FTSE 100 Index Future December 2011

Trading Metrics calculated at close of trading on 28-Oct-2011

Day Change Summary
	Previous	Current
	27-Oct-2011	28-Oct-2011	Change	Change %	Previous Week
Open	5,573.0	5,741.0	168.0	3.0%	5,468.0
High	5,763.5	5,744.5	-19.0	-0.3%	5,763.5
Low	5,561.0	5,656.5	95.5	1.7%	5,439.0
Close	5,738.0	5,678.5	-59.5	-1.0%	5,678.5
Range	202.5	88.0	-114.5	-56.5%	324.5
ATR	134.5	131.1	-3.3	-2.5%	0.0
Volume	140,268	112,699	-27,569	-19.7%	564,879

Daily Pivots for day following 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	5,957.0	5,906.0	5,727.0
R3	5,869.0	5,818.0	5,702.5
R2	5,781.0	5,781.0	5,694.5
R1	5,730.0	5,730.0	5,686.5	5,711.5
PP	5,693.0	5,693.0	5,693.0	5,684.0
S1	5,642.0	5,642.0	5,670.5	5,623.5
S2	5,605.0	5,605.0	5,662.5
S3	5,517.0	5,554.0	5,654.5
S4	5,429.0	5,466.0	5,630.0

Weekly Pivots for week ending 28-Oct-2011
	Classic	Woodie	Camarilla	DeMark
R4	6,600.5	6,464.0	5,857.0
R3	6,276.0	6,139.5	5,767.5
R2	5,951.5	5,951.5	5,738.0
R1	5,815.0	5,815.0	5,708.0	5,883.0
PP	5,627.0	5,627.0	5,627.0	5,661.0
S1	5,490.5	5,490.5	5,649.0	5,559.0
S2	5,302.5	5,302.5	5,619.0
S3	4,978.0	5,166.0	5,589.5
S4	4,653.5	4,841.5	5,500.0

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	5,763.5	5,439.0	324.5	5.7%	120.0	2.1%	74%	False	False	112,975
10	5,763.5	5,323.5	440.0	7.7%	122.0	2.1%	81%	False	False	114,393
20	5,763.5	4,839.5	924.0	16.3%	125.0	2.2%	91%	False	False	122,724
40	5,763.5	4,839.5	924.0	16.3%	142.0	2.5%	91%	False	False	118,791
60	5,763.5	4,819.5	944.0	16.6%	141.5	2.5%	91%	False	False	79,478
80	6,000.0	4,819.5	1,180.5	20.8%	121.0	2.1%	73%	False	False	59,611
100	6,000.5	4,819.5	1,181.0	20.8%	102.0	1.8%	73%	False	False	47,693
120	6,000.5	4,819.5	1,181.0	20.8%	86.0	1.5%	73%	False	False	39,745

Crabel Price Patterns
NR	True
NR4	True
NR5	False
NR7	False
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	22.3
Narrowest range in 4 trading days

Fibonacci Retracements and Extensions
4.250	6,118.5
2.618	5,975.0
1.618	5,887.0
1.000	5,832.5
0.618	5,799.0
HIGH	5,744.5
0.618	5,711.0
0.500	5,700.5
0.382	5,690.0
LOW	5,656.5
0.618	5,602.0
1.000	5,568.5
1.618	5,514.0
2.618	5,426.0
4.250	5,282.5

Fisher Pivots for day following 28-Oct-2011
Pivot	1 day	3 day
R1	5,700.5	5,657.0
PP	5,693.0	5,635.5
S1	5,686.0	5,614.0

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