5	5,571.5	99.0	1.8%	5,463.5
Range	110.5	119.5	9.0	8.1%	197.5
ATR	130.0	129.2	-0.7	-0.6%	0.0
Volume	118,343	103,069	-15,274	-12.9%	579,055

Daily Pivots for day following 26-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,899.0	5,854.5	5,637.0
R3	5,779.5	5,735.0	5,604.5
R2	5,660.0	5,660.0	5,593.5
R1	5,615.5	5,615.5	5,582.5	5,638.0
PP	5,540.5	5,540.5	5,540.5	5,551.5
S1	5,496.0	5,496.0	5,560.5	5,518.0
S2	5,421.0	5,421.0	5,549.5
S3	5,301.5	5,376.5	5,538.5
S4	5,182.0	5,257.0	5,506.0

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	5,584.5	5,333.5	251.0	4.5%	100.5	1.8%	95%	True	False	110,023
10	5,584.5	5,323.5	261.0	4.7%	112.5	2.0%	95%	True	False	112,243
20	5,584.5	4,839.5	745.0	13.4%	126.0	2.3%	98%	True	False	121,959
40	5,584.5	4,839.5	745.0	13.4%	140.0	2.5%	98%	True	False	112,488
60	5,627.0	4,819.5	807.5	14.5%	142.5	2.6%	93%	False	False	75,263
80	6,000.5	4,819.5	1,181.0	21.2%	118.0	2.1%	64%	False	False	56,449
100	6,000.5	4,819.5	1,181.0	21.2%	99.0	1.8%	64%	False	False	45,163
120	6,000.5	4,819.5	1,181.0	21.2%	83.5	1.5%	64%	False	False	37,637

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	True
WS5	True
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	28.0
Widest range in 6 trading days

Fibonacci Retracements and Extensions
4.250	6,092.5
2.618	5,897.5
1.618	5,778.0
1.000	5,704.0
0.618	5,658.5
HIGH	5,584.5
0.618	5,539.0
0.500	5,525.0
0.382	5,510.5
LOW	5,465.0
0.618	5,391.0
1.000	5,345.5
1.618	5,271.5
2.618	5,152.0
4.250	4,957.0

Fisher Pivots for day following 26-Oct-2011
Pivot	1 day	3 day
R1	5,556.0	5,551.5
PP	5,540.5	5,531.5
S1	5,525.0	5,512.0

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